Double Lusin Condition for the Ito-Henstock Integrable Operator-Valued Stochastic Process

Mhelmar Avila Labendia, Jayrold Arcede

Abstract

In this paper, using double Lusin condition, we give an equivalent denition of the Ito-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process.

Keywords

Ito-Henstock integral, Q-Wiener process, double Lusin condition

Full Text:

PDF