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

DOI10.1016/J.JMAA.2010.08.021zbMATH Open1205.60106OpenAlexW2093817127MaRDI QIDQ711037FDOQ711037

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

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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)

Cites Work

• 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
• Title not available (Why is that?)

Cited In (23)

• Convolution of functionals of discrete-time normal martingales
• Coherent states in Bernoulli noise functionals
• Quantum integral equations of Volterra type in terms of discrete-time normal martingale
• Stochastic-\(\alpha\) calculus, a fundamental theorem and Burkholder-Davis-Gundy-type estimates
• Wick analysis for Bernoulli noise functionals
• Discrete chaotic calculus and covariance identities
• Clark-Ocone formula for generalized functionals of discrete-time normal noises
• An investigation of continuous-time quantum walk on hypercube in view of Cartesian product structure
• Title not available (Why is that?)
• Discrete-time quantum Bernoulli noises
• The Bochner-convolution integral for generalized functional-valued functions of discrete-time normal martingales
• Characterization theorems for generalized functionals of discrete-time normal martingale
• From discrete to continuous stochastic calculus
• 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 generalized functional sequences of discrete-time normal martingales
• Quantum mutual entropy in terms of local quantum Bernoulli noises
• Dirichlet forms constructed from annihilation operators on Bernoulli functionals
• Convergence theorems for operators sequences on functionals of discrete-time normal martingales
• Discrete time quantum Bernoulli noises in interacting Fock spaces
• Quantum entropy in terms of local quantum Bernoulli noises and related properties
• Quantum stochastic cable equation acting on functionals of discrete-time normal martingales

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