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

Authors

  • Mhelmar Avila Labendia Mindanao State University-Iligan Institute of Technology
  • Jayrold Arcede Caraga State University

DOI:

https://doi.org/10.29020/nybg.ejpam.v11i4.3310

Keywords:

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

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.

Author Biographies

  • Mhelmar Avila Labendia, Mindanao State University-Iligan Institute of Technology

    Department of Mathematics and Statistics

    Associate Professor

  • Jayrold Arcede, Caraga State University

    Department of Mathematics

    Associate Professor

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Published

2018-10-24

Issue

Vol. 11 No. 4: (October 2018)

Section

Mathematical Analysis

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How to Cite

Double Lusin Condition for the Ito-Henstock Integrable Operator-Valued Stochastic Process. (2018). European Journal of Pure and Applied Mathematics, 11(4), 1003-1013. https://doi.org/10.29020/nybg.ejpam.v11i4.3310