The integration of operator-valued functions with respect to vector-valued measures
Volodymyr Tesko
Methods Funct. Anal. Topology 18 (2012), no. 3, 288-304
Article (.pdf)Abstract
We investigate the H-stochastic integral introduced in [24]. It is known that this integral generalizes the classical Itô stochastic integral and the Itô integral on a Fock space. In the present paper we construct and study an extension of the H-stochastic integral which will generalize the Hitsuda-Skorokhod integral.