Stochastics and stochastics reports · 1995 · 41 citations · 1 references
Natural SciencesMathematicsProbability TheoryStochastic ModelingStochastic ProcessesIntegral EquationsStochastic CalculusStochastic Differential EquationsFubini's TheoremStochastic IntegralsStochastic Integration
The stochastic Fubini theorem, which concerns the interchangeability of the stochastic and ordinary integrals of an integrand depending on a parameter, holds under a condition more general and natural that the one provided by Protter [2]. Supporting examples are given
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Stochastic Integration and $L^p$-Theory of Semimartingales
Klaus Bichteler · The Annals of Probability · 1981 · 188 citations · Full text