Geodesic
On Itô-Kurzweil-Henstock integral and integration-by-part formula
Czechoslovak Mathematical Journal, Tome 55 (2005) no. 3, pp. 653-663.

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

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 
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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/