On the Equivalence of two Convergence Theorems for the Henstock Integral

1992 ◽  
Vol 18 (1) ◽  
pp. 261 ◽  
Author(s):  
Gordon
2021 ◽  
Vol 15 (01) ◽  
pp. 23-34
Author(s):  
Mhelmar A. Labendia ◽  
Jayrold P. Arcede

In this paper, we formulate a version of convergence theorem using double Lusin condition and a version of Vitali convergence theorem for the Itô–Henstock integral of an operator-valued stochastic process with respect to a [Formula: see text]-Wiener process.


1990 ◽  
Vol 16 (1) ◽  
pp. 32
Author(s):  
Gordon

2004 ◽  
Vol 29 (1) ◽  
pp. 481
Author(s):  
Ch. Rini Indrati ◽  
Soeparna Darmawijaya

2019 ◽  
Vol 4 (2) ◽  
pp. 406-418
Author(s):  
Mhelmar A‎. ‎Labendia ◽  
Jayrold P‎. ‎Arcede

2018 ◽  
Vol 7 (2) ◽  
pp. 8
Author(s):  
KUMAR DAS APURVA ◽  
DHAR DIWAN SHAILESH ◽  
DASHPUTRE SAMIR ◽  
◽  
◽  
...  

1990 ◽  
Vol 16 (2) ◽  
pp. 537 ◽  
Author(s):  
Shi-Pan ◽  
Peng-Yee

Sign in / Sign up

Export Citation Format

Share Document