| Title |
Backwards Ito-Henstock integral for the set-valued stochastic process |
|
Authors |
Sasam, Jan Alejandro; Labendia, Mhelmar |
|
Publication date |
2024 |
|
Journal |
AIP Conference Proceedings |
| Volume |
3029 |
| Issue |
1 |
| Pages |
02001-1--02001-16 |
| Publisher |
American Institute of Physics |
| Abstract |
In this paper, we introduce the backwards Ito-Henstock integral for the set-valued stochastic process and formulate a version of Ito-isometry for this newly defined integral. |
| Index terms / Keywords |
backwards Ito-Henstock integral, set-valued stochastic process, set-valued random variable, random set, set-valued stochastic integral |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology