Search results for "Riemann–Stieltjes integral"
showing 10 items of 11 documents
An integral for a banach valued function
2009
Abstract Using partitions of the unity ((PU)-partition), a new definition of an integral is given for a function f : [a, b] → X, where X is a Banach space, and it is proved that this integral is equivalent to the Bochner integral.
A Constructive Minimal Integral which Includes Lebesgue Integrable Functions and Derivatives
2000
In this paper we provide a minimal constructive integration process of Riemann type which includes the Lebesgue integral and also integrates the derivatives of differentiable functions. We provide a new solution to the classical problem of recovering a function from its derivative by integration, which, unlike the solution provided by Denjoy, Perron and many others, does not possess the generality which is not needed for this purpose.The descriptive version of the problem was treated by A. M. Bruckner, R. J. Fleissner and J. Foran in [2]. Their approach was based on the trivial observation that for the required minimal integral, a function F is the indefinite integral of f if and only if F'…
Generality of Henstock-Kurzweil type integral on a compact zero-dimensional metric space
2011
ABSTRACT A Henstock-Kurzweil type integral on a compact zero-dimensional metric space is investigated. It is compared with two Perron type integrals. It is also proved that it covers the Lebesgue integral.
Henstock type integral in harmonic analysis on zero-dimensional groups
2006
AbstractA Henstock type integral is defined on compact subsets of a locally compact zero-dimensional abelian group. This integral is applied to obtain an inversion formula for the multiplicative integral transform.
A Riemann-Type Integral on a Measure Space
2005
In a compact Hausdorff measure space we define an integral by partitions of the unity and prove that it is nonabsolutely convergent.
Set valued Kurzweil-Henstock-Pettis integral
2005
It is shown that the obvious generalization of the Pettis integral of a multifunction obtained by replacing the Lebesgue integrability of the support functions by the Kurzweil--Henstock integrability, produces an integral which can be described -- in case of multifunctions with (weakly) compact convex values -- in terms of the Pettis set-valued integral.
A Birkhoff type integral and the Bourgain property in a locally convex space
2007
An integral, called the $Bk$-integral, for functions taking values in a locally convex space is defined. Properties of $Bk$-integrable functions are considered and the relations with other integrals are studied. Moreover the $Bk$-integrability of bounded functions is compared with the Bourgain property.
Kurzweil-Henstock type integration on Banach spaces
2004
In this paper properties of Kurzweil-Henstock and Kurzweil-Henstock-Pettis integrals for vector-valued functions are studied. In particular, the absolute integrability for Kurzweil-Henstock integrable functions is characterized and a Kurzweil-Henstock version of the Vitali Theorem for Pettis integrable functions is given.
Set-valued stochastic integral equations driven by martingales
2012
Abstract We consider a notion of set-valued stochastic Lebesgue–Stieltjes trajectory integral and a notion of set-valued stochastic trajectory integral with respect to martingale. Then we use these integrals in a formulation of set-valued stochastic integral equations. The existence and uniqueness of the solution to such the equations is proven. As a generalization of set-valued case results we consider the fuzzy stochastic trajectory integrals and investigate the fuzzy stochastic integral equations driven by bounded variation processes and martingales.
A Stieltjes Approach to Static Hedges
2014
Static hedging of complicated payoff structures by standard instruments becomes increasingly popular in finance. The classical approach is developed for quite regular functions, while for less regular cases, generalized functions and approximation arguments are used. In this note, we discuss the regularity conditions in the classical decomposition formula due to P. Carr and D. Madan (in Jarrow ed, Volatility, pp. 417–427, Risk Publ., London, 1998) if the integrals in this formula are interpreted as Lebesgue integrals with respect to the Lebesgue measure. Furthermore, we show that if we replace these integrals by Lebesgue–Stieltjes integrals, the family of representable functions can be exte…