On the hellinger square integral with respect to an operator valued measure and stationary processes

A construction of the Hellinger square integral with respect to a semispectral measure in a Banach space B is given. It is proved that the space of values of a B-valued stationary stochastic process is unitarily isomorphic to the space of all B*-valued measures that are Hellinger square integrable with respect to the spectral measure of the process. Some applications of the above theorem in the prediction theory (especially to interpolation problem) are also considered.