Gel'fand三元组上Lévy过程的随机积分

摘要

本文研究了算子值过程关于Gel'fand三元组E(C)H(C)E*上Lévy过程的随机积分.利用再生核Hilbert空间上柱Lévy过程的随机积分,定义一类算子值过程关于E*-值Lévy过程的随机积分.%In this article, we investigate stochastic integrals for operator-valued processes with respect to Lévy processes on Gel'fand triple E (C) H (C) E*. By virtue of stochastic integral with respect to cylindrical Lévy process on its reproducing kernel Hilbert space, we define stochastic integral for a class of operator-valued processes with respe ct to E*-valued Lévy process.