Real and stochastic integrals

MaRDI QIDQ3189334zbMATH OpenFDO

Authors Malempati M. Rao

Publication date 9 September 2014

zbMATH Keywords

Riemann integralsWiener integralstochastic measuresItô integral

Mathematics Subject Classification ID

Vector-valued set functions, measures and integrals (28B05) Vector-valued measures and integration (46G10) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Recommendations

• scientific article; zbMATH DE number 54542
• Some aspects of the theory of stochastic integrals
• Integration issues in probability
• On stochastic integration by series of Wiener integrals
• The non-uniform Riemann approach to Itô's integral.

Cited in

(3)

• scientific article; zbMATH DE number 1049265 (Why is no real title available?)
• Integration issues in probability
• Generalized Riemann integration and stochastic analysis

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