The non-uniform Riemann approach to Itô's integral.

DOI10.14321/REALANALEXCH.27.2.0495MaRDI QIDQ595804zbMATHzbMATHOpenAlexFDO

Authors Jing-Yi Tay, Tin Lam Toh, Tuan Seng Chew

Publication date 6 August 2004

Published in Real Analysis Exchange (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14321/realanalexch.27.2.0495

zbMATH Keywords

Kurzweil-Henstock integralItô integral

Mathematics Subject Classification ID

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

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Cited in

(21)

• On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes
• Backwards Itô-Henstock's version of Itô's formula
• The Kurzweil-Henstock theory of stochastic integration.
• Operator-valued stochastic differential equations in the context of Kurzweil-like equations
• Stochastic integrals of Itô and Henstock
• The non-uniform Riemann approach to the multiple Itô-Wiener integral
• scientific article; zbMATH DE number 6980693 (Why is no real title available?)
• Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem
• scientific article; zbMATH DE number 7049455 (Why is no real title available?)
• A Variable Step Size Riemannian Sum for an Itô Integral
• Real and stochastic integrals
• Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral
• Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral
• Stratonovich-Henstock integral for the operator-valued stochastic process
• A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process
• The Itô-Henstock stochastic differential equations
• A descriptive definition of the backwards Itô-Henstock integral
• On Henstock-Kurzweil method to Stratonovich integral.
• Backwards Itô-Henstock integral for the Hilbert-Schmidt-valued stochastic process
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• A note on Henstock-Itô's non-stochastic integral

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