Ito stochastic integral in the dual of a nuclear space
Let \(\Phi '\) be the dual of a nuclear space \(\Phi\). Simplifying and generalizing Ito's approach, the authors present a detailed construction, properties and applications of the stochastic integral of an operator- valued process with respect to a \(\Phi '\)-valued time-homogeneous Wiener process. In the case of a barelled \(\Phi\) it is shown that each (not necessarily time-homogeneous) Wiener process is representable by a stochastic integral with respect to a homogeneous Wiener process. It is proved that the considered integral reduced to an integral in Hilbert space coincides with the isometric stochastic integral defined by Metivier.
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