{"title":"HILBERT SPACE-VALUED INTEGRAL OF OPERATOR-VALUED FUNCTIONS","authors":"V. Tesko","doi":"10.1142/S1793744210000144","DOIUrl":null,"url":null,"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 Ito stochastic integral with respect to normal martingales and the Ito integral on a Fock space.","PeriodicalId":52130,"journal":{"name":"Confluentes Mathematici","volume":"12 1","pages":"135-157"},"PeriodicalIF":0.0000,"publicationDate":"2010-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Confluentes Mathematici","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/S1793744210000144","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 1
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 Ito stochastic integral with respect to normal martingales and the Ito integral on a Fock space.
期刊介绍:
Confluentes Mathematici is a mathematical research journal. Since its creation in 2009 by the Institut Camille Jordan UMR 5208 and the Unité de Mathématiques Pures et Appliquées UMR 5669 of the Université de Lyon, it reflects the wish of the mathematical community of Lyon—Saint-Étienne to participate in the new forms of scientific edittion. The journal is electronic only, fully open acces and without author charges. The journal aims to publish high quality mathematical research articles in English, French or German. All domains of Mathematics (pure and applied) and Mathematical Physics will be considered, as well as the History of Mathematics. Confluentes Mathematici also publishes survey articles. Authors are asked to pay particular attention to the expository style of their article, in order to be understood by all the communities concerned.