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The stochastic integral of Henstock - MaRDI portal

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The stochastic integral of Henstock (Q1915895)

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scientific article; zbMATH DE number 894959
Language Label Description Also known as
English
The stochastic integral of Henstock
scientific article; zbMATH DE number 894959

    Statements

    title
    The stochastic integral of Henstock (English)
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    author
    Jiagu Xu
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    Peng-Yee Lee
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    publication date
    28 August 2000
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    zbMATH Keywords
    stochastic integral
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    Henstock integral
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    generalized Riemann sums
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    Wiener measure
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    cylinder sets
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    Itô integral
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    Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    28C20
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    60H05
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    26A39
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    zbMATH DE Number
    894959
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