The non-uniform Riemann approach to the multiple Itô-Wiener integral

DOI10.14321/REALANALEXCH.29.1.0275zbMATH Open1063.60081OpenAlexW1570190371MaRDI QIDQ1766444FDOQ1766444

Authors: Tuan Seng Chew, Tin Lam Toh 

Publication date: 7 March 2005

Published in: Real Analysis Exchange (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14321/realanalexch.29.1.0275

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zbMATH Keywords

non-uniform meshesHenstockmultiple Wiener integralMcShane

Mathematics Subject Classification ID

Stochastic integrals (60H05) Denjoy and Perron integrals, other special integrals (26A39)

Cited In (8)

• Title not available (Why is that?)
• The Kurzweil-Henstock theory of stochastic integration.
• Title not available (Why is that?)
• On the fourth moment theorem for complex multiple Wiener–Itô integrals
• An optimal approximation of Rosenblatt sheet by multiple Wiener integrals
• A Variable Step Size Riemannian Sum for an Itô Integral
• The non-uniform Riemann approach to Itô's integral.
• Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem

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