Geodesic
On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes
Mathematica Bohemica, Tome 130 (2005) no. 1, pp. 63-72.

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The Henstock-Kurzweil approach, also known as the generalized Riemann approach, has been successful in giving an alternative definition to the classical Itô integral. The Riemann approach is well-known for its directness in defining integrals. In this note we will prove the Fundamental Theorem for the Henstock-Kurzweil-Itô integral, thereby providing a characterization of Henstock-Kurzweil-Itô integrable stochastic processes in terms of their primitive processes.
DOI : 10.21136/MB.2005.134223
Classification : 26A39, 60H05
Keywords: belated differentiation; Henstock-Kurzweil-Itô integral; integrable processes 
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Toh, Tin-Lam; Chew, Tuan-Seng. On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes. Mathematica Bohemica, Tome 130 (2005) no. 1, pp. 63-72. doi : 10.21136/MB.2005.134223. http://geodesic.mathdoc.fr/articles/10.21136/MB.2005.134223/

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