Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process

Authors

  • Ricky Rulete University of Southeastern Philippines
  • Mhelmar Avila Labendia Mindanao State University-Iligan Institute of Technology

DOI:

https://doi.org/10.29020/nybg.ejpam.v12i1.3342

Keywords:

Backwards Ito-Henstock integral, Ito Isometry, AC^2[0, T]-property

Abstract

In this paper, a definition of backwards Ito-Henstock integral for the Hilbert-Schmidt-valued stochastic process is introduced. We formulate the Ito isometry for this integral. Moreover, an equivalent definition for this integral is given using the concept of AC^2 [0,T]-property, a version of absolute continuity.

Author Biographies

  • Ricky Rulete, University of Southeastern Philippines

    Department of Mathematics and Statistics

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

    Department of Mathematics and Statistics

    Associate Professor

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Published

2019-01-31

Issue

Vol. 12 No. 1: (January 2019)

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.

How to Cite

Backwards Ito-Henstock Integral for the Hilbert-Schmidt-Valued Stochastic Process. (2019). European Journal of Pure and Applied Mathematics, 12(1), 58-78. https://doi.org/10.29020/nybg.ejpam.v12i1.3342