Add to ORKGAbstract. We present an abstract approach to noncommutative stochastic integration in the context of a finite von Neumann algebra equipped with a normal, faithful, tracial state, with respect to processes with tensor or freely independent increments satisfying a stationarity condition, using a decoupling technique. We obtain necessary and sufficient conditions for stochastic inte-grability of Lp-processes with respect to such integrators. We apply the theory to stochastic integration with respect to Boson and free Brownian motion. 1
In this paper we construct a theory of stochastic integration of processes with values in L(H,E), wh...
AbstractWe study the meaning of stochastic integrals when the integrator is a quantum stochastic pro...
Generalized stochastic integral from predictable operator-valued random process with respect to a cy...
AbstractWe present an abstract approach to noncommutative stochastic integration in the context of a...
AbstractWe develop a theory of non-commutative stochastic integration with respect to the creation a...
Abstract. We introduce the notion of a random partition of the sto-chastic interval [τ0, τ∞] as an a...
AbstractA non-commutative theory of stochastic integration is constructed in which the integrators a...
AbstractStochastic calculus and stochastic differential equations for Brownian motion were introduce...
Abstract. In this paper we construct a theory of stochastic integration of processes with values in ...
AbstractWe present a theory of non-commutative stochastic integration analogous to the Itô-theory. I...
We study a family of free stochastic processes whose covariance kernels K may be derived as a transf...
Im Rahmen einer nichtkommutativen Wahrscheinlichkeitstheorie entstehen viele stationäre (Quanten-)Ma...
SUMMARY.Within the framework of conventional quantum stochastic calculus in a boson Fock space we ob...
The aim of this article is to characterize unitary increment process by a quantum stochastic integ...
We show that every separable Gaussian process with integrable variance function admits a Fredholm re...
In this paper we construct a theory of stochastic integration of processes with values in L(H,E), wh...
AbstractWe study the meaning of stochastic integrals when the integrator is a quantum stochastic pro...
Generalized stochastic integral from predictable operator-valued random process with respect to a cy...
AbstractWe present an abstract approach to noncommutative stochastic integration in the context of a...
AbstractWe develop a theory of non-commutative stochastic integration with respect to the creation a...
Abstract. We introduce the notion of a random partition of the sto-chastic interval [τ0, τ∞] as an a...
AbstractA non-commutative theory of stochastic integration is constructed in which the integrators a...
AbstractStochastic calculus and stochastic differential equations for Brownian motion were introduce...
Abstract. In this paper we construct a theory of stochastic integration of processes with values in ...
AbstractWe present a theory of non-commutative stochastic integration analogous to the Itô-theory. I...
We study a family of free stochastic processes whose covariance kernels K may be derived as a transf...
Im Rahmen einer nichtkommutativen Wahrscheinlichkeitstheorie entstehen viele stationäre (Quanten-)Ma...
SUMMARY.Within the framework of conventional quantum stochastic calculus in a boson Fock space we ob...
The aim of this article is to characterize unitary increment process by a quantum stochastic integ...
We show that every separable Gaussian process with integrable variance function admits a Fredholm re...
In this paper we construct a theory of stochastic integration of processes with values in L(H,E), wh...
AbstractWe study the meaning of stochastic integrals when the integrator is a quantum stochastic pro...
Generalized stochastic integral from predictable operator-valued random process with respect to a cy...