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The Riemann approach to Ito-Wiener integral
Author
Chew, Siao Chean
Supervisor
Toh, Tin Lam
Abstract
The Riemann approach to integration is well-known for its explicitness and directness. In this academic exercise, we use the "Generalised Riemann Approach" to give an alternative definition to the Ito-Wiener Integral and prove that our definition is in fact equivalent to the classical definition.
Date Issued
2004
Call Number
QA311 Che
Date Submitted
2004