Conditional expectation and stochastic integrals in non-commutative Lp spaces

DOI10.1017/S0305004100070432MaRDI QIDQ3982364zbMATH OpenOpenAlexFDO

Authors Stanisław Goldstein

Publication date 26 June 1992

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

Full work available at URL https://doi.org/10.1017/s0305004100070432

zbMATH Keywords

combinations of the creation and annihilation processesnon- commutative martingalesoperator-algebraic approach to non-commutative stochastic integrals

Mathematics Subject Classification ID

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

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Cites work

• A martingale characterization of canonical commutation and anticommutation relations
• A non-commutative extension of abstract integration
• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• Applications of the complex interpolation method to a von Neumann algebra: non-commutative L^ p-spaces
• Conditional expectations in von Neumann algebras
• On non-Fock boson stochastic integrals
• Operator valued weights in von Neumann algebras. I
• Quasi-free quantum stochastic integrals for the CAR and CCR
• The Ito-Clifford integral

Cited in

(16)

• Von Neumann algebra conditional expectations with applications to generalized representing measures for noncommutative function algebras
• Dynamics on noncommutative Orlicz spaces
• Continuity of a quantum stochastic process
• Stochastic integrals in an arbitrary probability gauge space
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• COMPOSITION OPERATORS ON HAAGERUP L^p-SPACES
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• scientific article; zbMATH DE number 3921285 (Why is no real title available?)
• scientific article; zbMATH DE number 1278026 (Why is no real title available?)
• WEAK AND STRONG MARTINGALE CONVERGENCES OF GENERALIZED CONDITIONAL EXPECTATIONS IN NONCOMMUTATIVE L^p-SPACES
• scientific article; zbMATH DE number 1370343 (Why is no real title available?)
• A HILBERT C*-MODULE VIEW OF SOME SPACES RELATED TO PROBABILISTIC CONDITIONAL EXPECTATION
• Extensions of the noncommutative integration
• Quantum stochastic integrals as operators
• Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting
• On a class of subdiagonal algebras

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