Abstract
In this paper, we introduced the backwards derivative of a Hilbert space-valued function and formulate a version of Fundamental Theorem for the backwards Itô-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process.
Citation
Mhelmar A. Labendia. Ricky F. Rulete. "A Descriptive Definition of the Backwards Itô-Henstock Integral." Real Anal. Exchange 44 (2) 427 - 444, 2019. https://doi.org/10.14321/realanalexch.44.2.0427
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