Noncommutative stochastic integration through decoupling
DOI10.1016/J.JMAA.2010.04.062zbMATH Open1201.81081OpenAlexW2032964398MaRDI QIDQ984774FDOQ984774
Authors: Sjoerd Dirksen
Publication date: 20 July 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.2010.04.062
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decouplingstochastic integrationnoncommutative \(L^p\)-spacesKhintchine inequalitiesnoncommutative Brownian motionnoncommutative probability theory
Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Noncommutative probability and statistics (46L53) Quantum stochastic calculus (81S25)
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Cited In (6)
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- Well-posedness of quantum stochastic differential equations driven by fermion Brownian motion in noncommutative \(L^p\)-space
- Grassmannian stochastic analysis and the stochastic quantization of Euclidean fermions
- A variance bound for a general function of independent noncommutative random variables
- Maximal inequalities in noncommutative probability spaces
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