A note on Henstock-Itô's non-stochastic integral
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Publication:6100477
DOI10.14321/realanalexch.47.2.1637314733OpenAlexW4319980072MaRDI QIDQ6100477
Tin Lam Toh, Clara Ying Yi Lim
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
Cites Work
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- 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
- Stochastic Integrals and Stochastic Functional Equations
- A Riemann-type integral that includes Lebesgue-Stieltjes, Bochner and stochastic integrals
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