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On Itô-Kurzweil-Henstock integral and integration-by-part formula. (English) Zbl 1081.26005
Summary: In this paper we derive the integration-by-parts formula using the generalized Riemann approach to stochastic integrals, which is called the Itô-Kurzweil-Henstock integral.

MSC:
26A39 Denjoy and Perron integrals, other special integrals
60H05 Stochastic integrals
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References:
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