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A stochastic integral of operator-valued functions

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 نشر من قبل Volodymyr Tesko
 تاريخ النشر 2016
  مجال البحث
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 تأليف Volodymyr Tesko




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In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted processes with respect to normal martingales and the Ito integral in a Fock space



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