| Title |
A descriptive definition of the Ito-Henstock integral for the operator-valued stochastic process |
|
Authors |
Labendia, Mhelmar; Arcede, Jayrold |
|
Publication date |
2019 |
|
Journal |
Advances in Operator Theory |
| Volume |
4 |
| Issue |
2 |
| Pages |
406-418 |
| Publisher |
Tusi Mathematical Research Group |
| Abstract |
In this paper, we formulate a version of fundamental theorem for the Ito-Henstock integral of an operator-valued stochastic process with respect
to a Hilbert space-valued Wiener process. This theorem will give a descriptive defi nition of the Ito-Henstock integral for the operator-valued stochastic
process. |
| Index terms / Keywords |
Ito-Henstock integral, Q-Wiener process, orthogonal increment property. |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology