Backwards Itô-Henstock's version of Itô's formula

DOI10.1007/s43034-019-00014-3zbMath1448.60152OpenAlexW3000056687MaRDI QIDQ2287469

Mhelmar A. Labendia, Ricky F. Rulete

Publication date: 20 January 2020

Published in: Annals of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s43034-019-00014-3

zbMATH Keywords

Itô's formula\(Q\)-Wiener processbackwards Itô-Henstock integral

Mathematics Subject Classification ID

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

Related Items

Stratonovich-Henstock integral for the operator-valued stochastic process

Cites Work

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