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

Title:

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

Creator:

Labendia, Mhelmar A., Teng, Timothy Robin Y., and de Lara-Tuprio, Elvira P.

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:98dd6f2b-8f2a-40d8-ba6f-50f3c5550dab
uuid:98dd6f2b-8f2a-40d8-ba6f-50f3c5550dab
doi:10.21136/MB.2017.0084-16

Subject:

Itô-Henstock integrable function, Itô's formula, and Q-Wiener process

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

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

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

135-160

Source:

Mathematica bohemica | 2018 Volume:143 | Number:2

Harvested from:

CDK

Metadata only:

false