Multi-linear measure theory and multiple stochastic integration

DOI10.1007/BF00367304zbMath0667.60058MaRDI QIDQ1117583

Ron C. Blei

Publication date: 1989

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Grothendieck Inequalitymulti-linear measure theory

Mathematics Subject Classification ID

Stochastic integrals (60H05) Classical measure theory (28A99)

Related Items (6)

Variations of Fréchet measures of \(p\)-stable motions ⋮ Stochastic integrators indexed by a multi-dimensional parameter ⋮ Measurements of interdependence ⋮ Worthy martingales and integrators ⋮ The set-indexed Itô integral ⋮ Stochastic integration for set-indexed processes

Cites Work

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• Decoupling inequalities for multilinear forms in independent symmetric random variables
• Existence of a double random integral with respect to stable measures
• Notes on random functions
• Fractional dimensions and bounded fractional forms
• Multi-Linear Measure Theory and the Grothendieck Factorization Theorem
• Brownian Motion and Classical Analysis

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