A stochastic integral of operator-valued functions

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

Published in Methods of Functional Analysis and Topology (MFAT), available at http://mfat.imath.kiev.ua/article/?id=454