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

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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書目詳細資料
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
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Ateneo De Manila University

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