On belated differentiation and a characterization of Henstock-Kurzweil-Ito integrable processes
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چکیده
منابع مشابه
On Belated Differentiation and a Characterization of Henstock-kurzweil-ito Integrable Processes
The Henstock-Kurzweil approach, also known as the generalized Riemann approach, has been successful in giving an alternative definition to the classical Itô integral. The Riemann approach is well-known for its directness in defining integrals. In this note we will prove the Fundamental Theorem for the Henstock-Kurzweil-Itô integral, thereby providing a characterization of Henstock-Kurzweil-Itô ...
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It is shown that a Banach-valued Henstock-Kurzweil integrable function on an m-dimensional compact interval is McShane integrable on a portion of the interval. As a consequence, there exist a non-Perron integrable function f : [0, 1] −→ and a continuous function F : [0, 1] −→ such that
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The Fourier transform is considered as a Henstock–Kurzweil integral. Sufficient conditions are given for the existence of the Fourier transform and necessary and sufficient conditions are given for it to be continuous. The Riemann–Lebesgue lemma fails: Henstock– Kurzweil Fourier transforms can have arbitrarily large point-wise growth. Convolution and inversion theorems are established. An appen...
متن کاملHenstock-Kurzweil Integral Transforms
Copyright q 2012 Salvador Sánchez-Perales et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We show conditions for the existence, continuity, and differentiability of functions defined by ΓΓs ∞ −∞ ftgt, sdt, where f is a func...
متن کاملHenstock–Kurzweil delta and nabla integrals
We will study the Henstock–Kurzweil delta and nabla integrals, which generalize the Henstock–Kurzweil integral. Many properties of these integrals will be obtained. These results will enable time scale researchers to study more general dynamic equations. The Hensock–Kurzweil delta (nabla) integral contains the Riemann delta (nabla) and Lebesque delta (nabla) integrals as special cases.
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ژورنال
عنوان ژورنال: Mathematica Bohemica
سال: 2005
ISSN: 0862-7959,2464-7136
DOI: 10.21136/mb.2005.134223