q-Deformed Brownian Motion

From MaRDI portal
Publication:6468010




Abstract: Brownian motion may be embedded in the Fock space of bosonic free field in one dimension.Extending this correspondence to a family of creation and annihilation operators satisfying a q-deformed algebra, the notion of q-deformation is carried from the algebra to the domain of stochastic processes.The properties of q-deformed Brownian motion, in particular its non-Gaussian nature and cumulant structure,are established.











This page was built for publication: q-Deformed Brownian Motion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6468010)