Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0022-247X(03)00059-3
Title: The Riemann approach to stochastic integration using non-uniform meshes
Authors: Toh, T.-L.
Chew, T.-S. 
Keywords: Henstock's approach
Non-uniform meshes
Stochastic integrals
Issue Date: 1-Apr-2003
Citation: Toh, T.-L., Chew, T.-S. (2003-04-01). The Riemann approach to stochastic integration using non-uniform meshes. Journal of Mathematical Analysis and Applications 280 (1) : 133-147. ScholarBank@NUS Repository. https://doi.org/10.1016/S0022-247X(03)00059-3
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.
Source Title: Journal of Mathematical Analysis and Applications
URI: http://scholarbank.nus.edu.sg/handle/10635/104340
ISSN: 0022247X
DOI: 10.1016/S0022-247X(03)00059-3
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