Some applications of stochastic integration in infinite dimensions

In this work we give some applications of stochastic integration on nuclear spaces to finite dimensional diffusion processes, their flows, to a straightforward proof of the generalized Ito-Stratonovitch formula, regularization of the random fields associated to the diffusion processes as the -valued continuous semimartingales, existence and the uniqueness of the solutions of the stochastic partial differential equations associated to them and the pathwise construction of the Ornstein-Uhlenbeck processes on the space of the tempered distributions.