On integration with respect to the \(q\)-Brownian motion (Q467041)
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scientific article; zbMATH DE number 6363291
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| English | On integration with respect to the \(q\)-Brownian motion |
scientific article; zbMATH DE number 6363291 |
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On integration with respect to the \(q\)-Brownian motion (English)
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3 November 2014
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Based on the author's abstract: The author uses the Jackson \(q\)-integral to define integration with respect to the so called \(q\)-Brownian motion, for a parameter \(0 < q < 1\). The main results of the paper are the \(q\)-analogues of the \(L^2\)-isometry and of the Itō formula for polynomial integrands. It is also indicated how the \(L^2\)-isometry extends the integral to more general functions.
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\(q\)-Brownian motion
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stochastic integration
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Itō formula
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stochastic quantum calculus
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0.8436247110366821
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0.8360987901687622
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0.8249653577804565
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0.7991831302642822
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