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.
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| Main Authors: | , , |
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| Format: | text |
| Published: |
Archīum Ateneo
2018
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| Subjects: | |
| Online Access: | https://archium.ateneo.edu/mathematics-faculty-pubs/32 https://dml.cz/handle/10338.dmlcz/147241 |
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| Institution: | Ateneo De Manila University |