Jeffer Dave Cagubcob - Academia.edu (original) (raw)

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Papers by Jeffer Dave Cagubcob

Research paper thumbnail of Double Lusin condition and Vitali convergence theorem for the Itô–McShane Integral

Advances in Operator Theory, 2020

In this paper, we formulate a version of Vitali convergence theorem for the Ito–McShane integral ... more In this paper, we formulate a version of Vitali convergence theorem for the Ito–McShane integral of an operator-valued stochastic process with respect to a Q-Wiener process. We also characterize the integral using double Lusin condition.

Research paper thumbnail of A Version of Fundamental Theorem for the Ito-McShane Integral of an Operator-Valued Stochastic Process

European Journal of Pure and Applied Mathematics, 2019

In this paper, we formulate a descriptive definition or a version of fundamental theorem for the ... more In this paper, we formulate a descriptive definition or a version of fundamental theorem for the Ito-McShane integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. For this reason, we introduce the concept of belated Mcshane dierentiability and a version of absolute continuity of a Hilbert space-valued stochastic process.

Research paper thumbnail of Double Lusin condition and Vitali convergence theorem for the Itô–McShane Integral

Advances in Operator Theory, 2020

In this paper, we formulate a version of Vitali convergence theorem for the Ito–McShane integral ... more In this paper, we formulate a version of Vitali convergence theorem for the Ito–McShane integral of an operator-valued stochastic process with respect to a Q-Wiener process. We also characterize the integral using double Lusin condition.

Research paper thumbnail of A Version of Fundamental Theorem for the Ito-McShane Integral of an Operator-Valued Stochastic Process

European Journal of Pure and Applied Mathematics, 2019

In this paper, we formulate a descriptive definition or a version of fundamental theorem for the ... more In this paper, we formulate a descriptive definition or a version of fundamental theorem for the Ito-McShane integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. For this reason, we introduce the concept of belated Mcshane dierentiability and a version of absolute continuity of a Hilbert space-valued stochastic process.

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