### A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process

#### Abstract

‎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.

#### Article information

Source
Adv. Oper. Theory, Volume 4, Number 2 (2019), 406-418.

Dates
Accepted: 24 September 2018
First available in Project Euclid: 1 December 2018

https://projecteuclid.org/euclid.aot/1543633234

Digital Object Identifier
doi:10.15352/aot.1808-1406

Mathematical Reviews number (MathSciNet)
MR3883143

Zentralblatt MATH identifier
07009316

Subjects
Primary: 60H30: Applications of stochastic analysis (to PDE, etc.)
Secondary: 60H05: Stochastic integrals

#### Citation

‎Labendia, Mhelmar A‎.; ‎Arcede, Jayrold P‎. A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process. Adv. Oper. Theory 4 (2019), no. 2, 406--418. doi:10.15352/aot.1808-1406. https://projecteuclid.org/euclid.aot/1543633234

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