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arXiv · 1605.06549

A stochastic integral of operator-valued functions

Volodymyr Tesko
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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. 2016-05-20. A stochastic integral of operator-valued functions. https://arxiv.org/abs/1605.06549

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