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

• Main Authors: Labendia, Mhelmar A, De Lara-Tuprio, Elvira P, Teng, Timothy Robin Y
• 格式: text
• 出版: Archīum Ateneo 2018
• 主題: Itô-Henstock integrable function; Itô's formula; $Q$-Wiener process; Mathematics
• 在線閱讀: https://archium.ateneo.edu/mathematics-faculty-pubs/32; https://dml.cz/handle/10338.dmlcz/147241
• 機構: 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.