It has been proved recently that the two-direction refinement equation of the form $f\left(x\right)={\sum }_{n\in }{c}_{n,1}f(kx-n)+{\sum }_{n\in \mathbb{Z}}{c}_{n,-1}f(-kx-n)$ can be used in wavelet theory for constructing two-direction wavelets, biorthogonal wavelets, wavelet packages, wavelet frames and others. The two-direction refinement equation generalizes the classical refinement equation $f\left(x\right)={\sum }_{n\in \mathbb{Z}}cₙf(kx-n)$, which has been used in many areas of mathematics with important applications. The following continuous extension of the classical refinement equation $f\left(x\right)={\int }_{ℝ}c\left(y\right)f(kx-y)dy$ has also various interesting applications....

In [Yong 2004], it was proved that as long as the integrand has certain properties, the corresponding Itô integral can be written as a (parameterized) Lebesgue integral (or a Bochner integral). In this paper, we show that such a question can be answered in a more positive and refined way. To do this, we need to characterize the dual of the Banach space of some vector-valued stochastic processes having different integrability with respect to the time variable and the probability measure. The later...