scientific article; zbMATH DE number 7049455

MaRDI QIDQ4632747zbMATH OpenFDO

Authors Jeffer Dave A. Cagubcob, Mhelmar A. Labendia

Publication date 30 April 2019

Full work available at URL https://www.ejpam.com/index.php/ejpam/article/view/3363

zbMATH Keywords

\(AC^2[0,T\)-property]\(Q\)-Wiener processItô-McShane integralorthogonal increment property

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 2147660
• A Riemann-type definition of the Itô integral for the operator-valued stochastic process
• Convergence theorems for the Itô-Henstock integrable operator-valued stochastic process
• A generalization of operator stochastic integrals
• A stochastic integral of operator-valued functions
• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• Ornstein–Uhlenbeck operator and Wiener functionals generated by Itô- and Mcshane–calculus
• scientific article; zbMATH DE number 3850200
• Stratonovich-Henstock integral for the operator-valued stochastic process
• scientific article; zbMATH DE number 3965122

Cites work

• A concise course on stochastic partial differential equations
• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• Henstock-Kurzweil integration on Euclidean spaces
• scientific article; zbMATH DE number 3719745 (Why is no real title available?)
• scientific article; zbMATH DE number 41053 (Why is no real title available?)
• scientific article; zbMATH DE number 194168 (Why is no real title available?)
• scientific article; zbMATH DE number 1329847 (Why is no real title available?)
• scientific article; zbMATH DE number 646228 (Why is no real title available?)
• scientific article; zbMATH DE number 1454492 (Why is no real title available?)
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• On McShane’s Belated Stochastic Integral
• On the Henstock-Fubini theorem for multiple stochastic integrals
• Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
• Stochastic Equations in Infinite Dimensions
• Stochastic Integrals and Stochastic Functional Equations
• The non-uniform Riemann approach to Itô's integral.
• The Riemann approach to stochastic integration using non-uniform meshes

Cited in

(8)

• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
• A Riemann-type definition of the Itô integral for the operator-valued stochastic process
• scientific article; zbMATH DE number 3850200 (Why is no real title available?)
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• Stratonovich-Henstock integral for the operator-valued stochastic process
• An Alternative Definition of the Itô Integral for the Hilbert-Schmidt-Valued Stochastic Process
• Convergence theorems for the Itô-Henstock integrable operator-valued stochastic process

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4632747)