WIENER PROCESSES AND STOCHASTIC INTEGRALS IN A BANACH
SPACE
Abstract: The representations of Wiener process by uniformly convergent series of
one-dimensional Gaussian random processes in a separable Banach space are given (Section
I). The Ito stochastic integral of an operator-valued random function by a Wiener process in a
Banach space is defined (Section III); Section II contains an auxiliary material:
there is defined a stochastic integral of a random function with values in the dual
space.
The method of the paper is based on the use of the concept of covariance operator.
2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;
Key words and phrases: -