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

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

In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô's formula.

Bibliographic Details
Main Authors: Mhelmar A. Labendia, Timothy Robin Y. Teng, Elvira P. de Lara-Tuprio
Format: Article
Language:English
Published: Institute of Mathematics of the Czech Academy of Science 2018-07-01
Series:Mathematica Bohemica
Subjects:
Itô-Henstock integrable function
Itô's formula
$Q$-Wiener process
Online Access:http://mb.math.cas.cz/full/143/2/mb143_2_3.pdf

Internet

http://mb.math.cas.cz/full/143/2/mb143_2_3.pdf

Similar Items