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The Riemann approach to double Ito-Wiener integral
Author
Nazreen Mohamed Zulfakir
Supervisor
Toh, Tin Lam
Abstract
In this academic exercise, we shall prove that the non-uniform Riemann approach can be used to establish the Double It6- Henstock (defined in this paper) integraI which is in fact equivalent to the classical Double Ito-Wiener integral.
Date Issued
2005
Call Number
QA311 Naz
Date Submitted
2005