Double Lusin Condition for the Ito-Henstock Integrable Operator-Valued Stochastic Process. European Journal of Pure and Applied Mathematics, Maryland, USA, v. 11, n. 4, p. 1003–1013, 2018. DOI: 10.29020/nybg.ejpam.v11i4.3310. Disponível em: https://www.ejpam.com/index.php/ejpam/article/view/3310. Acesso em: 21 nov. 2024.