Muldowney, P. The infinite dimensional Henstock integral and problems of Black-Scholes expectation. (English) Zbl 1042.28012 J. Appl. Anal. 8, No. 1, 1-21 (2002). Using arguments which apply equally well to the study of Brownian motion and Feynman integrals, the relationship between two expressions that arise in derivative asset pricing theory is examined. Detailed explanations are given for some of the key points in the theory of Henstock integrals in function spaces. Reviewer: Giacomo Bonanno (Davis) Cited in 1 ReviewCited in 3 Documents MSC: 28C20 Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) 60H05 Stochastic integrals 81S40 Path integrals in quantum mechanics 91B28 Finance etc. (MSC2000) 26A39 Denjoy and Perron integrals, other special integrals Keywords:geometric Brownian motion; Feynman path integrals; derivative asset pricing; Henstock integrals PDF BibTeX XML Cite \textit{P. Muldowney}, J. Appl. Anal. 8, No. 1, 1--21 (2002; Zbl 1042.28012) Full Text: DOI OpenURL References: [1] Henstock R., Proc. London Math. Soc. 27 pp 317– (1973) · Zbl 0263.28007 [2] Henstock R., Math. Japon. 39 (1) pp 15– (1994) [3] Muldowney P., J. Math. Study 27 (1) pp 127– (1994) [4] Muldowney P., Proc. Royal Irish Acad. Sect. A 99 (1) pp 39– (1999) [5] Muldowney P., J. Appl. Anal. 6 (1) pp 1– (2000) · Zbl 0963.28012 [6] Muldowney P., Real Anal. Exchange 26 (1) pp 2000– This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.