Geodesic
On Itô-Kurzweil-Henstock integral and integration-by-part formula
Czechoslovak Mathematical Journal, Tome 55 (2005) no. 3, pp. 653-663 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

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.
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.
Classification : 26A39, 60H05
Keywords: generalized Riemann approach; stochastic integral; integration-by-parts 
@article{CMJ_2005_55_3_a6,
     author = {Toh, Tin-Lam and Chew, Tuan-Seng},
     title = {On {It\^o-Kurzweil-Henstock} integral and integration-by-part formula},
     journal = {Czechoslovak Mathematical Journal},
     pages = {653--663},
     year = {2005},
     volume = {55},
     number = {3},
     mrnumber = {2153089},
     zbl = {1081.26005},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CMJ_2005_55_3_a6/}
}
TY  - JOUR
AU  - Toh, Tin-Lam
AU  - Chew, Tuan-Seng
TI  - On Itô-Kurzweil-Henstock integral and integration-by-part formula
JO  - Czechoslovak Mathematical Journal
PY  - 2005
SP  - 653
EP  - 663
VL  - 55
IS  - 3
UR  - http://geodesic.mathdoc.fr/item/CMJ_2005_55_3_a6/
LA  - en
ID  - CMJ_2005_55_3_a6
ER  - 
%0 Journal Article
%A Toh, Tin-Lam
%A Chew, Tuan-Seng
%T On Itô-Kurzweil-Henstock integral and integration-by-part formula
%J Czechoslovak Mathematical Journal
%D 2005
%P 653-663
%V 55
%N 3
%U http://geodesic.mathdoc.fr/item/CMJ_2005_55_3_a6/
%G en
%F CMJ_2005_55_3_a6
Toh, Tin-Lam; Chew, Tuan-Seng. On Itô-Kurzweil-Henstock integral and integration-by-part formula. Czechoslovak Mathematical Journal, Tome 55 (2005) no. 3, pp. 653-663. http://geodesic.mathdoc.fr/item/CMJ_2005_55_3_a6/