Itô-Henstock integral and Itô's formula for the operator-valued stochastic process

DOI10.21136/MB.2017.0084-16zbMATH Open1463.60089OpenAlexW2620680529MaRDI QIDQ4568253FDOQ4568253

Authors: Mhelmar A. Labendia, Timothy Robin Y. Teng, Elvira P. de Lara-Tuprio 

Publication date: 15 June 2018

Published in: Mathematica Bohemica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21136/mb.2017.0084-16

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zbMATH Keywords

\(Q\)-Wiener processItô's formulaItô-Henstock integrable function

Mathematics Subject Classification ID

Stochastic integrals (60H05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cites Work

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Cited In (12)

• Stability for generalized stochastic equations
• Stratonovich-Henstock integral for the operator-valued stochastic process
• Backwards Itô-Henstock's version of Itô's formula
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Operator-valued stochastic differential equations in the context of Kurzweil-like equations
• Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
• Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral
• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• A descriptive definition of the backwards Itô-Henstock integral
• Backwards Itô-Henstock integral for the Hilbert-Schmidt-valued stochastic process

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