Multi-linear measure theory and multiple stochastic integration
type: Item
instance of: scholarly article
title: Multi-linear measure theory and multiple stochastic integration
zbMATH Open document ID: 0667.60058
DOI: 10.1007/BF00367304
author: Ron Blei
publication date: 1989-01-01T00:00:00Z
review text: Stochastic integration in a Lebesgue Stieltjes sense is developed in a general context of multi-linear measure theory based on the Fundamental Grothendieck Inequality and Factorization Theorem.
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 28A99
zbMATH DE Number: 4092492
zbMATH Keywords: multi-linear measure theory
zbMATH Keywords: Grothendieck Inequality
MaRDI profile type: Publication
cites work: Fractional dimensions and bounded fractional forms
cites work: Multi-Linear Measure Theory and the Grothendieck Factorization Theorem
cites work: Q3042109
cites work: Brownian Motion and Classical Analysis
cites work: Decoupling inequalities for multilinear forms in independent symmetric random variables
cites work: Notes on random functions
cites work: Q3715635
cites work: Q5670003
cites work: Existence of a double random integral with respect to stable measures
published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
description: scientific article; zbMATH DE number 4092492