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

Authors

Mhelmar A. Labendia
Elvira P. De Lara-Tuprio, Ateneo de Manila UniversityFollow
Timothy Robin Y. Teng, Ateneo de Manila UniversityFollow

Document Type

Article

Publication Date

2018

Abstract

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

Recommended Citation

Labendia, Mhelmar A. ; Teng, Timothy Robin Y. ; de Lara-Tuprio, Elvira P. Itô-Henstock integral and Itô's formula for the operator-valued stochastic process. (English). Mathematica Bohemica, vol. 143 (2018), issue 2, pp. 135-160