Geodesic
Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
Mathematica Bohemica, Tome 143 (2018) no. 2, pp. 135-160 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô's formula.
In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô's formula.
DOI : 10.21136/MB.2017.0084-16
Classification : 60H05, 60H30
Keywords: Itô-Henstock integrable function; Itô's formula; $Q$-Wiener process 
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     title = {It\^o-Henstock integral and {It\^o's} formula for the operator-valued stochastic process},
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Labendia, Mhelmar A.; Teng, Timothy Robin Y.; de Lara-Tuprio, Elvira P. Itô-Henstock integral and Itô's formula for the operator-valued stochastic process. Mathematica Bohemica, Tome 143 (2018) no. 2, pp. 135-160. doi: 10.21136/MB.2017.0084-16

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