Representation of Itô integrals by Lebesgue/Bochner integrals (Q690836)

In this paper, the authors build upon, and refine, the work by \textit{J.-M. Yong} [in: Stochastic processes and applications to mathematical finance. Proceedings of the Ritsumeikan international symposium, Kusatsu, Shiga, Japan, March 5--9, 2003. River Edge, NJ: World Scientific. 369--400 (2004; Zbl 1322.91055)] regarding the representation of an Itō integral in terms of a Lebesgue/Bochner integral. In particular, they use functional analysis arguments such as a Riesz-type representation theorem. They also provide a couple of examples: one deals with the Black-Scholes formula, the other with the so-called \textit{exactly controllable} SDEs, whose definition coincides with the definition of a bridge (Brownian bridge, Bessel bridge, etc.).