Title of article
Noncommutative stochastic integration through decoupling
Author/Authors
Dirksen، نويسنده , , Sjoerd، نويسنده ,
Issue Information
دوهفته نامه با شماره پیاپی سال 2010
Pages
24
From page
200
To page
223
Abstract
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 integrability of L p -processes with respect to such integrators. We apply the theory to stochastic integration with respect to Boson and free Brownian motion.
Keywords
Noncommutative probability theory , Decoupling , Stochastic integration , Khintchine inequalities , Noncommutative L p -spaces , Noncommutative Brownian motion
Journal title
Journal of Mathematical Analysis and Applications
Serial Year
2010
Journal title
Journal of Mathematical Analysis and Applications
Record number
1561186
Link To Document