Stratonovich-Henstock integral for the operator-valued stochastic process

URI
Thumbnail Image
Type
Article
Files
Citation
Canton, R., Labendia, M., & Toh, T. L. (2022). Stratonovich-Henstock integral for the operator-valued stochastic process. Proyecciones Journal of Mathematics, 41(5), 1111-1130. http://doi.org/10.22199/issn.0717-6279-5018
Author
Canton, Recson
•
Labendia, Mhelmar
•
Toh, Tin Lam 
Abstract
In this paper, we introduce the Stratonovich-Henstock integral of an operator-valued stochastic process with respect to a Q-Wiener process. We also formulate a version of Ito's formula for this integral.
Keywords
Date Issued
2022
Publisher
Universidad Católica del Norte
Journal
Proyecciones Journal of Mathematics
DOI
10.22199/issn.0717-6279-5018