On McShane’s Belated Stochastic Integral

DOI10.1137/0122010zbMath0243.60035OpenAlexW2094676722MaRDI QIDQ5654835

Zoran Pop-Stojanović

Publication date: 1972

Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0122010

Mathematics Subject Classification ID

Stochastic integrals (60H05)

Related Items (16)

The Riemann approach to stochastic integration using non-uniform meshes ⋮ The Non-uniform Riemann Approach to Anticipating Stochastic Integrals ⋮ Stratonovich-Henstock integral for the operator-valued stochastic process ⋮ Itô-Henstock integral and Itô's formula for the operator-valued stochastic process ⋮ A descriptive definition of the backwards Itô-Henstock integral ⋮ Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral ⋮ A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process ⋮ Optimal control of systems governed by stochastic McShane differential equations with fixed terminal time ⋮ The Kurzweil-Henstock theory of stochastic integration ⋮ Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral ⋮ Stochastic differential equations ⋮ Unnamed Item ⋮ Backwards Itô-Henstock's version of Itô's formula ⋮ On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula ⋮ Unnamed Item ⋮ Unnamed Item

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