A~stochastic integral for operator-valued functions
Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 3, pp. 582-585
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The definition of a stochastic integral (having properties $(a)$–$(r)$) for a certain class of operator-valued functions with respect to random vector-valued measures is given. We also find the covariance operator of the stochastic integral.
@article{TVP_1967_12_3_a20,
author = {N. N. Vakhania and N. P. Kandelaki},
title = {A~stochastic integral for operator-valued functions},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {582--585},
publisher = {mathdoc},
volume = {12},
number = {3},
year = {1967},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a20/}
}
N. N. Vakhania; N. P. Kandelaki. A~stochastic integral for operator-valued functions. Teoriâ veroâtnostej i ee primeneniâ, Tome 12 (1967) no. 3, pp. 582-585. http://geodesic.mathdoc.fr/item/TVP_1967_12_3_a20/