Abstract
In this paper, we formulate an equivalent definition of the backwards Itô-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued \(Q\)-Wiener process using double Lusin condition. Moreover, we establish some versions of convergence theorems for this integral.
Citation
Mhelmar A. Labendia. Ricky F. Rulete. "Double Lusin Condition and Convergence Theorems for the Backwards Itô-Henstock Integral." Real Anal. Exchange 45 (1) 101 - 126, 2020. https://doi.org/10.14321/realanalexch.45.1.0101
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