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\\(X\\) be a separable Banach space with dual \\(X^*\\), and \\((\\Omega,{\\mathcal F},P)\\) be a probability space. Let \\((W_t)_{t\\in [0,1]}\\) be a Wiener process in \\(X\\) with Gaussian covariance operator \\(R: X^*\\to X\\). Let \\(Y\\) be another Banach space. The definition of nonanticipating function \\(\\varphi: [0,1]\\times \\Omega\\to L(X, Y)\\) is given in order to define a generalized stochastic integral \\(\\xi= \\int^1_0 \\varphi dW_t\\) of a random function \\(\\varphi\\) with respect to the Wiener process. The following It\u00f4 formula is proved: Let \\(\\psi: [0,1]\\times X\\to Y\\) be a continuous function with continuous Fr\u00e9chet derivatives \\(\\psi_t': [0,1]\\times X\\to Y\\), \\(\\psi_x': [0,1]\\times X\\to L(X, Y)\\) and \\(\\psi''_{xx}: [0,1]\\times X\\to L(X, L(X, Y))\\). Then \\[ \\psi(t, W_t)= \\psi(0,0)+ \\int^t_0 \\psi_t'(s, W_s) ds+ \\int^t_0 \\psi_x'(s, W_s) dW_s+ {1\\over 2} \\int^t_0 \\Biggl(\\sum^\\infty_{i=1} \\psi''_{xx}(s, W_s) a_ia_i\\Biggr) ds, \\] where \\(Rx^*= \\sum^\\infty_{k=1} \\langle a_k,x^*\\rangle a_k\\) is the covariance operator of \\(W_1\\).","type":"string"},"datatype":"string"},"type":"statement","id":"Q4493411$8AA55099-0074-4315-BC9D-0FDF0F9D15B7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ec8426fe4a8a0ec50d77410b9d7c2753ba98cae2","datavalue":{"value":{"entity-type":"item","numeric-id":2010659,"id":"Q2010659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4493411$E010642C-B36D-4CF9-B0C1-56106E4F0255","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4493411","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4493411"}}}}}