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

Mhelmar A Labendia; Elvira P De Lara-Tuprio; Timothy Robin Y Teng

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

Mhelmar A Labendia, Elvira P De Lara-Tuprio, Timothy Robin Y Teng

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Mathematics Faculty Publications
State	Published - Jan 1 2018

Keywords

Itô-Henstock integrable function
Itô's formula
$Q$-Wiener process

Disciplines

Mathematics

Access to Document

https://dml.cz/handle/10338.dmlcz/147241

Cite this

@article{1166067a74c54d67b50f7973be03e779,

title = "It{\^o}-Henstock integral and It{\^o}'s formula for the operator-valued stochastic process",

keywords = "It{\^o}-Henstock integrable function, It{\^o}'s formula, $Q$-Wiener process",

author = "Labendia, {Mhelmar A} and {De Lara-Tuprio}, {Elvira P} and Teng, {Timothy Robin Y}",

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

year = "2018",

month = jan,

day = "1",

language = "American English",

journal = "Mathematics Faculty Publications",

}

TY - JOUR

T1 - Itô-Henstock integral and Itô's formula for the operator-valued stochastic process

AU - Labendia, Mhelmar A

AU - De Lara-Tuprio, Elvira P

AU - Teng, Timothy Robin Y

N1 - 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

PY - 2018/1/1

Y1 - 2018/1/1

KW - Itô-Henstock integrable function

KW - Itô's formula

KW - $Q$-Wiener process

UR - https://archium.ateneo.edu/mathematics-faculty-pubs/32

UR - https://dml.cz/handle/10338.dmlcz/147241

M3 - Article

JO - Mathematics Faculty Publications

JF - Mathematics Faculty Publications

ER -

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

Keywords

Disciplines

Access to Document

Other files and links

Fingerprint

Cite this