Fubini theorem w.r.t. stochastic measure on product measurable space (Q1891420)

Let \((X, {\mathcal X})\) and \((Y, {\mathcal Y})\) be measurable spaces, let \((\Omega, {\mathcal F}, P)\) be a complete probability space, and let \(L = L(\Omega, {\mathcal F},P)\) denote the set of all nonnegative a.s. finite measurable functions from \(\Omega\) into \(R\). A \(\sigma\)-additive set function \(\mu : {\mathcal X} \to L\) is said to be a stochastic measure. For two stochastic measures \(\mu : {\mathcal X} \to L\) and \(\nu : {\mathcal Y} \to L\), the authors assert the existence of a stochastic measure \(\mu \otimes \nu : {\mathcal X} \otimes {\mathcal Y} \to L\) such that \((\mu \otimes \nu) (E \times F) = \mu (E) \nu (F)\), \(E \in {\mathcal X}\), \(F \in {\mathcal Y}\). Let \(f : X \times Y \to R\) be a measurable function such that \(\int_{X \times Y} f^ +d(\mu \otimes \nu)\), \(\int_{X \times Y} f^ -d (\mu \otimes \nu) \in L\). The authors prove that \[ \int_{X \times Y} fd (\mu \otimes \nu) = \int_ X \Bigl( \int_ Yfd \overline \nu \Bigr) d \widehat \mu = \int_ Y \Bigl( \int_ X fd \overline \mu \Bigr) d \widehat \nu, \] where \(\widehat \mu : {\mathcal X} \otimes {\mathcal F} \to L\) is a stochastic measure determined by \(\widehat \mu (E \times A) = \mu (E) \mathbf{1}_ A\), \(E \in {\mathcal X}\), \(A \in {\mathcal F}\), \(\overline \mu : {\mathcal X} \otimes {\mathcal Y} \to L (Y \times \Omega, {\mathcal Y} \otimes {\mathcal F}, Q)\) (here \(Q\) is a suitable probability measure on \({\mathcal Y} \otimes {\mathcal F})\) is a stochastic measure determined by \(\overline \mu (E \times F) = \mu (E) \mathbf{1}_ F\); \(E \in {\mathcal X}\), \(F \in {\mathcal Y}\), etc. They also present other extensions of the Fubini theorem, and discuss versions of the Radon-Nikodym theorem and of the Lebesgue decomposition theorem for pairs of bounded signed stochastic measures. The reviewer feels that some parts of this theory of integration with respect to stochastic measures is useless. This feeling is supported by the authors attempt to illustrate applicability of their results. Thus they ``shoot with the cannon at sparrows'' to show that \(\int_{[0,1]^ 2} f(x,y)d \lambda (x,y) = \int^ 1_ 0 f(x,x)dx\), where \(\lambda\) is the Lebesgue-Stieltjes measure on \([0,1]^ 2\) generated by \(F(x,y) = x \wedge y\), \(x,y \in [0,1]\). The paper is full of grammatical errors.