• 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