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An analog of the Itô decomposition for multiplicative processes with values in a Lie group (Q3992208)

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scientific article; zbMATH DE number 39206
Language Label Description Also known as
English
An analog of the Itô decomposition for multiplicative processes with values in a Lie group
scientific article; zbMATH DE number 39206

    Statements

    publication date
    28 June 1992
    0 references
    zbMATH Keywords
    stochastic differential equation
    0 references
    quantum probability
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    Lévy-Khinchin formula
    0 references
    Itô decomposition
    0 references
    multiplicative process
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    Identifiers

    Mathematics Subject Classification ID
    60B15
    0 references
    60H10
    0 references
    46L51
    0 references
    46L53
    0 references
    46L54
    0 references
    zbMATH DE Number
    39206
    0 references
     
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