A descriptive definition of the backwards Itô-Henstock integral
type: Item
instance of: scholarly article
title: A descriptive definition of the backwards Itô-Henstock integral
zbMATH Open document ID: 1443.60054
author: Ricky F. Rulete
author: Mhelmar A. Labendia
published in: Real Analysis Exchange
publication date: 2020-06-11T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.rae/1588298433
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 7211600
zbMATH Keywords: backwards Itô-Henstock integral
zbMATH Keywords: \(Q\)-Wiener process
zbMATH Keywords: orthogonal increment property
zbMATH Keywords: \(AC^2[0,T]\)-property
MaRDI profile type: Publication
OpenAlex ID: W3007218689
cites work: Lévy Processes and Stochastic Calculus
cites work: Q4910130
cites work: The Henstock integral for Banach-valued functions
cites work: The non-uniform Riemann approach to Itô's integral.
cites work: Stochastic Equations in Infinite Dimensions
cites work: Stochastic Differential Equations in Infinite Dimensions
cites work: Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
cites work: Stochastic Integrals and Stochastic Functional Equations
cites work: Elementary Stochastic Calculus, with Finance in View
cites work: On McShane’s Belated Stochastic Integral
cites work: Stochastic differential equations. An introduction with applications.
cites work: A concise course on stochastic partial differential equations
cites work: Q3909512
cites work: On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes
cites work: On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
cites work: On the Henstock-Fubini theorem for multiple stochastic integrals
cites work: The Riemann approach to stochastic integration using non-uniform meshes
DOI: 10.14321/REALANALEXCH.44.2.0427
Recommended article: Q4910130
Recommended article: Q4632744
Recommended article: Backwards Itô-Henstock's version of Itô's formula
Recommended article: A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
Recommended article: Stochastic integrals of Itô and Henstock
Recommended article: Some Results of Backward Itô Formula
Recommended article: Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral
Recommended article: Some remarks about backward itô formula and applications
Recommended article: A note on Henstock-Itô's non-stochastic integral
description: scientific article