Double Lusin Condition for the Itô-Henstock Integrable Operator-Valued Stochastic Process.
Autor: | Labendia, Mhelmar A.1 mhelmar.labendia@g.msuiit.edu.ph, Arcede, Jayrold P.2 jparcede@carsu.edu.ph |
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Zdroj: | European Journal of Pure & Applied Mathematics. 2018, Vol. 11 Issue 4, p1003-1013. 11p. |
Databáze: | Academic Search Ultimate |
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