On the Kurzweil-Henstock integral in probability
Classical Analysis and ODEs
2014-08-07 v1
Abstract
By using the method in [5], the aim of the present note is to generalize the Riemann integral in probability introduced in [7], to Kurzweil-Henstock integral in probability. Properties of the new integral are proved.
Keywords
Cite
@article{arxiv.1408.1188,
title = {On the Kurzweil-Henstock integral in probability},
author = {Sorin G. Gal},
journal= {arXiv preprint arXiv:1408.1188},
year = {2014}
}