Malaysian Journal of Mathematical Sciences, September 2020, Vol. 14, No. 3
Convergence Theorems for the Itô-Henstock Integrable Operator-Valued Stochastic Process
Labendia, M. A. and Benitez, J. V.
Corresponding Email: mhelmar.labendia@g.msuiit.edu.ph
Received date: 22 December 2017
Accepted date: 28 September 2020
Abstract:
In this paper, we formulate versions of convergence theorems for the Itô-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. We also prove that every Itô integrable operator-valued stochastic process is Itô-Henstock integrable using some versions of convergence theorems established in this paper.
Keywords: Itô-Henstock integrable, Itô integral, \(Q\)-Wiener process
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