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Multi-linear measure theory and multiple stochastic integration |
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| Authors: | Ron C Blei |
| Institution: | (1) Department of Mathematics, University of Connecticut, 06268 Storrs, CT, USA |
| Abstract: | 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.Research partially supported by NSF Grant DMS 8601485 |
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