Itô's stochastic calculus and Heisenberg commutation relations

DOI10.1016/J.SPA.2010.01.016zbMATH Open1194.60035OpenAlexW2019500627MaRDI QIDQ972812FDOQ972812

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

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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)

Cites Work

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Cited In (8)

• On the small mass limit of quantum Brownian motion with inhomogeneous damping and diffusion
• An algebraic construction of quantum flows with unbounded generators
• A stochastic differential game of low carbon technology sharing in collaborative innovation system of superior enterprises and inferior enterprises under uncertain environment
• Quantum stochastic processes: a case study
• 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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