Stopping non-commutative processes

DOI10.1017/S0305004100064045zbMath0585.60058MaRDI QIDQ3709555

No author found.

Publication date: 1986

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

optional stopping theoremstopping timesnon commutative probabilityClifford probability gauge spacerandom time martingale convergence theorem

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Martingales with continuous parameter (60G44) Noncommutative probability and statistics (46L53) Noncommutative measure and integration (46L51) Stochastic integrals (60H05)

Related Items (9)

Quantum stopping times stochastic integral in the interacting Fock space ⋮ Quantum stochastic integrals as operators ⋮ A non-commutative random stopping theorem ⋮ On stopping Fock-space processes ⋮ Stopping times for quantum Markov chains ⋮ The optional stopping theorem for quantum martingales ⋮ Structure of the time projection for stopping times in von Neumann algebras ⋮ On martingale inequalities in non-commutative stochastic analysis ⋮ Random Times and Time Projections

Cites Work

• Unnamed Item
• The strong Markov property for canonical Wiener processes
• The Ito-Clifford integral
• Martingales on von Neumann algebras

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