A Fubini theorem for iterated stochastic integrals
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- by Marc A. Berger and Victor J. Mizel PDF
- Bull. Amer. Math. Soc. 84 (1978), 159-160
References
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1. M. A. Berger, Stochastic Ito-Volterra equations, Ph.D. Thesis, Pittsburgh, Carnegie-Mellon University, 1977.
2. P. A. Meyer, Seminaire de Probabilities. X, Lecture Notes in Math., vol. 511, Springer-Verlag, New York, 1976, pp. 321-326.
Additional Information
- Journal: Bull. Amer. Math. Soc. 84 (1978), 159-160
- MSC (1970): Primary 60H20; Secondary 45D05
- DOI: https://doi.org/10.1090/S0002-9904-1978-14452-8
- MathSciNet review: 0455122