HILBERT SPACE-VALUED INTEGRAL OF OPERATOR-VALUED FUNCTIONS

Confluentes Mathematici

TESKO, VOLODYMYR¹ 

[1] Institute of Mathematics, National Academy of Sciences of Ukraine, 3 Tereshchenkivska Street, Kiev, 01601, Ukraine

关键词: Itô integral;    normal martingale;    resolution of identity;    Fock space;   

DOI  :  10.1142/S1793744210000144

学科分类：数学（综合）

来源: World Scientific Publishing Co. Pte. Ltd.

【 摘 要 】

In this paper we construct and study an integral of operator-valued functions with respect to Hilbert space-valued measures generated by a resolution of identity. Our integral generalizes the Itô stochastic integral with respect to normal martingales and the Itô integral on a Fock space.

【 授权许可】

Unknown