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Please use this identifier to cite or link to this item: https://doi.org/10.1016/S0022-247X(03)00059-3
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dc.titleThe Riemann approach to stochastic integration using non-uniform meshes
dc.contributor.authorToh, T.-L.
dc.contributor.authorChew, T.-S.
dc.date.accessioned2014-10-28T02:48:09Z
dc.date.available2014-10-28T02:48:09Z
dc.date.issued2003-04-01
dc.identifier.citationToh, 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
dc.identifier.issn0022247X
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/104340
dc.description.abstractIn 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1016/S0022-247X(03)00059-3
dc.sourceScopus
dc.subjectHenstock's approach
dc.subjectNon-uniform meshes
dc.subjectStochastic integrals
dc.typeArticle
dc.contributor.departmentMATHEMATICS
dc.description.doi10.1016/S0022-247X(03)00059-3
dc.description.sourcetitleJournal of Mathematical Analysis and Applications
dc.description.volume280
dc.description.issue1
dc.description.page133-147
dc.identifier.isiut000182767400011
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