Operator-valued Gaussian processes and their covariance kernels (Q6600766)

The reviewed paper describes certain constructions concerning on the one hand operator-valued Gaussian processes, understood as families of maps from a fixed probability space to the algebra \(B(H)\) of bounded operators on a Hilbert space which satisfy natural measurability conditions and have jointly Gaussian weak distributions, and on the other hand projection valued measures which are known to arise as covariances of such Gaussian processes. Certain connections to representations of Cuntz algebras are also indicated.\N\NIt is rather difficult to decide which of the results stated in the paper are new, and which are simply recalled from an extensive list of references. In particular the claims of developing non-commutative versions of the Ito calculus seem somewhat exaggerated.