On the Kurzweil-Henstock integral in probability

zbMATH Open0851.60050arXiv1408.1188MaRDI QIDQ4886841

Sorin G. Gal

Publication date: 23 July 1996

Abstract: By using the method in [5], the aim of the present note is to generalize the Riemann integral in probability introduced in [7], to Kurzweil-Henstock integral in probability. Properties of the new integral are proved.

Full work available at URL: https://arxiv.org/abs/1408.1188

zbMATH Keywords

Kurzweil-Henstock integralintegral in probability

Mathematics Subject Classification ID

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

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