> Publications
> Article-2008-1
A stochastic integral of operator-valued functions
Volodymyr Tesko
Methods Funct. Anal. Topology 14 (2008), no. 2, 132-141
Article (.pdf)Abstract
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.