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

id	ph-ateneo-arc.mathematics-faculty-pubs-1031
record_format	eprints
spelling	ph-ateneo-arc.mathematics-faculty-pubs-10312020-02-28T03:53:35Z Itô-Henstock integral and Itô's formula for the operator-valued stochastic process Labendia, Mhelmar A De Lara-Tuprio, Elvira P Teng, Timothy Robin Y In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô’s formula. 2018-01-01T08:00:00Z text https://archium.ateneo.edu/mathematics-faculty-pubs/32 https://dml.cz/handle/10338.dmlcz/147241 Mathematics Faculty Publications Archīum Ateneo Itô-Henstock integrable function Itô's formula $Q$-Wiener process Mathematics
institution	Ateneo De Manila University
building	Ateneo De Manila University Library
continent	Asia
country	Philippines Philippines
content_provider	Ateneo De Manila University Library
collection	archium.Ateneo Institutional Repository
topic	Itô-Henstock integrable function Itô's formula $Q$-Wiener process Mathematics
spellingShingle	Itô-Henstock integrable function Itô's formula $Q$-Wiener process Mathematics Labendia, Mhelmar A De Lara-Tuprio, Elvira P Teng, Timothy Robin Y Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
description	In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô’s formula.
format	text
author	Labendia, Mhelmar A De Lara-Tuprio, Elvira P Teng, Timothy Robin Y
author_facet	Labendia, Mhelmar A De Lara-Tuprio, Elvira P Teng, Timothy Robin Y
author_sort	Labendia, Mhelmar A
title	Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
title_short	Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
title_full	Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
title_fullStr	Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
title_full_unstemmed	Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
title_sort	itô-henstock integral and itô's formula for the operator-valued stochastic process
publisher	Archīum Ateneo
publishDate	2018
url	https://archium.ateneo.edu/mathematics-faculty-pubs/32 https://dml.cz/handle/10338.dmlcz/147241
_version_	1722366470904610816

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

Similar Items