Summary
Stochastic integration in a Lebesgue Stieltjes sense is developed in a general context of multi-linear measure theory based on the Fundamental Grothendieck Inequality and Factorization Theorem.
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Research partially supported by NSF Grant DMS 8601485
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Blei, R.C. Multi-linear measure theory and multiple stochastic integration. Probab. Th. Rel. Fields 81, 569–584 (1989). https://doi.org/10.1007/BF00367304
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DOI: https://doi.org/10.1007/BF00367304
Keywords
- Stochastic Process
- Probability Theory
- Statistical Theory
- Measure Theory
- General Context