• 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