Geodesic
Integrals with respect to infinitely divisible distributions in a Hilbert space
Matematičeskie zametki, Tome 11 (1972) no. 6, pp. 669-676.

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A connection between the existence of integrals with respect to infinitely divisible probability distributions in a Hilbert space and the existence of integrals with respect to their spectral measures of functions of certain classes is established. 
@article{MZM_1972_11_6_a7,
     author = {V. M. Kryglov},
     title = {Integrals with respect to infinitely divisible distributions in a {Hilbert} space},
     journal = {Matemati\v{c}eskie zametki},
     pages = {669--676},
     publisher = {mathdoc},
     volume = {11},
     number = {6},
     year = {1972},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MZM_1972_11_6_a7/}
}
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V. M. Kryglov. Integrals with respect to infinitely divisible distributions in a Hilbert space. Matematičeskie zametki, Tome 11 (1972) no. 6, pp. 669-676. http://geodesic.mathdoc.fr/item/MZM_1972_11_6_a7/