Stochastic integration with respect to \(q\) Brownian motion

DOI10.1007/s00440-002-0224-4zbMath1033.60066OpenAlexW2018485730MaRDI QIDQ1871743

Catherine Donati-Martin

Publication date: 4 May 2003

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-002-0224-4

zbMATH Keywords

Fock spacequantum stochastic calculusfree probability\(q\)-Brownian motionnon-commutative stochastic processes

Mathematics Subject Classification ID

Quantum stochastic calculus (81S25) Stochastic integrals (60H05)

Related Items (16)

Segal-Bargmann transform: the \(q\)-deformation ⋮ Fourth moment theorem and \(q\)-Brownian chaos ⋮ Generators of some non-commutative stochastic processes ⋮ Integration with respect to the non-commutative fractional Brownian motion ⋮ Fock space associated with quadrabasic Hermite orthogonal polynomials ⋮ On stochastic calculus with respect to \(q\)-Brownian motion ⋮ On the rough-paths approach to non-commutative stochastic calculus ⋮ Fock representations of multicomponent (particularly non-Abelian anyon) commutation relations ⋮ On integration with respect to the \(q\)-Brownian motion ⋮ A free stochastic partial differential equation ⋮ On multiplication in \(q\)-Wiener chaoses ⋮ The \((q, t)\)-Gaussian process ⋮ Noncommutative stochastic integration through decoupling ⋮ Fock space associated to Coxeter groups of type B ⋮ Type B Gaussian statistics as noncommutative central limits ⋮ Meixner class of non-commutative generalized stochastic processes with freely independent values. I: A characterization

This page was built for publication: Stochastic integration with respect to \(q\) Brownian motion