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A Riemann-type definition of the Itô integral for the operator-valued stochastic process. (English) Zbl 1412.60101

Summary: In this paper, we introduce the Itô-McShane integral and show that the classical Itô integral of an operator-valued stochastic process with respect to a Hilbert space-valued \(Q\)-Wiener process can be defined, using the Itô-McShane integral.

MSC:

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