Stochastic and other functional integrals
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Publication:803310
zbMath0727.28013MaRDI QIDQ803310
Publication date: 1991
Published in: Real Analysis Exchange (Search for Journal in Brave)
variational integralstochastic integralfunctional integralWiener measuresgauge integral\(L^ 2\)-theorySaks-Henstock lemma
Variational problems in a geometric measure-theoretic setting (49Q20) Stochastic integrals (60H05) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Probability theory on linear topological spaces (60B11)
Related Items (3)
The Riemann approach to stochastic integration using non-uniform meshes ⋮ The Kurzweil-Henstock theory of stochastic integration ⋮ Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem
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