Backwards Ito-Henstock's version of Ito's formula

被引：1
|
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] MSU Iligan Inst Technol, Coll Sci & Math, Dept Math & Stat, Andres Bonifacio Ave, Iligan 9200, Philippines
来源：
ANNALS OF FUNCTIONAL ANALYSIS | 2020年 / 11卷 / 01期
关键词：
Backwards Ito-Henstock integral; Ito's formula; Q-Wiener process; INTEGRATION;
D O I：
10.1007/s43034-019-00014-3
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
In this paper, we formulate a version of Ito's formula for the backwards Ito-Henstock integral of an operator-valued stochastic process. Ito's formula is the stochastic analogue of the change of variable for deterministic integrals.
引用
收藏
页码：208 / 225
页数：18
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