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A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process. (English) Zbl 1406.60099

Summary: In this paper, we formulate a version of Fundamental Theorem for the Itô-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. This theorem will give a descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process.

MSC:

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

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