A note on Henstock-Itô's non-stochastic integral

DOI10.14321/REALANALEXCH.47.2.1637314733OpenAlexW4319980072MaRDI QIDQ6100477FDOQ6100477

Authors: Clara Ying Yi Lim, Tin Lam Toh 

Publication date: 12 May 2023

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

Full work available at URL: https://projecteuclid.org/journals/real-analysis-exchange/volume-47/issue-2/A-Note-on-Henstock-It%c3%b4s-Non-Stochastic-Integral/10.14321/realanalexch.47.2.1637314733.full

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zbMATH Keywords

HenstockItô's integralnon-stochastic

Mathematics Subject Classification ID

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

Cites Work

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• Real analysis. Theory of measure and integration
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• The non-uniform Riemann approach to Itô's integral.
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• A Riemann-type integral that includes Lebesgue-Stieltjes, Bochner and stochastic integrals
• Stochastic Integrals and Stochastic Functional Equations
• Stochastic integrals of Itô and Henstock
• On the Henstock-Fubini theorem for multiple stochastic integrals
• The Riemann approach to stochastic integration using non-uniform meshes
• A variational approach to Itô's integral
• Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem
• On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
• On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes
• The Deterministic Ito-Belated Integral is Equivalent to the Lebesgue Integral
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Cited In (3)

• The It{\^o}-Tanaka Trick: a non-semimartingale approach
• Title not available (Why is that?)
• A descriptive definition of the backwards Itô-Henstock integral

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