On Itô-Kurzweil-Henstock integral and integration-by-part formula

Title:

On Itô-Kurzweil-Henstock integral and integration-by-part formula

Creator:

Toh, Tin-Lan and Chew, Tuan-Seng

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:c69f32b1-e1c8-445a-981b-f78bd47e9007
uuid:c69f32b1-e1c8-445a-981b-f78bd47e9007

Subject:

generalized Riemann approach, stochastic integral, and integration-by-parts

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

In this paper we derive the Integration-by-Parts Formula using the generalized Riemann approach to stochastic integrals, which is called the Itô-Kurzweil-Henstock integral.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

653-663

Source:

Czechoslovak Mathematical Journal | 2005 Volume:55 | Number:3

Harvested from:

CDK

Metadata only:

false