On integration with respect to the \(q\)-Brownian motion

DOI10.1016/j.spl.2014.07.029zbMath1321.60114arXiv1407.7090OpenAlexW1981993561MaRDI QIDQ467041

Wlodzimierz Bryc

Publication date: 3 November 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1407.7090

zbMATH Keywords

stochastic integrationItō formula\(q\)-Brownian motionstochastic quantum calculus

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Related Items (1)

Itô's formula, the stochastic exponential, and change of measure on general time scales

Cites Work

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