Toh, Tin-Lam; Chew, Tuan-Seng On the Henstock-Fubini theorem for multiple stochastic integrals. (English) Zbl 1068.60076 Real Anal. Exch. 30(2004-2005), No. 1, 295-310 (2005). The Henstock approach to integration generalizes the Riemann integration by allowing non-uniform meshes in the definition of the integral. It can be used to define stochastic integrals. This article considers multiple stochastic integrals of non-diagonal integrands, and establishes a Fubini theorem in this setup. Reviewer: Jacques Franchi (Strasbourg) Cited in 12 Documents MSC: 60H05 Stochastic integrals 26A39 Denjoy and Perron integrals, other special integrals Keywords:Fubini theorem; Henstock integration PDFBibTeX XMLCite \textit{T.-L. Toh} and \textit{T.-S. Chew}, Real Anal. Exch. 30, No. 1, 295--310 (2005; Zbl 1068.60076) Full Text: DOI