Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process

Ricky Rulete, Mhelmar Avila Labendia

Abstract

In this paper, a definition of backwards Ito-Henstock integral for the Hilbert-Schmidt-valued stochastic process is introduced. We formulate the Ito isometry for this integral. Moreover, an equivalent definition for this integral is given using the concept of AC^2 [0,T]-property, a version of absolute continuity.

Keywords

Backwards Ito-Henstock integral, Ito Isometry, AC^2[0,T]-property

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