Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
From MaRDI portal
Publication:1989153
DOI10.1007/S43036-019-00038-5zbMath1462.60097OpenAlexW3003695236MaRDI QIDQ1989153
Mhelmar A. Labendia, Jeffer Dave A. Cagubcob
Publication date: 24 April 2020
Published in: Advances in Operator Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s43036-019-00038-5
\(Q\)-Wiener process\(\mathcal{IM} \)-equi-\(AC\)\(\mathcal{IM} \)-equi-integrablebelated McShane integralItô-McShane integral
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Probability theory on linear topological spaces (60B11)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The non-uniform Riemann approach to Itô's integral.
- Absolute integration using Vitali covers
- A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
- On the Henstock-Fubini theorem for multiple stochastic integrals
- A fundamental theorem of calculus for the Kurzweil-Henstock integral in \(\mathbb{R}^m\)
- The Riemann approach to stochastic integration using non-uniform meshes
- A concise course on stochastic partial differential equations
- A Riemann-type definition of the Itô integral for the operator-valued stochastic process
- Stochastic Differential Equations in Infinite Dimensions
- On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
- On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes
- Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
- McShane equi-integrability and Vitali’s convergence theorem
- Stochastic Integrals and Stochastic Functional Equations
- On McShane’s Belated Stochastic Integral
- On a divisor problem related to the Epstein zeta-function
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral