Stochastic integrals of Itô and Henstock

zbMath0806.28009MaRDI QIDQ1308832

Jiagu Xu, Peng-Yee Lee

Publication date: 13 February 1995

Published in: Real Analysis Exchange (Search for Journal in Brave)

zbMATH Keywords

stochastic integral of Henstockstochastic integral of Itô

Mathematics Subject Classification ID

Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Related Items (5)

The Riemann approach to stochastic integration using non-uniform meshes ⋮ A note on Henstock-Itô's non-stochastic integral ⋮ Operator-valued stochastic differential equations in the context of Kurzweil-like equations ⋮ The Kurzweil-Henstock theory of stochastic integration ⋮ Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem

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