Double Lusin condition and Vitali convergence theorem for the Itô–McShane Integral
Author:
Publisher
Springer Science and Business Media LLC
Subject
Algebra and Number Theory,Analysis
Link
http://link.springer.com/content/pdf/10.1007/s43036-019-00038-5.pdf
Reference28 articles.
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2. Chew, T.S., Toh, T.L., Tay, J.Y.: The non-uniform Riemann approach to Itô’s integral. Real Anal. Exch. 27, 495–514 (2001)
3. Da Prato, G., Zabczyk, J.: Stochastic equations in infinite dimensions. Cambridge University Press, Cambridge (1992)
4. Gawarecki, L., Mandrekar, V.: Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Springer, Berlin (2011)
5. Gordon, R.A.: The integrals of Lebesgue, Denjoy, Perron and Henstock. American Mathematical Society, Providence, Rhode Island (1994)
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1. Convergence Theorems in the Sense of Vitali and Lusin for the Itô–Henstock Integral;Proceedings of the Singapore National Academy of Science;2021-03
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