scientific article; zbMATH DE number 850379

MaRDI QIDQ4866403zbMATH OpenFDO

Authors V. A. Lebedev

Publication date 27 August 1996

zbMATH Keywords

Fubini theorem\(L^ 0\)-valued sigma-finite random measures

Mathematics Subject Classification ID

Random measures (60G57) Stochastic integrals (60H05)

Cited in

(7)

• Volterra-type Ornstein-Uhlenbeck processes in space and time
• The stochastic Fubini theorem for integrals containing random integrand and fractional Brownian motion as integrator
• Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation
• Lévy-driven causal CARMA random fields
• The stochastic Fubini theorem revisited
• Lévy-driven Volterra equations in space and time
• Martingale transforms and Girsanov theorem for long-memory Gaussian processes

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