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2019 A Descriptive Definition of the Backwards Itô-Henstock Integral
Mhelmar A. Labendia, Ricky F. Rulete
Real Anal. Exchange 44(2): 427-444 (2019). DOI: 10.14321/realanalexch.44.2.0427

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.

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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

Information

Published: 2019
First available in Project Euclid: 1 May 2020

zbMATH: 07211600
Digital Object Identifier: 10.14321/realanalexch.44.2.0427

Subjects:
Primary: 60H30
Secondary: 60H05

Rights: Copyright © 2019 Michigan State University Press

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Vol.44 • No. 2 • 2019
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