An alternative approach to Privault's discrete-time chaotic calculus

DOI10.1016/J.JMAA.2010.08.021MaRDI QIDQ711037zbMATHOpenAlexFDO

Authors Yanchun Lu, Huifang Chai, Caishi Wang

Publication date 25 October 2010

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2010.08.021

zbMATH Keywords

Malliavin calculusstochastic calculus for discrete-time proceses

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cites work

• scientific article; zbMATH DE number 1619453 (Why is no real title available?)
• Quantum probability for probabilists
• Stochastic analysis of Bernoulli processes
• Symmetric Hilbert spaces and related topics. Infinitely divisible positive definite functions, continuous products and tensor products, Gaussian and Poissonian stochastic processes

Cited in

(23)

• Discrete chaotic calculus and covariance identities
• Quantum integral equations of Volterra type in terms of discrete-time normal martingale
• Discrete time quantum Bernoulli noises in interacting Fock spaces
• Quantum stochastic cable equation acting on functionals of discrete-time normal martingales
• The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales
• From discrete to continuous stochastic calculus
• Characterization theorems for generalized functionals of discrete-time normal martingale
• An investigation of continuous-time quantum walk on hypercube in view of Cartesian product structure
• Bochner integration of operator-valued functions in terms of discrete-time normal martingales
• Quantum entropy in terms of local quantum Bernoulli noises and related properties
• Stochastic-\(\alpha\) calculus, a fundamental theorem and Burkholder-Davis-Gundy-type estimates
• Convergence theorems for generalized functional sequences of discrete-time normal martingales
• Convolution of functionals of discrete-time normal martingales
• Dirichlet forms constructed from annihilation operators on Bernoulli functionals
• Clark-Ocone formula for generalized functionals of discrete-time normal noises
• Coherent states in Bernoulli noise functionals
• Stochastic analysis of Bernoulli processes
• Quantum walk in terms of quantum Bernoulli noise and quantum central limit theorem for quantum Bernoulli noise
• A characterization of operators on functionals of discrete-time normal martingales
• Convergence theorems for operators sequences on functionals of discrete-time normal martingales
• Discrete-time quantum Bernoulli noises
• Wick analysis for Bernoulli noise functionals
• Quantum mutual entropy in terms of local quantum Bernoulli noises

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