Stochastic Integral of Processes Taking Values of Generalized Operators

다국어 초록 (Multilingual Abstract)

In this paper, we study the stochastic integral of processes taking values of generalized operators based on a triple $E \subset H \subset E^*$, where $H$ is a Hilbert space, $E$ is a countable Hilbert space and $E^*$ is the strong dual space of $E$.
For our purpose, we study $E$-valued Wiener processes and then introduce the stochastic integral of $\mathcal{L}(E,F^*)$-valued process with respect to an $E$-valued Wiener process, where $F^*$ is the strong dual space of another countable Hilbert space $F$.

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