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Theory of Probability and Mathematical Statistics

ISSN 1547-7363(online) ISSN 0094-9000(print)

 
 

 

On the product of a random and a real measure


Author: V. M. Radchenko
Translated by: Oleg Klesov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 70 (2004).
Journal: Theor. Probability and Math. Statist. 70 (2005), 161-166
MSC (2000): Primary 60G57
DOI: https://doi.org/10.1090/S0094-9000-05-00639-3
Published electronically: August 12, 2005
MathSciNet review: 2110872
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Abstract: The product of a random measure $X$ and a real measure $Y$ is defined as a random measure on $X\times Y$. We obtain conditions under which the integral of a real function with respect to the product measure equals the iterated integrals of this function.


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Additional Information

V. M. Radchenko
Affiliation: Mathematical Institute, University of Jena, 07740 Jena, Germany
Email: vradchenko@univ.kiev.ua

DOI: https://doi.org/10.1090/S0094-9000-05-00639-3
Keywords: Random measure, stochastic integral, product of measures, Fubini theorem
Received by editor(s): June 17, 2003
Published electronically: August 12, 2005
Additional Notes: Partially supported by the Alexander von Humboldt Foundation, grant 1074615.
Article copyright: © Copyright 2005 American Mathematical Society

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