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

How to Cite

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

Issue

Vol. 12 No. 1: (January 2019)

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.