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Sinclair [9] gives necessary and sufficient conditions on bounded functions h:X× Y→R, for the iterated integrals to exist and be equal for all finitely additive bounded measures μνv on(point separating) algebras X, Y.This theorem will be generalized and using a theorem of PTAK [8] a simple and comparatively short proof is given.Finally an application in game theory motivates the generalized statement.
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