On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
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Cites work
- A comparison of stochastic integrals
- A variational approach to Itô's integral
- Generalized ordinary differential equations and continuous dependence on a parameter
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- On McShane’s Belated Stochastic Integral
- The Efficiency of Convergence Factors for Functions of a Continuous Real Variable
- The Riemann approach to stochastic integration using non-uniform meshes
Cited in
(10)- Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
- On Henstock method to Stratonovich integral with respect to continuous semimartingale
- A descriptive definition of the backwards Itô-Henstock integral
- Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral
- The Itô-Henstock stochastic differential equations
- Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
- The Kurzweil-Henstock theory of stochastic integration.
- Stratonovich-Henstock integral for the operator-valued stochastic process
- A note on Henstock-Itô's non-stochastic integral
- A note on Kurzweil-Henstock's anticipating non-stochastic integral.
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