@article{A Version of Fundamental Theorem for the Ito-McShane Integral of an Operator-Valued Stochastic Process_2019, place={Maryland, USA}, volume={12}, url={https://www.ejpam.com/index.php/ejpam/article/view/3363}, DOI={10.29020/nybg.ejpam.v12i1.3363}, abstractNote={In this paper, we formulate a descriptive definition or a version of fundamental theorem for the Ito-McShane integral of an operator-valued stochastic process with respect to a Hilbert space-valued Wiener process. For this reason, we introduce the concept of belated Mcshane dierentiability and a version of absolute continuity of a Hilbert space-valued stochastic process.}, number={1}, journal={European Journal of Pure and Applied Mathematics}, year={2019}, month={Jan.}, pages={101–117} }