Abstract
In this paper, we present an elementary and self-contained proof of the stochastic Fubini theorem, which states that one can interchange a Lebesgue integral and a stochastic integral. The integrability conditions we use are weaker and more natural than the usual conditions in the literature. In particular, we do not need integrability in , and we use -integrability instead of -integrability in the additional parameter.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have