Eighty years of Jaroslav Kurzweil
Jiří Jarník, Štefan Schwabik, Milan Tvrdý, Ivo Vrkoč (2006)
Mathematica Bohemica
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Displaying similar documents to “Ivo Vrkoč septuagenarian”
Eighty years of Jaroslav Kurzweil
Sixty years of Jaroslav Kurzweil
Jiří Jarník, Štefan Schwabik, Milan Tvrdý, Ivo Vrkoč (1986)
Czechoslovak Mathematical Journal
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The Kurzweil-Henstock theory of stochastic integration
Tin-Lam Toh, Tuan-Seng Chew (2012)
Czechoslovak Mathematical Journal
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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....
On Itô-Kurzweil-Henstock integral and integration-by-part formula
Tin-Lam Toh, Tuan-Seng Chew (2005)
Czechoslovak Mathematical Journal
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In this paper we derive the Integration-by-Parts Formula using the generalized Riemann approach to stochastic integrals, which is called the Itô-Kurzweil-Henstock integral.