On the Henstock-Fubini theorem for multiple stochastic integrals
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.
scientific article; zbMATH DE number 2160518