Hilbert space-valued integral of operator-valued functions
Volodymyr Tesko
Confluentes Mathematici 2 (2010), no. 1, 135-157
Article (.pdf)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.