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

DOI10.14321/REALANALEXCH.29.1.0275MaRDI QIDQ1766444zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

non-uniform meshesHenstockmultiple Wiener integralMcShane

Mathematics Subject Classification ID

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

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(8)

• scientific article; zbMATH DE number 1775607 (Why is no real title available?)
• The Kurzweil-Henstock theory of stochastic integration.
• scientific article; zbMATH DE number 996316 (Why is no real title available?)
• 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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