Abstract
In this paper, we shall consider two generalized Riemann approaches to the Itô integral; namely, the Itô-Henstock and the Itô-McShane approaches, and by establishing the equivalence of the Itô-Henstock integral with the classical Itô integral, prove the equivalence of all the three integrals.
Citation
Tay Jing-Yi. Toh Tin-Lam. Chew Tuan-Seng. "The Non-Uniform Riemann Approach to Itôʼs Integral." Real Anal. Exchange 27 (2) 495 - 514, 2001/2002.
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