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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1967 Volume 12, Issue 3, Pages 582–585 (Mi tvp744)

This article is cited in 7 papers

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A stochastic integral for operator-valued functions

N. N. Vakhaniaa, N. P. Kandelaki

a Tbilisi

Abstract: 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.

Received: 04.05.1966


 English version:
Theory of Probability and its Applications, 1967, 12:3, 525–528

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