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

DOI10.14321/REALANALEXCH.47.2.1637314733MaRDI QIDQ6100477zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

HenstockItô's integralnon-stochastic

Mathematics Subject Classification ID

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

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• The non-uniform Riemann approach to Itô's integral.
• Stochastic integrals of Itô and Henstock
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• The Itô-Henstock stochastic differential equations

Cites work

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• On the Henstock-Fubini theorem for multiple stochastic integrals
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• Stochastic integrals of Itô and Henstock
• The Deterministic Ito-Belated Integral is Equivalent to the Lebesgue Integral
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• The non-uniform Riemann approach to Itô's integral.

Cited in

(3)

• The It{\^o}-Tanaka Trick: a non-semimartingale approach
• scientific article; zbMATH DE number 2169689 (Why is no real title available?)
• A descriptive definition of the backwards Itô-Henstock integral

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