Stratonovich-Henstock integral for the operator-valued stochastic process
| Autor: | Recson G. Canton, Mhelmar A. Labendia, Tin Lam Toh |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Proyecciones (Antofagasta). 41:1111-1130 |
| ISSN: | 0717-6279 |
| DOI: | 10.22199/issn.0717-6279-5018 |
| Popis: | In this paper, we introduce the Stratonovich-Henstock integral of an operator-valued stochastic process with respect to a Q-Wiener process. We also formulate a version of Itô’s formula for this integral. |
| Databáze: | OpenAIRE |
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