| Title |
Convergence theorems for the Ito-Henstock integrable operator-valued stochastic process |
|
Authors |
Labendia, Mhelmar; Benitez, Julius |
|
Publication date |
2020 |
|
Journal |
Malaysian Journal of Mathematical Sciences |
| Volume |
14 |
| Issue |
3 |
| Pages |
565-586 |
| Publisher |
Institute for Mathematical Research (INSPEM), Universiti Putra Malaysia |
| Abstract |
In this paper, we formulate versions of convergence theorems for the Ito-Henstock integral of an operator-valued stochastic process with respect
to a Hilbert space-valued Wiener process. We also prove that every Ito integrable operator-valued stochastic process is Ito-Henstock integrable
using some versions of convergence theorems established in this paper. |
| Index terms / Keywords |
Ito-Henstock integrable, Ito integral, Q-Wiener process |
| DOI |
|
| URL |
|
Mindanao State
University - Iligan Institute of Technology