A Descriptive Definition of the Backwards Itô-Henstock Integral
Rulete, Labendia · Real Analysis Exchange · 2019
In this paper, we introduced the backwards derivative of a Hilbert space-valued function and formulate a version of Fundamental Theorem for the backwards Itô-Henstock integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process.