Skip to main content

Remarques sur l’intégrale de Riemann généralisée

  • Chapter
  • First Online:
Séminaire de Probabilités XXX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1626))

  • 418 Accesses

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliographie

  1. R.-G. Bartle “A general bilinear vector integral”, Studia Math. 15, 337–352 (1956).

    MathSciNet  MATH  Google Scholar 

  2. R.O. Davies et Z. Schuss “A proof that Henstock’s integral includes Lebesgue’s”, J. London Math. Soc. (2) 2, 561–562 (1970).

    MathSciNet  MATH  Google Scholar 

  3. C. Dellacherie et P.-A. Meyer “Probabilités et Potentiel” Chapitres V à VIII. Hermann, Paris (1980).

    MATH  Google Scholar 

  4. D.H. Fremlin (i) (with J. Mendoza) “On the integration of vector-valued functions”, Illinois J. Math. 38, 127–147 (1994) (ii) “The Henstock and McShane integrals of vector-valued functions”, Illinois J. Math. 38, 471–479 (1994).

    MathSciNet  MATH  Google Scholar 

  5. R.A. Gordon “The McShane integral of Banach-valued functions”, Ilinois J. Math. 34, 557–567 (1990).

    MathSciNet  MATH  Google Scholar 

  6. R. Henstock “The general theory of integration”. Clarendon Press, Oxford (1991).

    MATH  Google Scholar 

  7. G. Letta “Martingales et intégration stochastique”. Scuola Normale Superiore, Pisa (1984).

    MATH  Google Scholar 

  8. M. Métivier et J. Pellaumail “Stochastic integration”. Academic Press, New York (1980).

    MATH  Google Scholar 

  9. R.M. McLeod “The generalized Riemann integral”. The Mathematical Association of America (1980).

    Google Scholar 

  10. E.J. McShane (i) (with T.A. Botts) “A modified Riemann-Stieltjes integral”, Duke Math. J. 19, 293–302 (1952) (ii) “A Riemann-type integral that includes Lebesgue-Stieltjes, Bochner and stochastic integrals”, Memoirs of the Amer-Math. Soc. Nov. 88 (1969). (iii) “A unified theory of integration”, Amer. Math. Monthly 80, 349–359 (1973) (iv) “Stochastic calculus and stochastic models”. Academic Press, New York (1974) (v) “Unified integration”. Academic Press, New York (1983).

    Article  MathSciNet  MATH  Google Scholar 

  11. J. Neveu “Bases mathématiques du calcul des probabilités”. Masson, Paris (1964).

    MATH  Google Scholar 

  12. I.N. Pesin “Classical and modern integration theories” (translated and edited by S. Kotz). Academic Press, New York (1970).

    MATH  Google Scholar 

  13. W.F. Pfeffer “The Riemann approach to integration”. Cambridge University Press (1993).

    Google Scholar 

  14. P. Protter “Stochastic integration and differential equations”. Springer-Verlag, Berlin (1990).

    Book  MATH  Google Scholar 

  15. S. Saks “Theory of the integral”. Dover, New York (1964)

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Jacques Azéma Marc Yor Michel Emery

Rights and permissions

Reprints and permissions

Copyright information

© 1996 Springer-Verlag

About this chapter

Cite this chapter

Chatterji, S.D. (1996). Remarques sur l’intégrale de Riemann généralisée. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXX. Lecture Notes in Mathematics, vol 1626. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094637

Download citation

  • DOI: https://doi.org/10.1007/BFb0094637

  • Published:

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-61336-7

  • Online ISBN: 978-3-540-68463-3

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics