Henstock's multiple Wiener integral and Henstock's version of Hu-Meyer theorem

DOI10.1016/J.MCM.2004.03.008zbMath1084.60523OpenAlexW2076063217MaRDI QIDQ815310

Tuan Seng Chew, Tin Lam Toh

Publication date: 16 February 2006

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2004.03.008

zbMATH Keywords

Henstock integralmultiple Wiener integral

Mathematics Subject Classification ID

Integration with respect to measures and other set functions (28A25) Stochastic integrals (60H05)

Related Items (2)

A note on Henstock-Itô's non-stochastic integral ⋮ The Kurzweil-Henstock theory of stochastic integration

Cites Work

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• The non-uniform Riemann approach to Itô's integral.
• Stochastic and other functional integrals
• Stochastic integrals of Itô and Henstock
• The non-uniform Riemann approach to the multiple Itô-Wiener integral
• The Riemann approach to stochastic integration using non-uniform meshes
• Multiple Wiener integral
• Stratonovich integral and trace

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