Stochastic integration with respect to q Brownian motion
成果类型：
Article
署名作者：
Donati-Martin, C
署名单位：
Universite de Toulouse; Universite Toulouse III - Paul Sabatier
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-002-0224-4
发表日期：
2003
页码：
77-95
关键词：
摘要：
We develop a stochastic integration with respect to a q-Brownian motion (for -1 < q < 1), i.e. a non commutative process X, = a, + a(t)* where the operator at and its adjoint fulfill the q commutation relation a(s)a(t)* - qa(t)*a(s) = (S boolean AND t) 1; under the vacuum state expectation. We show that this process enjoys a predictable representation type property.
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