Itô's stochastic calculus and Heisenberg commutation relations

DOI10.1016/J.SPA.2010.01.016MaRDI QIDQ972812zbMATHOpenAlexFDO

Authors Philippe Biane

Publication date 21 May 2010

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2010.01.016

zbMATH Keywords

diffusion processesstochastic integralsHeisenberg commutation relations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Noncommutative probability and statistics (46L53)

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Cited in

(8)

• An algebraic construction of quantum flows with unbounded generators
• Quantum stochastic processes: a case study
• On the small mass limit of quantum Brownian motion with inhomogeneous damping and diffusion
• A stochastic differential game of low carbon technology sharing in collaborative innovation system of superior enterprises and inferior enterprises under uncertain environment
• Itô formula for one-dimensional continuous-time quantum random walk
• Stochastic calculus in physics
• The Stratonovich interpretation of quantum stochastic approximations
• The open quantum Brownian motions

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