The spectral theory of multivariate stationary stochastic processes (SSP) hashad very researches,usually with the unitory operator theory on Hilbertspace.This paper introductes the concept of stochastic integrals of vector—valuedfunctions with respect to vector-valued stochastic measure,derives it's properties,and proves the spectral theorem of multivariate SSP,along the classical method tobuild one of simple SSP.
