Backwards Itô–Henstock’s version of Itô’s formula

  • Ricky F. Rulete
  • Mhelmar A. LabendiaEmail author
Original Paper


In this paper, we formulate a version of Itô’s formula for the backwards Itô–Henstock integral of an operator-valued stochastic process. Itô’s formula is the stochastic analogue of the change of variable for deterministic integrals.


Backwards Itô–Henstock integral Itô’s formula Q-Wiener process 

Mathematics Subject Classification

60H30 60H05 



The authors would like to thank the anonymous referees for their valuable comments for the improvement of this paper.


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Copyright information

© Tusi Mathematical Research Group (TMRG) 2019

Authors and Affiliations

  1. 1.Department of Mathematics and Statistics, College of Arts and SciencesUniversity of Southeastern PhilippinesDavao CityPhilippines
  2. 2.Department of Mathematics and Statistics, College of Science and MathematicsMSU-Iligan Institute of TechnologyIligan CityPhilippines

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