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中文摘要：
设（Ω,F,{Ft}t≥0,P）为过滤概率空间,X,Y为Banach空间,{Mt}t≥0为Banach空间X值的连续（P,{Ft}t≥0）-鞅;f（.,.）：[0,∞）×Ω→L（X,Y）为连续算子值的随机过程f（s,w）s≥0.给出It积分∫t0f（s,w）dMs的定义,并证得It型不等式,为讨论Banach空间Y值的随机微分方程奠定了基础.
英文摘要：
Suppose（ Ω,F,{F t}t≥0,P} to be filtering probability space,X,Y is Banach space,{Mt}t≥0 is the continuous {P, {F t}t≥0}-martingale for the value of Banach space X, f（·,·）：[0,∞）×Ω→L（X,Y） is the random process of the value of the continuous operator f（s,w）s≥0.In this paper,the definition of It integral is given,which is ∫t0f（s,w）dMs,and the It-type inequality is proved,Banach space Y to discuss the value of the foundation of Stochastic Differential Equations.
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