Multi-linear measure theory and multiple stochastic integration (Q1117583)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-linear measure theory and multiple stochastic integration |
scientific article |
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Multi-linear measure theory and multiple stochastic integration (English)
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1989
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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.
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multi-linear measure theory
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Grothendieck Inequality
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