Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem

DOI10.1016/J.MCM.2004.03.008zbMATH Open1084.60523OpenAlexW2076063217MaRDI QIDQ815310FDOQ815310

Authors: Tuan Seng Chew, Tin Lam Toh 

Publication date: 16 February 2006

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2004.03.008

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zbMATH Keywords

Henstock integralmultiple Wiener integral

Mathematics Subject Classification ID

Stochastic integrals (60H05) Integration with respect to measures and other set functions (28A25)

Cites Work

• Stratonovich integral and trace
• Multiple Wiener integral
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• The non-uniform Riemann approach to Itô's integral.
• Stochastic and other functional integrals
• Stochastic integrals of Itô and Henstock
• The non-uniform Riemann approach to the multiple Itô-Wiener integral
• The Riemann approach to stochastic integration using non-uniform meshes
• A variational approach to Itô's integral

Cited In (5)

• The non-uniform Riemann approach to the multiple Itô-Wiener integral
• Title not available (Why is that?)
• The Kurzweil-Henstock theory of stochastic integration.
• A note on Henstock-Itô's non-stochastic integral
• Title not available (Why is that?)

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