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- [3] A DESCRIPTIVE DEFINITION OF THE ITO-HENSTOCK INTEGRAL FOR THE OPERATOR-VALUED STOCHASTIC PROCESS ADVANCES IN OPERATOR THEORY, 2019, 4 (02): : 406 - 418
- [4] Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2019, 12 (01): : 58 - 78
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- [9] A Version of Fundamental Theorem for the Ito-McShane Integral of an Operator-Valued Stochastic Process EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS, 2019, 12 (01): : 101 - 117