Stochastic calculus with respect to free Brownian motion and analysis on Wigner space (Q1272366)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic calculus with respect to free Brownian motion and analysis on Wigner space |
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Stochastic calculus with respect to free Brownian motion and analysis on Wigner space (English)
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23 August 1999
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A stochastic analysis is developed for a stochastic integral with respect to free Browian motion: Burkholder-Gundy type inequality, Itô representation theorem, Itô formula, multiple stochastic integrals.
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free Browian motion
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multiple stochastic integrals
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Wigner spaces
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