99-8   Berichtsreihe des Mathematischen Seminars der Universität Kiel

Albrecht Irle:

A Tutorial on Young-Stieltjes Integration

The Young-Stieltjes integral has found renewed interest as a stochastic calculus for fractal Brownian motion may be based on it. As this part of integration theory has not yet found its way into the text book literature, this tutorial aims at providing the basic results.

Mail an Jens Burmeister
[Thu Feb 19 18:56:34 2009]
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