Abstract
Here we discuss the original Wiener–Itô integrals with respect to a random orthogonal measure. We give their most important properties and also present some results about their relation to the Wiener–Itô integrals with respect to a random spectral measure and to the classical Itô integrals of stochastic processes.
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References
Itô, K.: Multiple Wiener integral. J. Math. Soc. Jpn. 3, 157–164 (1951)
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© 2014 Springer International Publishing Switzerland
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Major, P. (2014). On the Original Wiener–Itô Integral. In: Multiple Wiener-Itô Integrals. Lecture Notes in Mathematics, vol 849. Springer, Cham. https://doi.org/10.1007/978-3-319-02642-8_7
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DOI: https://doi.org/10.1007/978-3-319-02642-8_7
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-02641-1
Online ISBN: 978-3-319-02642-8
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