A different quantum stochastic calculus for the Poisson process

DOI10.1007/BF01203837MaRDI QIDQ1917639zbMATH OpenFDO

Authors Nicolas Privault

Publication date 20 August 1996

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01203837

zbMATH Keywords

chaotic decompositionPoisson processquantum stochastic integrationWeyl representation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic calculus of variations and the Malliavin calculus (60H07) Quantum stochastic calculus (81S25)

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Cites work

• A quantum nonadapted Ito formula and stochastic analysis in Fock scale
• A transfer principle from Wiener to Poisson space and applications
• Chaotic and variational calculus in discrete and continuous time for the poisson process
• scientific article; zbMATH DE number 3874347 (Why is no real title available?)
• scientific article; zbMATH DE number 4149279 (Why is no real title available?)
• scientific article; zbMATH DE number 53766 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3081880 (Why is no real title available?)
• Quantum Ito's formula and stochastic evolutions
• Quantum probability for probabilists
• Stochastic calculus with anticipating integrands

Cited in

(13)

• The Segal-Bargmann transform for Lévy functionals
• Smoothness of Wigner densities on the affine algebra
• Non-Gaussian Malliavin calculus on real Lie algebras
• Analysis of generalized Lévy white noise functionals
• Partial mixing and Edgeworth expansion
• scientific article; zbMATH DE number 4034823 (Why is no real title available?)
• scientific article; zbMATH DE number 16750 (Why is no real title available?)
• Fock Space and the Poisson Process
• SPLITTING OF POISSON NOISE AND LÉVY PROCESSES ON REAL LIE ALGEBRAS
• scientific article; zbMATH DE number 906965 (Why is no real title available?)
• Localization of quantum Bernoulli noises
• An alternative approach to Privault's discrete-time chaotic calculus
• A martingale characterization of quantum Poisson processes

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