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On the product of a random and a real measure
Author(s):
V.
M.
Radchenko
Translated by:
Oleg Klesov
Original publication:
Teoriya Imovirnostei ta Matematichna Statistika,
vipusk 70
(2004).
Journal:
Theor. Probability and Math. Statist.
No. 70
(2005),
161-166.
MSC (2000):
Primary 60G57
Posted:
August 12, 2005
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Abstract:
The product of a random measure  and a real measure  is defined as a random measure on  . We obtain conditions under which the integral of a real function with respect to the product measure equals the iterated integrals of this function.
References:
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Additional Information:
V.
M.
Radchenko
Affiliation:
Mathematical Institute, University of Jena, 07740 Jena, Germany
Email:
vradchenko@univ.kiev.ua
DOI:
10.1090/S0094-9000-05-00639-3
PII:
S 0094-9000(05)00639-3
Keywords:
Random measure,
stochastic integral,
product of measures,
Fubini theorem
Received by editor(s):
17/JUN/2003
Posted:
August 12, 2005
Additional Notes:
Partially supported by the Alexander von Humboldt Foundation, grant 1074615.
Copyright of article:
Copyright
2005,
American Mathematical Society
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