scientific article; zbMATH DE number 3637053

zbMath0409.60061MaRDI QIDQ4197142

Adrian Segall, Moshe Zakai, Thomas Kailath

Publication date: 1978

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Fubini-Type Theorems for Stochastic IntegralsSquare-Integrable Martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Measures and integrals in product spaces (28A35)

Related Items

\(S^ p\)-stability of solutions of symmetric stochastic differential equations, Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion, A stochastic Fubini theorem: BSDE method, On an extension of Lévy's stochastic area process to higher dimensions, A new stochastic Fubini-type theorem. On interchanging expectations and Itō integrals, Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces, Concentration of scalar ergodic diffusions and some statistical implications