A stochastic integral of operator-valued functions

Published 20 May 2016 in math.FA and math.SP | (1605.06549v2)

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

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Volodymyr Tesko

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