A Riemann-type definition of the Itô's integral for the operator-valued dtochastic process

Document Type: Original Article

Author

Mindanao State University-Iligan Institute of Technology, Philippines

Abstract

‎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 theItô-McShane integral.

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