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Multi-linear measure theory and multiple stochastic integration
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  • Published: May 1989

Multi-linear measure theory and multiple stochastic integration

  • Ron C. Blei1 

Probability Theory and Related Fields volume 81, pages 569–584 (1989)Cite this article

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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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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Connecticut, 06268, Storrs, CT, USA

    Ron C. Blei

Authors
  1. Ron C. Blei
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Additional information

Research partially supported by NSF Grant DMS 8601485

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Cite this article

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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  • Received: 06 May 1987

  • Revised: 31 August 1988

  • Issue Date: May 1989

  • DOI: https://doi.org/10.1007/BF00367304

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Keywords

  • Stochastic Process
  • Probability Theory
  • Statistical Theory
  • Measure Theory
  • General Context
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