scientific article; zbMATH DE number 7049452

zbMath1424.60083MaRDI QIDQ4632744

Mhelmar A. Labendia, Ricky F. Rulete

Publication date: 30 April 2019

Full work available at URL: https://www.ejpam.com/index.php/ejpam/article/view/3342

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zbMATH Keywords

\(AC^2[0,T\)-property]backwards Itô-Henstock integralItô isometry

Mathematics Subject Classification ID

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

Related Items (5)

Stratonovich-Henstock integral for the operator-valued stochastic process ⋮ Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral ⋮ Operator-valued stochastic differential equations in the context of Kurzweil-like equations ⋮ Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral ⋮ Backwards Itô-Henstock's version of Itô's formula

Cites Work

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• Stochastic Differential Equations in Infinite Dimensions
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• Lévy Processes and Stochastic Calculus
• Stochastic Integrals and Stochastic Functional Equations
• On McShane’s Belated Stochastic Integral
• Stochastic differential equations. An introduction with applications.
• Stochastic Equations in Infinite Dimensions

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