| Title |
Double Lusin condition and convergence theorems for the backwards Ito-Henstock integral |
|
Authors |
Rulete, Ricky; Labendia, Mhelmar |
|
Publication date |
2020 |
|
Journal |
Real Analysis Exchange |
| Volume |
45 |
| Issue |
1 |
| Pages |
101-126 |
| Publisher |
Michigan State University Press |
| Abstract |
In this paper, we formulate an equivalent definition of the backwards Ito-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Q-Wiener process using double Lusin condition. Moreover, we establish some versions of convergence theorems for this integral. |
| Index terms / Keywords |
Backwards Ito-Henstock integral, Q-Wiener process, orthogonal increment property, AC^2[0,T]-property, double Lusin condition |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology