Itô-Henstock integral and Itô's formula for the operator-valued stochastic process

In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô's formula.

Bibliographic Details
Main Authors:	Mhelmar A. Labendia, Timothy Robin Y. Teng, Elvira P. de Lara-Tuprio
Format:	Article
Language:	English
Published:	Institute of Mathematics of the Czech Academy of Science 2018-07-01
Series:	Mathematica Bohemica
Subjects:	Itô-Henstock integrable function Itô's formula $Q$-Wiener process
Online Access:	http://mb.math.cas.cz/full/143/2/mb143_2_3.pdf

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