A different quantum stochastic calculus for the Poisson process
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Publication:1917639
DOI10.1007/BF01203837zbMath0849.60056MaRDI QIDQ1917639
Publication date: 20 August 1996
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Quantum stochastic calculus (81S25) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (7)
Partial mixing and Edgeworth expansion ⋮ SPLITTING OF POISSON NOISE AND LÉVY PROCESSES ON REAL LIE ALGEBRAS ⋮ The Segal-Bargmann transform for Lévy functionals ⋮ Smoothness of Wigner densities on the affine algebra ⋮ Localization of quantum Bernoulli noises ⋮ Non-Gaussian Malliavin calculus on real Lie algebras ⋮ Analysis of generalized Lévy white noise functionals
Cites Work
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- Quantum Ito's formula and stochastic evolutions
- Stochastic calculus with anticipating integrands
- Quantum probability for probabilists
- A transfer principle from Wiener to Poisson space and applications
- Chaotic and variational calculus in discrete and continuous time for the poisson process
- A quantum nonadapted Ito formula and stochastic analysis in Fock scale
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