ON THE PRODUCT MARTINGALE MEASURE AND MULTIPLE STOCHASTIC INTEGRAL
Citation：
Huang Zhuyuan.ON THE PRODUCT MARTINGALE MEASURE AND MULTIPLE STOCHASTIC INTEGRAL[J].Chinese Annals of Mathematics B,1986,7(3):273~276
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Authors：
Huang Zhuyuan;
Abstract：
A theorem of Fubini type which reduces a multiple stochastic integral on an abstract product space to iterated stochastic is proved under the condition that at least one of one Doleans meassures of the component martingale measures should be asmissible.
