Random Times, Predictable Processes and Stochastic Integration in Finite Von Neumann Algebras
DOI10.1112/plms/s3-67.2.355zbMath0793.46041OpenAlexW2092808604MaRDI QIDQ4287046
Christopher Barnett, Ivan F. Wilde
Publication date: 18 August 1994
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1112/plms/s3-67.2.355
predictable processesnon-commutative stochastic processesrandom stoppingnon-commutative \(L^ p\)-spacesrandom times are fundamental
Free probability and free operator algebras (46L54) Stopping times; optimal stopping problems; gambling theory (60G40) Noncommutative probability and statistics (46L53) Noncommutative measure and integration (46L51) Stochastic integrals (60H05)
Related Items (7)
This page was built for publication: Random Times, Predictable Processes and Stochastic Integration in Finite Von Neumann Algebras