  With the use of tensor product of Hilbert space, and a diagonalization
procedure from operator theory, we derive an approximation formula for a
general class of stochastic integrals. Further we establish a generalized
Fourier expansion for these stochastic integrals. In our extension, we
circumvent some of the limitations of the more widely used stochastic integral
due to Wiener and Ito, i.e., stochastic integration with respect to Brownian
motion. Finally we discuss the connection between the two approaches, as well
as a priori estimates and applications.
