On the product martingale measure and multiple stochastic integral (Q1076423)
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scientific article; zbMATH DE number 3953983
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the product martingale measure and multiple stochastic integral |
scientific article; zbMATH DE number 3953983 |
Statements
On the product martingale measure and multiple stochastic integral (English)
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1986
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theorem of Fubini type
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multiple stochastic integral
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iterated stochastic integrals
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Doléans measures
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