A Heisenberg inequality for stochastic integrals

DOI10.1007/S10959-004-2605-3MaRDI QIDQ1780926zbMATH OpenOpenAlexFDO

Authors Carl Mueller, A. I. Stan

Publication date 14 June 2005

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0306263

zbMATH Keywords

commutation relationshipHeisenberg inequalityItô's formulaMartingaleSchwarz inequalityunitary operator

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)

Abstract: An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg inequality.

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Cites work

• Gaussian Hilbert Spaces
• scientific article; zbMATH DE number 3883355 (Why is no real title available?)
• scientific article; zbMATH DE number 873388 (Why is no real title available?)
• scientific article; zbMATH DE number 3382976 (Why is no real title available?)
• scientific article; zbMATH DE number 3109251 (Why is no real title available?)

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