Double Lusin Condition for the Ito-Henstock Integrable Operator-Valued Stochastic Process

Authors

  • Mhelmar Avila Labendia Mindanao State University-Iligan Institute of Technology
  • Jayrold Arcede Caraga State University

DOI:

https://doi.org/10.29020/nybg.ejpam.v11i4.3310

Keywords:

Ito-Henstock integral, Q-Wiener process, double Lusin condition

Abstract

In this paper, using double Lusin condition, we give an equivalent denition of the Ito-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process.

Author Biographies

Mhelmar Avila Labendia, Mindanao State University-Iligan Institute of Technology

Department of Mathematics and Statistics

Associate Professor

Jayrold Arcede, Caraga State University

Department of Mathematics

Associate Professor

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Published

2018-10-24

How to Cite

Labendia, M. A., & Arcede, J. (2018). Double Lusin Condition for the Ito-Henstock Integrable Operator-Valued Stochastic Process. European Journal of Pure and Applied Mathematics, 11(4), 1003–1013. https://doi.org/10.29020/nybg.ejpam.v11i4.3310

Issue

Vol. 11 No. 4: (October 2018)

Section

Mathematical Analysis

License

Upon acceptance of an article by the journal, the author(s) accept(s) the transfer of copyright of the article to European Journal of Pure and Applied Mathematics.

European Journal of Pure and Applied Mathematics will be Copyright Holder.