Hilbert space-valued integral of operator-valued functions

Volodymyr Tesko

Confluentes Mathematici 2 (2010), no. 1, 135-157

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Abstract

In this paper we construct and study an integral of operator-valued functions with respect to Hilbert space{valued measures generated by a resolution of identity. Our integral generalizes the Ito stochastic integral with respect to normal martingales and the Ito integral on a Fock space.


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