✦ LIBER ✦

Multi-linear measure theory and multiple stochastic integration

✍ Scribed by Ron C. Blei

Publisher: Springer
Year: 1989
Tongue: English
Weight: 670 KB
Volume: 81
Category: Article
ISSN: 1432-2064
DOI: 10.1007/bf00367304

No coin nor oath required. For personal study only.

✦ Synopsis

Stochastic integration in a Lebesgue Stieltjes sense is developed in a general context of multi-linear measure theory based on the Fundamental Grothendieck Inequality and Factorization Theorem.

📜 SIMILAR VOLUMES

Multiple stochastic integrals and “nonpo

Multiple stochastic integrals and “nonpoissonian” transformations of the gamma measure

✍ N. V. Smorodina 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 483 KB

Multiple stochastic integrals: Projectio

Multiple stochastic integrals: Projection and iteration

✍ Bruce Hajek; Eugene Wong 📂 Article 📅 1983 🏛 Springer 🌐 English ⚖ 918 KB

Outer measures and stochastic integrals

✍ Maurice Sion 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 717 KB

Multimartingales, spectral measures and

Multimartingales, spectral measures and stochastic integration

✍ Z. Kryžius 📂 Article 📅 1992 🏛 Springer 🌐 English ⚖ 442 KB

A Distributional Approach to Multiple St

A Distributional Approach to Multiple Stochastic Integrals and Transformations of the Poisson Measure

✍ Sergio Albeverio; Nataliya V. Smorodina 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 288 KB

A Distributional Approach to Multiple St

A Distributional Approach to Multiple Stochastic Integrals and Transformations of the Poisson Measure, II

✍ Sergio Albeverio; Nataliya V. Smorodina 📂 Article 📅 2008 🏛 Springer Netherlands 🌐 English ⚖ 530 KB