DIFFUSION PROCESSES WITH RESPECT TO FREE BROWNIAN MOTION

DOI10.1142/S0219025700000273zbMath0965.60066MaRDI QIDQ4522399

Maria Elvira Mancino

Publication date: 2 August 2001

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

existenceuniquenessMarkov propertyfree Fock spacestochastic differential equations of diffusion type

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Diffusion processes (60J60) Noncommutative probability and statistics (46L53) Quantum stochastic calculus (81S25)

Cites Work

• Quantum Ito's formula and stochastic evolutions
• Stochastic integration on the full Fock space with the help of a kernel calculus
• Stochastic integration on the Cuntz algebra \({\mathcal O}_ \infty\)
• Stochastic calculus with respect to free Brownian motion and analysis on Wigner space