The stochastic integral of Henstock

zbMath1007.28502MaRDI QIDQ1915895

Jiagu Xu, Peng-Yee Lee

Publication date: 28 August 2000

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionItô integralWiener measureHenstock integralstochastic integralcylinder setsgeneralized Riemann sums

Mathematics Subject Classification ID

Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Denjoy and Perron integrals, other special integrals (26A39)

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