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Itô-Henstock integral and Itô's formula for the operator-valued stochastic process

Mhelmar A. Labendia; Timothy Robin Y. Teng; Elvira P. de Lara-Tuprio — 2018

Mathematica Bohemica

In this paper, we introduce the Itô-Henstock integral of an operator-valued stochastic process and formulate a version of Itô's formula.

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