Double Lusin Condition for the Ito-Henstock Integrable Operator-Valued Stochastic Process
DOI:
https://doi.org/10.29020/nybg.ejpam.v11i4.3310Keywords:
Ito-Henstock integral, Q-Wiener process, double Lusin conditionAbstract
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.
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2018-10-24
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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