Itô-Henstock integral and Itô's formula for the operator-valued stochastic process

Itô-Henstock integral and Itô's formula for the operator-valued stochastic process

In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô’s formula.

Saved in:
Bibliographic Details
Main Authors: Labendia, Mhelmar A, De Lara-Tuprio, Elvira P, Teng, Timothy Robin Y
Format: text
Published: Archīum Ateneo 2018
Subjects:
Itô-Henstock integrable function
Itô's formula
$Q$-Wiener process
Mathematics
Online Access:https://archium.ateneo.edu/mathematics-faculty-pubs/32
https://dml.cz/handle/10338.dmlcz/147241
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Ateneo De Manila University

Internet

https://archium.ateneo.edu/mathematics-faculty-pubs/32
https://dml.cz/handle/10338.dmlcz/147241

Similar Items