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

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

Similar Items