The deterministic Itô-belated integral is equivalent to the Lebesgue integral
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- by R. B. Darst and E. J. McShane PDF
- Proc. Amer. Math. Soc. 72 (1978), 271-275 Request permission
Abstract:
Let [a, b) be a bounded half-open interval in the real numbers R. Denote by $\mathcal {I} = \mathcal {I}[a,b)$ and $\mathcal {L} = \mathcal {L}[a,b)$ the sets of functions $f:R \to R$ that are Itô-belated and Lebesgue integrable on [a, b). It is known that $\mathcal {L} \subset \mathcal {I}$, so the assertion in the title is substantiated by showing that $\mathcal {I} \subset \mathcal {L}$ in the sequel.References
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Additional Information
- © Copyright 1978 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 72 (1978), 271-275
- MSC: Primary 26A42
- DOI: https://doi.org/10.1090/S0002-9939-1978-0507321-0
- MathSciNet review: 507321