Mathematica Bohemica (Jul 2018)

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

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

DOI
https://doi.org/10.21136/MB.2017.0084-16
Journal volume & issue
Vol. 143, no. 2
pp. 135 – 160

Abstract

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

Keywords