On the Henstock-Fubini theorem for multiple stochastic integrals
type: Item
instance of: scholarly article
title: On the Henstock-Fubini theorem for multiple stochastic integrals
zbMATH Open document ID: 1068.60076
author: Tuan Seng Chew
author: Tin Lam Toh
published in: Real Analysis Exchange
publication date: 2005-04-22T00:00:00Z
review text: 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.
reviewed by: Jacques Franchi
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 26A39
zbMATH DE Number: 2160518
zbMATH Keywords: Fubini theorem
zbMATH Keywords: Henstock integration
MaRDI profile type: Publication
full work available at URL: realanalexch.30.1.0295
OpenAlex ID: W1512588643
DOI: 10.14321/REALANALEXCH.30.1.0295
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description: scientific article; zbMATH DE number 2160518