Title of article
Stochastic integration with respect to q Brownian motion
Author/Authors
Donati-Martin، C. نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
-76
From page
77
To page
0
Abstract
We develop a stochastic integration with respect to a q-Brownian motion (for -1 < q < 1), i.e. a non commutative process X(t) = a(t) + a^*(t)where the operator a(t) and its adjoint fulfill the q commutation relation a(s) a^*(t) - q a^*(t) a(s) = (s \wedge t) 1; under the vacuum state expectation. We show that this process enjoys a predictable representation type property.
Keywords
Static Water Level Mapping , Water resources planning , round Water Hydrology in Glacial Drift , Glacial Drift
Journal title
PROBABILITY THEORY AND RELATED FIELDS
Serial Year
2003
Journal title
PROBABILITY THEORY AND RELATED FIELDS
Record number
73141
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