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

被引：0
作者：
Toh, TL [1 ]
Chew, TS [1 ]
机构：
[1] Nanyang Technol Univ, Natl Inst Educ, Math & Math Educ Acad Grp, Singapore 637616, Singapore
来源：
CZECHOSLOVAK MATHEMATICAL JOURNAL | 2005年 / 55卷 / 03期
关键词：
generalized Riemann approach; stochastic integral; integration-by-parts;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
In this paper we derive the Integration-by-Parts Formula using the generalized Riemann approach to stochastic integrals, which is called the Ito-Kurzweil-Henstock integral.
引用
收藏
页码：653 / 663
页数：11
相关论文
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