A non-commutative random stopping theorem

DOI10.1016/0022-1236(90)90109-XzbMath0697.60048MaRDI QIDQ911154

Bharat Thakrar, Christopher Barnett

Publication date: 1990

Published in: Journal of Functional Analysis (Search for Journal in Brave)

zbMATH Keywords

von Neumann algebraconditional expectationsnon-commutative stopping time

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Free probability and free operator algebras (46L54) Stopping times; optimal stopping problems; gambling theory (60G40) Noncommutative probability and statistics (46L53) Noncommutative measure and integration (46L51) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Related Items (7)

A Note on P-Times and Time Projections ⋮ Quantum stochastic integrals as operators ⋮ On stopping Fock-space processes ⋮ Random Partition and Stochastic Integration in Finite von Neumann Algebras ⋮ On the Order Structure of Time Projection ⋮ Structure of the time projection for stopping times in von Neumann algebras ⋮ Random Times and Time Projections

Cites Work

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• Quasi-free quantum stochastic integrals for the CAR and CCR
• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• Fermion martingales
• Completely positive quasi-free maps on the CAR algebra
• Stopping non-commutative processes
• Supermartingales on Semifinite Von Neumann Algebras

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