Open Access
2003-2004 The non-uniform Riemann approach to the mutliple Itô-Wiener integral.
Toh Tin-Lam, Chew Tuan-Seng
Author Affiliations +
Real Anal. Exchange 29(1): 275-289 (2003-2004).


The Riemann approach to integration is well-known for its explicitness and directness. In this paper we use the Non-Uniform Riemann Approach to give an alternative definition of the Multiple Itô-Wiener Integral and prove that our definition is in fact equivalent to the classical definition.


Download Citation

Toh Tin-Lam. Chew Tuan-Seng. "The non-uniform Riemann approach to the mutliple Itô-Wiener integral.." Real Anal. Exchange 29 (1) 275 - 289, 2003-2004.


Published: 2003-2004
First available in Project Euclid: 9 June 2006

MathSciNet: MR2061311

Primary: 26A39 , 60H05

Keywords: Henstock , McShane , multiple Wiener integral , non-uniform meshes

Rights: Copyright © 2003 Michigan State University Press

Vol.29 • No. 1 • 2003-2004
Back to Top