An Approach to Stochastic Integration for Fractional Brownian Motion in a Hilbert Space

A Hilbert-valued stochastic integration is defined for an integrator that is a cylindrical fractional Brownian motion in a Hilbert space. Since the integrator is not a semimartingale for the fractional Brownian motions considered, a different definition of integration is required. Both deterministic and stochastic operator-valued integrands are used. The… (More)