A note on Paley-Wiener-Zygmund stochastic integrals
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- by Chull Park and David Skoug PDF
- Proc. Amer. Math. Soc. 103 (1988), 591-601 Request permission
Abstract:
A Fubini theorem for multiparameter Paley-Wiener-Zygmund stochastic integrals is established which unifies various stochastic integration formulas. We also obtain similar results for double stochastic integrals of Paley-Wiener-Zygmund type.References
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Additional Information
- © Copyright 1988 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 103 (1988), 591-601
- MSC: Primary 60H05
- DOI: https://doi.org/10.1090/S0002-9939-1988-0943089-8
- MathSciNet review: 943089