A Version of Fundamental Theorem for the Ito-McShane Integral of an Operator-Valued Stochastic Process
DOI:
https://doi.org/10.29020/nybg.ejpam.v12i1.3363Keywords:
Ito-McShane integral, orthogonal increment property, Q-Wiener process, AC^2[0, T]-propertyAbstract
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.
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Published
2019-01-31
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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