Stochastic differential calculus, the Moyal *-product, and noncommutative geometry (Q2368139)

The authors present a reformulation of the Itõ calculus of stochastic differentials in terms of a differential calculus in the sense of noncommutative geometry. In this calculus, differentials do not commute with functions. The relation between both types of differential calculi is mediated by a generalized Moyal *-product. In contrast to the Itõ calculus, the new framework naturally incorporates analogues of higher- order differential forms.