Year: 2016
Type: preprint
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
Source: arXiv (Cornell University)
Author: Tesko, Volodymyr
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: Deutsche Forschungsgemeinschaft
Awards: G2741041842, G4409272066
OpenAlex ID: W2156980424