| Title:
|
A note on Kurzweil-Henstock's anticipating non-stochastic integral (English) |
| Author:
|
Ng, Yu Xin |
| Author:
|
Toh, Tin Lam |
| Language:
|
English |
| Journal:
|
Mathematica Bohemica |
| ISSN:
|
0862-7959 (print) |
| ISSN:
|
2464-7136 (online) |
| Volume:
|
150 |
| Issue:
|
3 |
| Year:
|
2025 |
| Pages:
|
371-392 |
| Summary lang:
|
English |
| . |
| Category:
|
math |
| . |
| Summary:
|
Motivated by the study of anticipating stochastic integrals using Kurzweil-Henstock approach, we use anticipating interval-point pairs (with the tag as the right-end point of the interval) in studying non-stochastic integral, which we call the Kurzweil-Henstock anticipating non-stochastic integral. We prove the integration-by-parts and integration-by-substitution results, the convergence theorems using our new setting. Using the convergence theorems, we show that the Kurzweil-Henstock's anticipating non-stochastic integral is equivalent to the Lebesgue integral. (English) |
| Keyword:
|
Kurzweil-Henstock integral |
| Keyword:
|
anticipative integral |
| Keyword:
|
non-stochastic |
| MSC:
|
60H05 |
| DOI:
|
10.21136/MB.2024.0028-24 |
| . |
| Date available:
|
2025-09-26T14:22:08Z |
| Last updated:
|
2025-09-26 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/153082 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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| Reference:
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