Prevalence of backward stochastic differential equations with unique solution.

Bahlali, K.; Mezerdi, B.; Ouknine, Y.

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A generalization of the Itô formula.

Ngobi, Said (2002)

International Journal of Mathematics and Mathematical Sciences

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An optimal Itô formula for Lévy processes.

Eisenbaum, Nathalie, Walsh, Alexander (2009)

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On Kurzweil-Henstock equiintegrable sequences

Štefan Schwabik, Ivo Vrkoč (1996)

Mathematica Bohemica

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For the Kurzweil-Henstock integral the equiintegrability of a pointwise convergent sequence of integrable functions implies the integrability of the limit function and the relation m abfm(s)s = abm fm(s)s. Conditions for the equiintegrability of a sequence of functions pointwise convergent to an integrable function are presented. These conditions are given in terms of convergence of some sequences of integrals.