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Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula

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Theory and Application of Random Fields

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 49))

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References

  1. H.P. Mckean, Stochastic Integrals, London-New York: Academic Press, 1969.

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  2. K.R.Parthasarathy and K.B. Sinha, A random Trotter-Kato product formula, Statistics and Probability: Essays in Honor of C.R. Rao (G.Kallianpur, P.R. Krishnaiah, J.K. Ghosh, eds.) 553–565, North Holland, 1982.

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  3. K.R. Parthasarathy, On a class of Time Inhomogeneous Nonsingular Flows and Schrodinger Operators, Math. Z, 179, 123–133, 1981.

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Authors and Affiliations

  1. The University of Nottingham, Indian Statistical Institute, Calcutta

    R. L. Hudson, R. L. Karandikar & K. R. Parthasarathy

  2. Indian Statistical Institute, Delhi

    R. L. Hudson, R. L. Karandikar & K. R. Parthasarathy

Authors
  1. R. L. Hudson
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  2. R. L. Karandikar
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  3. K. R. Parthasarathy
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G. Kallianpur

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© 1983 Springer-Verlag

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Hudson, R.L., Karandikar, R.L., Parthasarathy, K.R. (1983). Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula. In: Kallianpur, G. (eds) Theory and Application of Random Fields. Lecture Notes in Control and Information Sciences, vol 49. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044684

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  • DOI: https://doi.org/10.1007/BFb0044684

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12232-6

  • Online ISBN: 978-3-540-39564-5

  • eBook Packages: Springer Book Archive

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