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A Note on Paley-Wiener-Zygmund Stochastic Integrals
Chull Park and David Skoug
Proceedings of the American Mathematical Society
Vol. 103, No. 2 (Jun., 1988), pp. 591-601
Published by: American Mathematical Society
Stable URL: http://www.jstor.org/stable/2047184
Page Count: 11
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A Fubini theorem for multiparameter Paley-Wiener-Zygmund stochastic integrals is established which unifies various stochastic integration formulas. We also obtain similar results for double stochastic integrals of Paley-Wiener-Zygmund type.
Proceedings of the American Mathematical Society © 1988 American Mathematical Society