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, $$f\left(W_t\right)=f\left(W_0\right)+{\int }_0^t{f}^{\text{'}}\left(W_s\right)\circ \mathrm{d}{W}_s.$$ Further, the condition on the integrands in this paper is weaker than the classical one.

We consider the Abel equation φ[f(x)] = φ(x) + a on the plane ℝ², where f is a free mapping (i.e. f is an orientation preserving homeomorphism of the plane onto itself with no fixed points). We find all its homeomorphic and diffeomorphic solutions φ having positive Jacobian. Moreover, we give some conditions which are equivalent to f being conjugate to a translation.

We consider ideal equal convergence of a sequence of functions. This is a generalization of equal convergence introduced by Császár and Laczkovich [Császár Á., Laczkovich M., Discrete and equal convergence, Studia Sci. Math. Hungar., 1975, 10(3–4), 463–472]. Our definition of ideal equal convergence encompasses two different kinds of ideal equal convergence introduced in [Das P., Dutta S., Pal S.K., On and *-equal convergence and an Egoroff-type theorem, Mat. Vesnik, 2014, 66(2), 165–177]_and [Filipów...

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.

 Let $F_i=1,...,N$ be affine mappings of ${ℝ}^n$. It is well known that if there exists j ≤ 1 such that for every ${\sigma }_1,...,{\sigma }_j\in 1,...,N$ the composition (1) $F_{\sigma 1}\circ ...\circ F_{{\sigma }_j}$ is a contraction, then for any infinite sequence ${\sigma }_1,{\sigma }_2,...\in 1,...,N$ and any $z\in {ℝ}^n$, the sequence (2)$F_{\sigma 1}\circ ...\circ F_{{\sigma }_n}\left(z\right)$ is convergent and the limit is independent of z. We prove the following converse result: If (2) is convergent for any $z\in {ℝ}^n$ and any $\sigma ={\sigma }_1,{\sigma }_2,...$ belonging to some subshift Σ of N symbols (and the limit is independent of z), then there exists j ≥ 1 such that for every $\sigma ={\sigma }_1,{\sigma }_2,...\in \Sigma$ the composition (1) is a contraction. This result...

Some usual and unusual properties of the Riemann integral for functions x : [a,b] → X where X is an F-space are investigated. In particular, a continuous integrable $l_p$-valued function (0 < p < 1) with non-differentiable integral function is constructed. For some class of quasi-Banach spaces X it is proved that the set of all X-valued functions with zero derivative is dense in the space of all continuous functions, and for any two continuous functions x and y there is a sequence of differentiable...

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.

For $f:(a,b)\to ℝ$, let $A_f$ be the set of points at which $f$ is Lipschitz from the left but not from the right. L.V. Kantorovich (1932) proved that, if $f$ is continuous, then $A_f$ is a “($k_d$)-reducible set”. The proofs of L. Zajíček (1981) and B.S. Thomson (1985) give that $A_f$ is a $\sigma$-strongly right porous set for an arbitrary $f$. We discuss connections between these two results. The main motivation for the present note was the observation that Kantorovich’s result implies the existence of a $\sigma$-strongly right porous set $A\subset (a,b)$...

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.

We present sufficient conditions ensuring Kurzweil-Stieltjes equiintegrability in the case when integrators belong to the class of functions of generalized bounded variation.

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 ${\int }_a^b\mathrm{d}\left[F\right]g$ exists if $F:[a,b]\to L\left(X\right)$ has a bounded semi-variation on $[a,b]$ and $g:[a,b]\to X$ is regulated on $[a,b].$ We prove that this integral has sense also if $F$ is regulated on $[a,b]$...