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

Authors

  • Ricky Rulete University of Southeastern Philippines
  • Mhelmar Avila Labendia Mindanao State University-Iligan Institute of Technology

DOI:

https://doi.org/10.29020/nybg.ejpam.v12i1.3342

Keywords:

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

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.

Author Biographies

  • Ricky Rulete, University of Southeastern Philippines

    Department of Mathematics and Statistics

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

    Department of Mathematics and Statistics

    Associate Professor

Downloads

Published

2019-01-31

Issue

Section

Mathematical Analysis

How to Cite

Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process. (2019). European Journal of Pure and Applied Mathematics, 12(1), 58-78. https://doi.org/10.29020/nybg.ejpam.v12i1.3342