My problem is to compute the covariance of the following Ito process
$$ dX_t=AX_t+\sum_{k=1}^{n}B_kX_tdW_k, $$ where $A,B_k$ are nonlinear operators defined on a complex separable Hilbert space $H$.
$A,B_k$ depends on $X_t$, which is a normalised vector in $H$. Here $dW_k$ are the differentials of a complex-alued Wiener process.
I'm looking for some reference, thank you in advance.