scientific article; zbMATH DE number 850379

zbMATH Open0852.60060MaRDI QIDQ4866403FDOQ4866403

Authors: V. A. Lebedev 

Publication date: 27 August 1996

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cited In (7)

• 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
• Lévy-driven Volterra equations in space and time
• Martingale transforms and Girsanov theorem for long-memory Gaussian processes
• Volterra-type Ornstein-Uhlenbeck processes in space and time
• The stochastic Fubini theorem revisited

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