Stratonovich-Henstock integral for the operator-valued stochastic process
DOI:
https://doi.org/10.22199/issn.0717-6279-5018Keywords:
Stratonovich-Henstock integral, Q-Wiener process, Itô’s formulaAbstract
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.
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