scientific article; zbMATH DE number 3637053

zbMATH Open0409.60061MaRDI QIDQ4197142FDOQ4197142

Authors: Adrian Segall, T. Kailath, Moshe Zakai 

Publication date: 1978

Title of this publication is not available (Why is that?)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4197142)