On an inverse to the Hölder inequality.
We give a positive answer to two open problems stated by Boczek and Kaluszka in their paper [1]. The first one deals with an algebraic characterization of comonotonicity. We show that the class of binary operations solving this problem contains any strictly monotone right-continuous operation. More precisely, the comonotonicity of functions is equivalent not only to -associatedness of functions (as proved by Boczek and Kaluszka), but also to their -associatedness with being an arbitrary strictly...
The Henstock-Kurzweil approach, also known as the generalized Riemann approach, has been successful in giving an alternative definition to the classical Itô integral. The Riemann approach is well-known for its directness in defining integrals. In this note we will prove the Fundamental Theorem for the Henstock-Kurzweil-Itô integral, thereby providing a characterization of Henstock-Kurzweil-Itô integrable stochastic processes in terms of their primitive processes.