On the Henstock-Fubini theorem for multiple stochastic integrals (Q1772945)
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scientific article; zbMATH DE number 2160518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Henstock-Fubini theorem for multiple stochastic integrals |
scientific article; zbMATH DE number 2160518 |
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On the Henstock-Fubini theorem for multiple stochastic integrals (English)
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22 April 2005
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The Henstock approach to integration generalizes the Riemann integration by allowing non-uniform meshes in the definition of the integral. It can be used to define stochastic integrals. This article considers multiple stochastic integrals of non-diagonal integrands, and establishes a Fubini theorem in this setup.
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Fubini theorem
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Henstock integration
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0.9249719
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0.9062413
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