scientific article; zbMATH DE number 3637053

MaRDI QIDQ4197142zbMATH OpenFDO

Authors Adrian Segall, T. Kailath, Moshe Zakai

Publication date 1978

zbMATH Keywords

Fubini-Type Theorems for Stochastic IntegralsSquare-Integrable Martingales

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Measures and integrals in product spaces (28A35)

Cited in

(7)

• A new stochastic Fubini-type theorem. On interchanging expectations and Itō integrals
• Concentration of scalar ergodic diffusions and some statistical implications
• \(S^ p\)-stability of solutions of symmetric stochastic differential equations
• Large deviations and Berry-Esseen inequalities for estimators in nonhomogeneous diffusion driven by fractional Brownian motion
• On an extension of Lévy's stochastic area process to higher dimensions
• Existence of probability measure valued jump-diffusions in generalized Wasserstein spaces
• A stochastic Fubini theorem: BSDE method

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