On McShane’s Belated Stochastic Integral

DOI10.1137/0122010MaRDI QIDQ5654835zbMATH OpenOpenAlexFDO

Authors 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)

Cited in

(18)

• Backwards Itô-Henstock integral for the Hilbert-Schmidt-valued stochastic process
• The Riemann approach to stochastic integration using non-uniform meshes
• The Kurzweil-Henstock theory of stochastic integration.
• On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
• Optimal control of systems governed by stochastic McShane differential equations with fixed terminal time
• Fundamental theorem of calculus for the backwards Itô integral
• Backwards Henstock integral
• Stochastic differential equations
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• The Non-uniform Riemann Approach to Anticipating Stochastic Integrals
• Backwards Itô-Henstock's version of Itô's formula
• Stratonovich-Henstock integral for the operator-valued stochastic process
• scientific article; zbMATH DE number 6980693 (Why is no real title available?)
• scientific article; zbMATH DE number 7049455 (Why is no real title available?)
• Double Lusin condition and Vitali convergence theorem for the Itô-McShane 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
• A descriptive definition of the backwards Itô-Henstock integral

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