Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
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Publication:4568253
DOI10.21136/MB.2017.0084-16zbMath1463.60089OpenAlexW2620680529MaRDI QIDQ4568253
Mhelmar A. Labendia, Elvira P. de Lara-Tuprio, Timothy Robin Y. Teng
Publication date: 15 June 2018
Published in: Mathematica Bohemica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.21136/mb.2017.0084-16
Related Items (10)
Stratonovich-Henstock integral for the operator-valued stochastic process ⋮ A descriptive definition of the backwards Itô-Henstock integral ⋮ Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral ⋮ Operator-valued stochastic differential equations in the context of Kurzweil-like equations ⋮ A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process ⋮ Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral ⋮ Unnamed Item ⋮ Backwards Itô-Henstock's version of Itô's formula ⋮ Unnamed Item ⋮ Unnamed Item
Cites Work
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