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

• المؤلفون الرئيسيون: Labendia, Mhelmar A, De Lara-Tuprio, Elvira P, Teng, Timothy Robin Y
• التنسيق: text
• منشور في: Archīum Ateneo 2018
• الموضوعات: Itô-Henstock integrable function; Itô's formula; $Q$-Wiener process; Mathematics
• الوصول للمادة أونلاين: https://archium.ateneo.edu/mathematics-faculty-pubs/32; https://dml.cz/handle/10338.dmlcz/147241
• المؤسسة: Ateneo De Manila University

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