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Teoreticheskaya i Matematicheskaya Fizika, 1997, Volume 113, Number 2, Pages 276–284
DOI: https://doi.org/10.4213/tmf1077
(Mi tmf1077)
 

This article is cited in 12 scientific papers (total in 12 papers)

Non-commutative Ito and Stratonovich noise and stochastic evolutions

J. Gough

St. Patrick's College
References:
Abstract: We complete the theory of non-commutative stochastic calculus by introducing the Stratonovich representation. The key idea is to develope a theory of white noise analysis, for both the Ito and Stratonovich representations, which is based on distributions over piecewise continuous functions mapping into a Hilbert space. As an example, we give a derive the most general class of unitary stochastic evolutions, when the Hilbert space is the space of complex numbers, by first constructing the evolution in the Stratonovich representation where unitarity is self-evident.
Received: 15.04.1997
Revised: 10.07.1997
English version:
Theoretical and Mathematical Physics, 1997, Volume 113, Issue 2, Pages 1431–1437
DOI: https://doi.org/10.1007/BF02634168
Bibliographic databases:
Language: Russian
Citation: J. Gough, “Non-commutative Ito and Stratonovich noise and stochastic evolutions”, TMF, 113:2 (1997), 276–284; Theoret. and Math. Phys., 113:2 (1997), 1431–1437
Citation in format AMSBIB
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\by J.~Gough
\paper Non-commutative Ito and Stratonovich noise and stochastic evolutions
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\yr 1997
\vol 113
\issue 2
\pages 276--284
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\crossref{https://doi.org/10.4213/tmf1077}
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\transl
\jour Theoret. and Math. Phys.
\yr 1997
\vol 113
\issue 2
\pages 1431--1437
\crossref{https://doi.org/10.1007/BF02634168}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000072788800004}
Linking options:
  • https://www.mathnet.ru/eng/tmf1077
  • https://doi.org/10.4213/tmf1077
  • https://www.mathnet.ru/eng/tmf/v113/i2/p276
  • This publication is cited in the following 12 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теоретическая и математическая физика Theoretical and Mathematical Physics
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    References:45
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