Mathematica Bohemica, online first, 26 pp.

# 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

#### Received September 28, 2016.   First published June 1, 2017.

Mhelmar A. Labendia, Department of Mathematics & Statistic, Mindanao State University-Iligan Institute of Technology, Andres Bonifacio Avenue, Tibanga, 9200 Iligan City, Philippines, e-mail: mhelmar.labendia@g.msuiit.edu.ph; Timothy Robin Y. Teng, Elvira P. de Lara-Tuprio, Department of Mathematics, School of Science and Engineering, Katipunan Ave, Ateneo de Manila University, 1108 Quezon City, Philippines, e-mail: tteng@ateneo.edu, edelara-tuprio@ateneo.edu

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

Keywords: Itô-Henstock integrable function; Itô's formula; \$Q\$-Wiener process

Classification (MSC 2010): 60H30, 60H05

DOI: 10.21136/MB.2017.0084-16

Full text available as PDF.

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