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The Henstock-Kurzweil approach to Young integrals with integrators in BV φ

Boonpogkrong Varayu, Tuan-Seng Chew (2006)

Mathematica Bohemica

In 1938, L. C. Young proved that the Moore-Pollard-Stieltjes integral a b f d g exists if f B V φ [ a , b ] , g B V ψ [ a , b ] and n = 1 φ - 1 ( 1 / n ) ψ - 1 ( 1 / n ) < . In this note we use the Henstock-Kurzweil approach to handle the above integral defined by Young.

The Hurewicz covering property and slaloms in the Baire space

Boaz Tsaban (2004)

Fundamenta Mathematicae

According to a result of Kočinac and Scheepers, the Hurewicz covering property is equivalent to a somewhat simpler selection property: For each sequence of large open covers of the space one can choose finitely many elements from each cover to obtain a groupable cover of the space. We simplify the characterization further by omitting the need to consider sequences of covers: A set of reals X has the Hurewicz property if, and only if, each large open cover of X contains a groupable subcover. This...

The intersection convolution of relations and the Hahn-Banach type theorems

Árpád Száz (1998)

Annales Polonici Mathematici

By introducing the intersection convolution of relations, we prove a natural generalization of an extension theorem of B. Rodrí guez-Salinas and L. Bou on linear selections which is already a substantial generalization of the classical Hahn-Banach theorems. In particular, we give a simple neccesary and sufficient condition in terms of the intersection convolution of a homogeneous relation and its partial linear selections in order that every partial linear selection of this relation can have an...

The Kurzweil construction of an integral in ordered spaces

Beloslav Riečan, Marta Vrábelová (1998)

Czechoslovak Mathematical Journal

This paper generalizes the results of papers which deal with the Kurzweil-Henstock construction of an integral in ordered spaces. The definition is given and some limit theorems for the integral of ordered group valued functions defined on a Hausdorff compact topological space T with respect to an ordered group valued measure are proved in this paper.

The Kurzweil integral in financial market modeling

Pavel Krejčí, Harbir Lamba, Giselle Antunes Monteiro, Dmitrii Rachinskii (2016)

Mathematica Bohemica

Certain financial market strategies are known to exhibit a hysteretic structure similar to the memory observed in plasticity, ferromagnetism, or magnetostriction. The main difference is that in financial markets, the spontaneous occurrence of discontinuities in the time evolution has to be taken into account. We show that one particular market model considered here admits a representation in terms of Prandtl-Ishlinskii hysteresis operators, which are extended in order to include possible discontinuities...

The Kurzweil integral with exclusion of negligible sets

Pavel Krejčí (2003)

Mathematica Bohemica

We propose an extended version of the Kurzweil integral which contains both the Young and the Kurzweil integral as special cases. The construction is based on a reduction of the class of δ -fine partitions by excluding small sets.

The Kurzweil-Henstock theory of stochastic integration

Tin-Lam Toh, Tuan-Seng Chew (2012)

Czechoslovak Mathematical Journal

The Kurzweil-Henstock approach has been successful in giving an alternative definition to the classical Itô integral, and a simpler and more direct proof of the Itô Formula. The main advantage of this approach lies in its explicitness in defining the integral, thereby reducing the technicalities of the classical stochastic calculus. In this note, we give a unified theory of stochastic integration using the Kurzweil-Henstock approach, using the more general martingale as the integrator. We derive...

The L r Henstock-Kurzweil integral

Paul M. Musial, Yoram Sagher (2004)

Studia Mathematica

We present a method of integration along the lines of the Henstock-Kurzweil integral. All L r -derivatives are integrable in this method.

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