On the product martingale measure and multiple stochastic integral

zbMath0593.60063MaRDI QIDQ1076423

Zhi Yuan Huang

Publication date: 1986

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

multiple stochastic integraliterated stochastic integralsDoléans measurestheorem of Fubini type

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

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