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HILBERT SPACE-VALUED INTEGRAL OF OPERATOR-VALUED FUNCTIONS

VOLODYMYR TESKO

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

https://doi.org/10.1142/S1793744210000144Cited by:0 (Source: Crossref)

Abstract

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.

Keywords:

AMSC: 46G99, 47B15, 60H05

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