Itô's stochastic calculus and Heisenberg commutation relations

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

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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Itô's stochastic calculus: its surprising power for applications
• On stochastic differential equations
• Spectral Type of the Shift Transformation of Differential Processes With Stationary Increments
• Quantum Ito's formula and stochastic evolutions
• Derivations as square roots of Dirichlet forms
• Stochastic integral
• On Square Integrable Martingales
• Quantum probability for probabilists.
• On a stochastic integral equation
• Chaotic representation for finite markov chains

Cited In (7)

• 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
• The Stratonovich interpretation of quantum stochastic approximations
• The open quantum Brownian motions

This page was built for publication: Itô's stochastic calculus and Heisenberg commutation relations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q972812)