On the path structure of a semimartingale arising from monotone probability theory

DOI10.1214/07-AIHP116zbMath1180.60037arXiv0709.3788OpenAlexW3104602049MaRDI QIDQ731665

Alexander C. R. Belton

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0709.3788

zbMATH Keywords

quantum probabilitymonotone independencenon-commutative probabilitymonotone Poisson process

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items

The monotone cumulants

Cites Work

• Représentation prévisible et changement de temps. (Previsible representation and change of time)
• A new example of `independence' and `white noise'
• The fundamental theorem of asset pricing for unbounded stochastic processes
• On the Lambert \(w\) function
• The chaotic-representation property for a class of normal martingales
• [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
• MONOTONIC INDEPENDENCE, MONOTONIC CENTRAL LIMIT THEOREM AND MONOTONIC LAW OF SMALL NUMBERS
• An Isomorphism of Quantum Semimartingale Algebras
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item