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
Zdroj: European Journal of Pure & Applied Mathematics. 2018, Vol. 11 Issue 4, p1003-1013. 11p.
Databáze: Academic Search Ultimate