Please use this identifier to cite or link to this item: https://doi.org/10.1016/j.mcm.2004.03.008
Title: Henstock's multiple wiener integral and Henstock's version of Hu-Meyer theorem
Authors: Toh, T.-L.
Chew, T.-S. 
Keywords: Henstock integral
Hu-Meyer theorem
Multiple Wiener integral
Issue Date: Jul-2005
Citation: Toh, T.-L., Chew, T.-S. (2005-07). Henstock's multiple wiener integral and Henstock's version of Hu-Meyer theorem. Mathematical and Computer Modelling 42 (1-2) : 139-149. ScholarBank@NUS Repository. https://doi.org/10.1016/j.mcm.2004.03.008
Abstract: Although it has been argued that the classical Riemann approach cannot be used to study stochastic integrals, it has been proved that the generalized Riemann approach (using nonuniform meshes) has been successful in defining stochastic integrals and even multiple Wiener integral in n-dimensional Euclidean space ℝn. The multiple Wiener integral considers only the nondiagonal part of ℝn. In this paper, we shall use generalized Riemann approach to study multiple Wiener integral on ℝn, including both the diagonal and the nondiagonal part, and derive the classical Hu-Meyer Theorem. © 2005 Elsevier Ltd. All rights reserved.
Source Title: Mathematical and Computer Modelling
URI: http://scholarbank.nus.edu.sg/handle/10635/103366
ISSN: 08957177
DOI: 10.1016/j.mcm.2004.03.008
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