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

Authors

  • Jeffer Dave Cagubcob Mindanao State University-Iligan Institute of Technology
  • Mhelmar Avila Labendia Mindanao State University-Iligan Institute of Technology

DOI:

https://doi.org/10.29020/nybg.ejpam.v12i1.3363

Keywords:

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

Abstract

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.

Author Biographies

  • Jeffer Dave Cagubcob, Mindanao State University-Iligan Institute of Technology
    Department of Mathematics and Statistics
  • Mhelmar Avila Labendia, Mindanao State University-Iligan Institute of Technology

    Department of Mathematics and Statistics

    Associate Professor

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Published

2019-01-31

Issue

Vol. 12 No. 1: (January 2019)

Section

Game Theory

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How to Cite

A Version of Fundamental Theorem for the Ito-McShane Integral of an Operator-Valued Stochastic Process. (2019). European Journal of Pure and Applied Mathematics, 12(1), 101-117. https://doi.org/10.29020/nybg.ejpam.v12i1.3363