Title of article
The Riemann approach to stochastic integration using non-uniform meshes
Author/Authors
Tin-Lam Toh and Tuan-Seng Chew?، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2003
Pages
15
From page
133
To page
147
Abstract
In this note we shall prove that the stochastic integral with respect to a semimartingale can be
defined by Riemann’s approach. However in this approach we use non-uniform meshes instead of
the usual uniform meshes.
2003 Elsevier Science (USA). All rights reserved.
Keywords
Stochastic integrals , Henstock’s approach , Non-uniform meshes
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2003
Journal title
Journal of Mathematical Analysis and Applications
Record number
930503
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