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

DOI10.1016/J.MCM.2004.03.008MaRDI QIDQ815310zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Henstock integralmultiple Wiener integral

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 50078 (Why is no real title available?)
• scientific article; zbMATH DE number 194168 (Why is no real title available?)
• scientific article; zbMATH DE number 1329847 (Why is no real title available?)
• A variational approach to Itô's integral
• Multiple Wiener integral
• Stochastic and other functional integrals
• Stochastic integrals of Itô and Henstock
• Stratonovich integral and trace
• The Riemann approach to stochastic integration using non-uniform meshes
• The non-uniform Riemann approach to Itô's integral.
• The non-uniform Riemann approach to the multiple Itô-Wiener integral

Cited in

(5)

• The non-uniform Riemann approach to the multiple Itô-Wiener integral
• scientific article; zbMATH DE number 1775607 (Why is no real title available?)
• The Kurzweil-Henstock theory of stochastic integration.
• A note on Henstock-Itô's non-stochastic integral
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