A Fubini theorem for iterated stochastic integrals

Berger, Marc A.; Mizel, Victor J.

doi:10.1090/S0002-9904-1978-14452-8

Bulletin of the American Mathematical Society

The Bulletin publishes expository articles on contemporary mathematical research, written in a way that gives insight to mathematicians who may not be experts in the particular topic. The Bulletin also publishes reviews of selected books in mathematics and short articles in the Mathematical Perspectives section, both by invitation only.

ISSN 1088-9485 (online) ISSN 0273-0979 (print)

The 2020 MCQ for Bulletin of the American Mathematical Society is 0.84.

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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

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.