A descriptive definition of the backwards Itô-Henstock integral

DOI10.14321/REALANALEXCH.44.2.0427zbMath1443.60054OpenAlexW3007218689MaRDI QIDQ2188795

Mhelmar A. Labendia, Ricky F. Rulete

Publication date: 11 June 2020

Published in: Real Analysis Exchange (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.rae/1588298433

zbMATH Keywords

\(Q\)-Wiener processorthogonal increment property\(AC^2[0,T\)-property]backwards Itô-Henstock integral

Mathematics Subject Classification ID

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

Cites Work

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• Stochastic Integrals and Stochastic Functional Equations
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