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In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a non-commutative set-up to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide an introduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis. For this second edition, the author…
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Editions
2 editions- Other · German · 1995Springer · 312 pages · 9783540602705
- Other · German · 1993Springer-Verlag · 287 pages · 9783540564768
ProbabilitiesQuantum theoryStochastic processesMathematical physicsMathematicsDistribution (Probability theory)






