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

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

Recommendations

• The non-uniform Riemann approach to Itô's integral.
• Stochastic integrals of Itô and Henstock
• The stochastic integral of Henstock
• scientific article; zbMATH DE number 926725
• The Itô-Henstock stochastic differential equations

Cites work

• A Riemann-type integral that includes Lebesgue-Stieltjes, Bochner and stochastic integrals
• A variational approach to Itô's integral
• Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem
• scientific article; zbMATH DE number 3771943 (Why is no real title available?)
• scientific article; zbMATH DE number 194168 (Why is no real title available?)
• scientific article; zbMATH DE number 3457949 (Why is no real title available?)
• scientific article; zbMATH DE number 1329847 (Why is no real title available?)
• scientific article; zbMATH DE number 977420 (Why is no real title available?)
• scientific article; zbMATH DE number 770276 (Why is no real title available?)
• On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes
• On Ito-Kurzweil-Henstock Integral and Integration-by-Part Formula
• On the Henstock-Fubini theorem for multiple stochastic integrals
• Real analysis. Theory of measure and integration
• Stochastic Integrals and Stochastic Functional Equations
• Stochastic integrals of Itô and Henstock
• The Deterministic Ito-Belated Integral is Equivalent to the Lebesgue Integral
• The non-uniform Riemann approach to Itô's integral.
• The Riemann approach to stochastic integration using non-uniform meshes

Cited in

(4)

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

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