Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process

被引：5
|
作者：
Rulete, Ricky F. [1 ]
Labendia, Mhelmar A. [2 ]
机构：
[1] Univ Southeastern Philippines, Coll Arts & Sci, Dept Math & Stat, Davao 8000, Philippines
[2] Mindanao State Univ, Iligan Inst Technol, Coll Sci & Math, Dept Math & Stat, Iligan, Philippines
来源：
EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS | 2019年 / 12卷 / 01期
关键词：
Backwards Ito-Henstock integral; Ito Isometry; AC(2)-property;
D O I：
10.29020/nybg.ejpam.v12i1.3342
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper, a definition of backwards Ito-Henstock integral for the. Hilbert-Schmidtvalued stochastic process is introduced. We formulate the Ito isometry for this integral. Moreover, an equivalent definition for this integral is given using the concept of AC(2)[0, T]-property, a version of absolute continuity.
引用
收藏
页码：58 / 78
页数：21
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