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Hindawi Publishing Corporation International Journal of Stochastic Analysis Volume 2010, Article ID 217372, 7 pages doi:10.1155/2010/217372 Research Article Stochastic Integration in Abstract Spaces J. K. Brooks and J. T. Kozinski Department of Mathematics, University of Florida, 358 Little Hall, Gainesville, FL 32611-8105, USA Correspondence should be addressed to J. T. Kozinski, kozinski@ufl.edu Received 2 June 2010; Accepted 7 July 2010 Academic Editor: Andrew Rosalsky Copyright q 2010 J. K. Brooks and J. T. Kozinski. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We establish the existence of a stochastic integral in a nuclear space setting as follows. Let E, F, and G be nuclear spaces which satisfy the following conditions: the spaces are reflexive, complete, bornological spaces such that their strong duals also satisfy these conditions. Assume that there is a continuous bilinear mapping of E × F into G. If H is an integrable, E-valued predictable process and X is an F-valued square integrable martingale, then there exists a G-valued process HdXt called the stochastic integral. The Lebesgue space of these integrable processes is studied and convergence theorems are given. Extensions to general locally convex spaces are presented. 1. Introduction In this note, we announce the existence of a stochastic integral in a nuclear space setting. The nuclear spaces are assumed to have special properties which are given in Section 3.1 below. Our main result will now be stated. All definitions and pertinent concepts will be given in Sections 2 and 3, as well as a presentation of the construction. Theorem 1.1. Let E, F,