Stochastic integration on the full Fock space with the help of a kernel calculus

DOI10.2977/PRIMS/1195170235zbMath0728.60060OpenAlexW2040377243MaRDI QIDQ805066

Roland Speicher

Publication date: 1991

Published in: Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2977/prims/1195170235

zbMATH Keywords

stochastic differential equationscompletely positive semigroupsannihilation and gauge operators on the full Fock spacestochastic integration theory

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53) Noncommutative measure and integration (46L51) Stochastic integrals (60H05)

Related Items (13)

Quantum and non-causal stochastic calculus ⋮ DIFFUSION PROCESSES WITH RESPECT TO FREE BROWNIAN MOTION ⋮ Free white noise flows ⋮ A q-analog of the quantum central limit theorem for SUq(2) ⋮ On the rough-paths approach to non-commutative stochastic calculus ⋮ Stochastic integration on the Cuntz algebra \({\mathcal O}_ \infty\) ⋮ Addition of freely independent random variables ⋮ QUANTUM STOCHASTIC CALCULUS ON BOOLEAN FOCK SPACE ⋮ An example of a generalized Brownian motion ⋮ FILTERED STOCHASTIC CALCULUS ⋮ Realization of free white noises ⋮ Quantum stochastic calculus on full Fock modules ⋮ Free stochastic measures via noncrossing partitions

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