A Version of Fundamental Theorem for the Ito-McShane Integral of an Operator-Valued Stochastic Process

Jeffer Dave Cagubcob, Mhelmar Avila Labendia


In this paper, we formulate a descriptive definition or a version of fundamental theorem for the Ito-McShane integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. For this reason, we introduce the concept of belated Mcshane dierentiability and a version of absolute continuity of a Hilbert space-valued stochastic process.


Ito-McShane integral, orthogonal increment property, Q-Wiener process, AC^2[0,T]-property

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