Stratonovich-Henstock integral for the operator-valued stochastic process
Author
Canton, Recson
Labendia, Mhelmar
Toh, Tin Lam
Full text
https://www.revistaproyecciones.cl/index.php/proyecciones/article/view/501810.22199/issn.0717-6279-5018
Abstract
In this paper, we introduce the Stratonovich-Henstock integral of an operator-valued stochastic process with respect to a Q-Wiener process. We also formulate a version of Ito's formula for this integral.