On integration with respect to the \(q\)-Brownian motion
Based on the author's abstract: The author uses the Jackson \(q\)-integral to define integration with respect to the so called \(q\)-Brownian motion, for a parameter \(0 < q < 1\). The main results of the paper are the \(q\)-analogues of the \(L^2\)-isometry and of the Itō formula for polynomial integrands. It is also indicated how the \(L^2\)-isometry extends the integral to more general functions.
scientific article; zbMATH DE number 6363291
scientific article