A stochastic integral of operator-valued functions

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Keywords:

Stochastic integral, resolution of identity, normal martingale, Fock space

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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Published

2008-06-25

Issue

Vol. 14 No. 2 (2008)

Section

Articles

How to Cite

Tesko, V. A. “A Stochastic Integral of Operator-Valued Functions”. Methods of Functional Analysis and Topology, vol. 14, no. 2, June 2008, pp. 132-41, https://zen.imath.kiev.ua/index.php/mfat/article/view/377.