Abstract
In this paper, we formulate a version of Fundamental Theorem for the Itô-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. This theorem will give a descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process.
Citation
Mhelmar A. Labendia. Jayrold P. Arcede. "A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process." Adv. Oper. Theory 4 (2) 406 - 418, Spring 2019. https://doi.org/10.15352/aot.1808-1406
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