Elementary processes for Itô integral against cylindrical Wiener process (Q6183889)

In this survey paper, the author focuses on the Itô integral against a cylindrical Wiener process, which is a useful tool that has been developed to solve stochastic evolution equations in infinite dimension, and more precisely, constructions using elementary processes. There are four different definitions of elementary processes in the literature: the one given by \textit{M. Métivier} and \textit{J. Pellaumail} [Stochastic integration. Probability and Mathematical Statistics. New York: Academic Press (1980; Zbl 0463.60004)], the one given by \textit{G. Da Prato} and \textit{J. Zabczyk} [J. Differ. Equations 98, No. 1, 181--195 (1992; Zbl 0762.60052)] and \textit{C. Prévôt} and \textit{M. Röckner} [A concise course on stochastic partial differential equations. Berlin: Springer (2007; Zbl 1123.60001)], the one given by \textit{L. Gawarecki} and \textit{V. Mandrekar} [Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Berlin: Springer (2011; Zbl 1228.60002)], and the one given by \textit{M. Hairer} [Ann. Math. (2) 178, No. 2, 559--664 (2013; Zbl 1281.60060)]. The author proves the equivalence between those definitions by constructing this Itô integral using only Itô isometries and extensions by density. Then, from the perspective of white noise theory and Kondratiev spaces, the author compares the definitions of cylindrical Wiener processes, and presented a link between Itô integral and cylindrical white noise.