Random Times and Time Projections

DOI10.2307/2048086zbMath0718.46044OpenAlexW4231909790MaRDI QIDQ5749830

Christopher Barnett, Ivan F. Wilde

Publication date: 1990

Full work available at URL: https://doi.org/10.2307/2048086

zbMATH Keywords

conditional expectationsCAR algebraprocesstime projectionrandom timestochastic integral representationsbounded martingaleincreasing family of von Neumann subalgebras

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Martingales with continuous parameter (60G44) Noncommutative probability and statistics (46L53) Noncommutative measure and integration (46L51) Stochastic integrals (60H05)

Related Items (4)

Quantum stochastic integrals as operators ⋮ On stopping Fock-space processes ⋮ The optional stopping theorem for quantum martingales ⋮ Structure of the time projection for stopping times in von Neumann algebras

Cites Work

• Natural processes and Doob-Meyer decompositions over a probability gage space
• A non-commutative random stopping theorem
• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• Fermion martingales
• On non-Fock boson stochastic integrals
• The Ito-Clifford integral
• Stopping non-commutative processes
• Quasi-free stochastic integral representation theorems over the CCR
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