Remarques sur l'intégrale de Riemann généralisée

Shrishti Dhav Chatterji

Séminaire de probabilités de Strasbourg (1996)

  • Volume: 30, page 1-11

How to cite

top

Chatterji, Shrishti Dhav. "Remarques sur l'intégrale de Riemann généralisée." Séminaire de probabilités de Strasbourg 30 (1996): 1-11. <http://eudml.org/doc/113921>.

@article{Chatterji1996,
author = {Chatterji, Shrishti Dhav},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {McShane integral; Kurzweil-Henstock integral; Davies-Schuss integral; Itô integral; survey},
language = {fre},
pages = {1-11},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Remarques sur l'intégrale de Riemann généralisée},
url = {http://eudml.org/doc/113921},
volume = {30},
year = {1996},
}

TY - JOUR
AU - Chatterji, Shrishti Dhav
TI - Remarques sur l'intégrale de Riemann généralisée
JO - Séminaire de probabilités de Strasbourg
PY - 1996
PB - Springer - Lecture Notes in Mathematics
VL - 30
SP - 1
EP - 11
LA - fre
KW - McShane integral; Kurzweil-Henstock integral; Davies-Schuss integral; Itô integral; survey
UR - http://eudml.org/doc/113921
ER -

References

top
  1. [1] R.-G. Bartle "A general bilinear vector integral", Studia Math.15, 337-352 (1956). Zbl0070.28102MR80721
  2. [2] R.O. Davies et Z. Schuss "A proof that Henstock's integral includes Lebesgue's", J. London Math. Soc. (2) 2, 561-562 (1970). Zbl0197.04103MR265526
  3. [3] C. Dellacherie et P.-A. Meyer "Probabilités et Potentiel" Chapitres V à VIII. Hermann, Paris (1980). Zbl0464.60001MR566768
  4. [4] D.H. Fremlin (i) (with J. Mendoza) "On the integration of vector-valued functions", Illinois J. Math.38, 127-147 (1994) Zbl0790.28004MR1245838
  5. (ii) "The Henstock and McShane integrals of vector-valued functions", Illinois J. Math.38, 471-479 (1994). Zbl0797.28006MR1269699
  6. [5] R.A. Gordon "The McShane integral of Banach-valued functions", Illinois J. Math.34, 557-567 (1990). Zbl0685.28003MR1053562
  7. [6] R. Henstock "The general theory of integration". Clarendon Press, Oxford (1991). Zbl0745.26006MR1134656
  8. [7] G. Letta "Martingales et intégration stochastique". Scuola Normale Superiore, Pisa (1984). Zbl0569.60053MR804390
  9. [8] M. Métivier et J. Pellaumail "Stochastic integration". Academic Press, New York (1980). Zbl0463.60004MR578177
  10. [9] R.M. McLeod "The generalized Riemann integral". The Mathematical Association of America (1980). Zbl0486.26005MR588510
  11. [10] E.J. McShane (i) (with T.A. Botts) "A modified Riemann-Stieltjes integral", Duke Math. J.19, 293-302 (1952) Zbl0047.29402MR47746
  12. (ii) "A Riemann-type integral that includes Lebesgue-Stieltjes, Bochner and stochastic integrals", Memoirs of the Amer-Math. Soc. Nov. 88 (1969). Zbl0188.35702MR265527
  13. (iii) "A unified theory of integration", Amer. Math. Monthly80, 349-359 (1973) Zbl0266.26008MR318434
  14. (iv) "Stochastic calculus and stochastic models". Academic Press, New York (1974) Zbl0292.60090MR443084
  15. (v) "Unified integration". Academic Press, New York (1983). Zbl0551.28001MR740710
  16. [11] J. Neveu "Bases mathématiques du calcul des probabilités". Masson, Paris (1964). Zbl0137.11203MR198504
  17. [12] I.N. Pesin "Classical and modern integration theories" (translated and edited by S. Kotz). Academic Press, New York (1970). Zbl0206.06401MR264015
  18. [13] W.F. Pfeffer "The Riemann approach to integration". Cambridge University Press (1993). Zbl0804.26005MR1268404
  19. [ 14] P. Protter "Stochastic integration and differential equations". Springer-Verlag, Berlin (1990). Zbl0694.60047MR1037262
  20. [ 15] S. Saks "Theory of the integral". Dover, New York (1964) Zbl1196.28001MR167578

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

                
Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.