Conditional expectation and stochastic integrals in non-commutative Lp spaces

DOI10.1017/S0305004100070432zbMath0747.60055OpenAlexW2007875807MaRDI QIDQ3982364

Stanisław Goldstein

Publication date: 26 June 1992

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0305004100070432

zbMATH Keywords

combinations of the creation and annihilation processesnon- commutative martingalesoperator-algebraic approach to non-commutative stochastic integrals

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Noncommutative probability and statistics (46L53) Noncommutative measure and integration (46L51) Stochastic integrals (60H05)

Related Items (6)

Dynamics on noncommutative Orlicz spaces ⋮ Quantum stochastic integrals as operators ⋮ Continuity of a quantum stochastic process ⋮ On a class of subdiagonal algebras ⋮ COMPOSITION OPERATORS ON HAAGERUP L^p-SPACES ⋮ Von Neumann algebra conditional expectations with applications to generalized representing measures for noncommutative function algebras

Cites Work

• Quasi-free quantum stochastic integrals for the CAR and CCR
• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• Applications of the complex interpolation method to a von Neumann algebra: non-commutative \(L^ p\)-spaces
• On non-Fock boson stochastic integrals
• A martingale characterization of canonical commutation and anticommutation relations
• Operator valued weights in von Neumann algebras. I
• The Ito-Clifford integral
• Conditional expectations in von Neumann algebras
• A non-commutative extension of abstract integration

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