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On Henstock-Kurzweil method to Stratonovich integral

Haifeng Yang, Tin Lam Toh (2016)

Mathematica Bohemica

We use the general Riemann approach to define the Stratonovich integral with respect to Brownian motion. Our new definition of Stratonovich integral encompass the classical Stratonovich integral and more importantly, satisfies the ideal Itô formula without the “tail” term, that is, f ( W t ) = f ( W 0 ) + 0 t f ' ( W s ) d W s . Further, the condition on the integrands in this paper is weaker than the classical one.

On indefinite BV-integrals

Donatella Bongiorno, Udayan B. Darji, Washek Frank Pfeffer (2000)

Commentationes Mathematicae Universitatis Carolinae

We present an example of a locally BV-integrable function in the real line whose indefinite integral is not the sum of a locally absolutely continuous function and a function that is Lipschitz at all but countably many points.

On Kurzweil-Henstock equiintegrable sequences

Štefan Schwabik, Ivo Vrkoč (1996)

Mathematica Bohemica

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.

On Kurzweil-Stieltjes integral in a Banach space

Giselle A. Monteiro, Milan Tvrdý (2012)

Mathematica Bohemica

In the paper we deal with the Kurzweil-Stieltjes integration of functions having values in a Banach space X . We extend results obtained by Štefan Schwabik and complete the theory so that it will be well applicable to prove results on the continuous dependence of solutions to generalized linear differential equations in a Banach space. By Schwabik, the integral a b d [ F ] g exists if F : [ a , b ] L ( X ) has a bounded semi-variation on [ a , b ] and g : [ a , b ] X is regulated on [ a , b ] . We prove that this integral has sense also if F is regulated on [ a , b ] ...

On non-absolutely convergent integrals

Štefan Schwabik (1996)

Mathematica Bohemica

The influence of Jan Marik in the field of non absolute integration is described in the plane of Czech mathematics. A short historical account on the development of integration theory in the Czech region is presented in this connection together with the recent Riemann sum approach to the general Perron integral.

On the double Lusin condition and convergence theorem for Kurzweil-Henstock type integrals

Abraham Racca, Emmanuel Cabral (2016)

Mathematica Bohemica

Equiintegrability in a compact interval E may be defined as a uniform integrability property that involves both the integrand f n and the corresponding primitive F n . The pointwise convergence of the integrands f n to some f and the equiintegrability of the functions f n together imply that f is also integrable with primitive F and that the primitives F n converge uniformly to F . In this paper, another uniform integrability property called uniform double Lusin condition introduced in the papers E. Cabral...

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