The non-uniform Riemann approach to the multiple Itô-Wiener integral

DOI10.14321/REALANALEXCH.29.1.0275zbMath1063.60081OpenAlexW1570190371MaRDI QIDQ1766444

Tuan Seng Chew, Tin Lam Toh

Publication date: 7 March 2005

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

Full work available at URL: https://doi.org/10.14321/realanalexch.29.1.0275

zbMATH Keywords

multiple Wiener integralnon-uniform meshesHenstockMcShane

Mathematics Subject Classification ID

Stochastic integrals (60H05) Denjoy and Perron integrals, other special integrals (26A39)

Related Items (2)

The Kurzweil-Henstock theory of stochastic integration ⋮ Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem

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