On the Henstock-Fubini theorem for multiple stochastic integrals

DOI10.14321/REALANALEXCH.30.1.0295zbMath1068.60076OpenAlexW1512588643MaRDI QIDQ1772945

Tuan Seng Chew, Tin Lam Toh

Publication date: 22 April 2005

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

Full work available at URL: https://doi.org/10.14321/realanalexch.30.1.0295

zbMATH Keywords

Fubini theoremHenstock integration

Mathematics Subject Classification ID

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

Related Items (12)

Stratonovich-Henstock integral for the operator-valued stochastic process ⋮ Itô-Henstock integral and Itô's formula for the operator-valued stochastic process ⋮ A descriptive definition of the backwards Itô-Henstock integral ⋮ Double Lusin condition and convergence theorems for the backwards Itô-Henstock integral ⋮ A note on Henstock-Itô's non-stochastic integral ⋮ A descriptive definition of the Itô-Henstock integral for the operator-valued stochastic process ⋮ The Kurzweil-Henstock theory of stochastic integration ⋮ Double Lusin condition and Vitali convergence theorem for the Itô-McShane integral ⋮ Unnamed Item ⋮ Backwards Itô-Henstock's version of Itô's formula ⋮ Unnamed Item ⋮ Unnamed Item

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