A stochastic integral of operator-valued functions
Functional Analysis
2016-06-14 v2 Spectral Theory
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
Cite
@article{arxiv.1605.06549,
title = {A stochastic integral of operator-valued functions},
author = {Volodymyr Tesko},
journal= {arXiv preprint arXiv:1605.06549},
year = {2016}
}
Comments
Published in Methods of Functional Analysis and Topology (MFAT), available at http://mfat.imath.kiev.ua/article/?id=454