A descriptive definition of the It\^{o}-Henstock integral for the operator-valued stochastic process

Document Type: Original Article

Authors

1 Department of Mathematics and Statistics, College of Science and Mathematics, Mindanao State University-Iligan Institute of Technology, 9200 Iligan City, Philippines

2 Department of Mathematics, College of Arts and Sciences, Caraga State University, 8600 Butuan City, Philippines

Abstract

‎In this paper‎, ‎we formulate a version of Fundamental Theorem for the It$\hat{\text{o}}$-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 It$\hat{\text{o}}$-Henstock integral for the operator-valued stochastic process.
 

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