Passage of the limit through the double Denjoy integral.
Path-wise solutions of stochastic differential equations driven by Lévy processes.
In this paper we show that a path-wise solution to the following integral equationYt = ∫0t f(Yt) dXt, Y0 = a ∈ Rd,exists under the assumption that Xt is a Lévy process of finite p-variation for some p ≥ 1 and that f is an α-Lipschitz function for some α > p. We examine two types of solution, determined by the solution's behaviour at jump times of the process X, one we call geometric, the other forward. The geometric solution is obtained by adding fictitious time and solving an associated...
Peano Baker series convergence for matrix-valued functions of bounded variation.
Perron integral, Perron product integral and ordinary differential equations
Perron type integration on -dimensional intervals as an extension of integration of stepfunctions by strong equiconvergence
Perron-type integration on -dimensional intervals and its properties
Pfeffer integrability does not imply -integrability