Henstock's version of Itô's formula (Q541382)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Henstock's version of Itô's formula |
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Henstock's version of Itô's formula (English)
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7 June 2011
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Itô's Formula is a very useful tool in the stochastic calculus. In this paper, the authors, using the generalized Riemann integral approach, gave a simpler and direct proof of Itô's Formula.
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Itô's formula
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Henstock's stochastic integral
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generalized Riemann approach
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