Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process. European Journal of Pure and Applied Mathematics, Maryland, USA, v. 12, n. 1, p. 58–78, 2019. DOI: 10.29020/nybg.ejpam.v12i1.3342. Disponível em: https://ejpam.com/index.php/ejpam/article/view/3342.. Acesso em: 1 may. 2024.