| Title |
Backwards Ito-Henstock's version of Ito's formula |
|
Authors |
Rulete, Ricky; Labendia, Mhelmar |
|
Publication date |
2020 |
|
Journal |
Annals of Functional Analysis |
| Volume |
11 |
| Issue |
1 |
| Pages |
208-225 |
| Publisher |
Springer, Birkhauser |
| Abstract |
In this paper, we formulate a version of Ito's formula for the backwards Ito-Henstock integral of an operator-valued stochastic process. Ito's formula is the stochastic analogue of the change of variable for deterministic integrals. |
| Index terms / Keywords |
Backwards Ito-Henstock integral, Ito's formula, Q-Wiener process |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology