A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process

DOI10.15352/aot.1808-1406zbMath1406.60099OpenAlexW2900860147MaRDI QIDQ1714436

Jayrold P. Arcede, Mhelmar A. Labendia

Publication date: 31 January 2019

Published in: Advances in Operator Theory (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aot/1543633234

zbMATH Keywords

\(Q\)-Wiener processItô-Henstock integralorthogonal increment property

Mathematics Subject Classification ID

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

Related Items (3)

Stratonovich-Henstock integral for the operator-valued stochastic process ⋮ Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral ⋮ Unnamed Item

Cites Work

• The non-uniform Riemann approach to Itô's integral.
• On the Henstock-Fubini theorem for multiple stochastic integrals
• The Riemann approach to stochastic integration using non-uniform meshes
• A concise course on stochastic partial differential equations
• Stochastic Differential Equations in Infinite Dimensions
• Cylindrical Wiener Processes
• Elementary Stochastic Calculus, with Finance in View
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• Stochastic Integrals and Stochastic Functional Equations
• On McShane’s Belated Stochastic Integral
• Stochastic Equations in Infinite Dimensions
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