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Stochastic integral as an operator in the space \(L_ p\). (Russian) Zbl 0565.60051

Teor. Veroyatn. Mat. Stat. 30, 15-25 (1984).
Necessary and sufficient conditions for a random processes are given under which the stochastic integral defined for step functions can be extended as a bounded operator in \(L_ p(0,1)\) to \(L_ p(\Omega)\).
Reviewer: D.Jaruškova

MSC:

60H05 Stochastic integrals