Stochastic integration of functions with values in a Banach space
Open Access
- 1 January 2005
- journal article
- Published by Institute of Mathematics, Polish Academy of Sciences in Studia Mathematica
- Vol. 166 (2) , 131-170
Abstract
Let $H$ be a separable real Hilbert space and let $E$ be a real Banach space. In this paper we construct a stochastic integral for certain operator-valued functions ${\mit\Phi}:(0,T)\to{\scr L}(H,E)$ with respect to a cylindrical Wiener process $\{W_H(t)\