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

DOI10.14321/REALANALEXCH.27.2.0495zbMATH Open1067.60025OpenAlexW1517239135MaRDI QIDQ595804FDOQ595804

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)

Cited In (18)

• Stochastic integrals of Itô and Henstock
• The non-uniform Riemann approach to the multiple Itô-Wiener integral
• A Variable Step Size Riemannian Sum for an Itô Integral
• Itô-Henstock integral and Itô's formula for the operator-valued stochastic process
• A note on Henstock-Itô's non-stochastic integral
• Title not available (Why is that?)
• Stratonovich-Henstock integral for the operator-valued stochastic process
• Backwards Itô-Henstock's version of Itô's formula
• Title not available (Why is that?)
• Title not available (Why is that?)
• The Itô-Henstock stochastic differential equations
• The Kurzweil-Henstock theory of stochastic integration
• Operator-valued stochastic differential equations in the context of Kurzweil-like equations
• 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
• Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem

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