Stratonovich-Henstock integral for the operator-valued stochastic process

DOI10.22199/ISSN.0717-6279-5018MaRDI QIDQ5039449zbMATH OpenOpenAlexWikidataFDO

Authors Recson G. Canton, Mhelmar A. Labendia, Tin Lam Toh

Publication date 12 October 2022

Published in Proyecciones (Antofagasta) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.22199/issn.0717-6279-5018

zbMATH Keywords

\(Q\)-Wiener processItô's formulaStratonovich-Henstock integral

Mathematics Subject Classification ID

Denjoy and Perron integrals, other special integrals (26A39) Stochastic integrals (60H05) Stochastic analysis (60Hxx)

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Cites work

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• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• Absolute integration using Vitali covers
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Cited in

(8)

• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• On Henstock method to Stratonovich integral with respect to continuous semimartingale
• 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?)
• A stochastic integral of operator-valued functions
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• scientific article; zbMATH DE number 7049455 (Why is no real title available?)
• Convergence theorems for the Itô-Henstock integrable operator-valued stochastic process

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