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Backwards Martingale and Backwards Itô-Henstock Integral for the Hilbert Schmidt-Valued Stochastic Process

Mohamidin S. Bilao, Mhelmar A. Labendia

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Source: Crossref

Published: Jan 1, 2026

DOI: 10.28924/apjm/13-166

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Backwards Martingale and Backwards Itô-Henstock Integral for the Hilbert Schmidt-Valued Stochastic Process — Mathematical Frontier Network