A Fubini theorem for iterated stochastic integrals

DOI10.1090/S0002-9904-1978-14452-8zbMATH Open0378.60048MaRDI QIDQ4157744FDOQ4157744

Authors: Marc A. Berger, Victor J. Mizel 

Publication date: 1978

Published in: Bulletin of the American Mathematical Society (Search for Journal in Brave)

Mathematics Subject Classification ID

Volterra integral equations (45D05) Stochastic integral equations (60H20)

Cited In (3)

• Interchange of vector valued integrals when the measures are Bochner or Pettis indefinite integrals
• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time
• Theorems of Fubini Type for Iterated Stochastic Integrals

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