Itô-Henstock integral and Itô’s formula for the operator-valued stochastic process. (English) Zbl 1463.60089

Summary: In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô’s formula.


60H30 Applications of stochastic analysis (to PDEs, etc.)
60H05 Stochastic integrals
Full Text: DOI


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