The Kurzweil-Henstock theory of stochastic integration

DOI10.1007/s10587-012-0048-zzbMath1265.26020OpenAlexW2121662860MaRDI QIDQ4898762

Tin Lam Toh, Tuan Seng Chew

Publication date: 2 January 2013

Published in: Czechoslovak Mathematical Journal (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/143028

zbMATH Keywords

stochastic integralconvergence theoremKurzweil-Henstock

Mathematics Subject Classification ID

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

Related Items (3)

The Itô-Henstock stochastic differential equations ⋮ Operator-valued stochastic differential equations in the context of Kurzweil-like equations ⋮ On Henstock method to Stratonovich integral with respect to continuous semimartingale

Cites Work

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• On McShane’s Belated Stochastic Integral

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