1.
Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process. Eur. J. Pure Appl. Math. [Internet]. 2019 Jan. 31 [cited 2024 Nov. 23];12(1):58-7. Available from: https://www.ejpam.com/index.php/ejpam/article/view/3342