The integration of operator-valued functions with respect to vector-valued measures

Volodymyr Tesko

Methods Funct. Anal. Topology 18 (2012), no. 3, 288-304

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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.


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