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STOCHASTIC INTEGRAL OF PROCESSES TAKING VALUES OF GENERALIZED OPERATORS
STOCHASTIC INTEGRAL OF PROCESSES TAKING VALUES OF GENERALIZED OPERATORS
Journal of applied mathematics & informatics. 2016. Jan, 34(1_2): 167-178
  • Received : November 15, 2015
  • Published : January 30, 2016
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CHOI BYOUNG JIN
CHOI JIN PIL
JI UN CIG

Abstract
In this paper, we study the stochastic integral of processes taking values of generalized operators based on a triple E �� H �� E<sup>?</sup>, where H is a Hilbert space, E is a countable Hilbert space and E<sup>?</sup> is the strong dual space of E. For our purpose, we study E-valued Wiener processes and then introduce the stochastic integral of L(E, F<sup>?</sup>)-valued process with respect to an E-valued Wiener process, where F<sup>?</sup> is the strong dual space of another countable Hilbert space F.
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