Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process
DOI:
https://doi.org/10.29020/nybg.ejpam.v12i1.3342Keywords:
Backwards Ito-Henstock integral, Ito Isometry, AC^2[0, T]-propertyAbstract
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.
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Published
2019-01-31
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Mathematical Analysis
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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