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.; De Lara-Tuprio, Elvira P.; and Teng, Timothy Robin Y., (2018). Itô-Henstock integral and Itô's formula for the operator-valued stochastic process. Archīum.ATENEO.
https://archium.ateneo.edu/mathematics-faculty-pubs/32