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Multiple stochastic integrals with dependent integrators

โœ Scribed by Robert Fox; Murad S. Taqqu


Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
915 KB
Volume
21
Category
Article
ISSN
0047-259X

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Multi-linear measure theory and multiple
โœ Ron C. Blei ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› Springer ๐ŸŒ English โš– 670 KB

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.