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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
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
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
Linking options:
https://www.mathnet.ru/eng/tmf1077https://doi.org/10.4213/tmf1077 https://www.mathnet.ru/eng/tmf/v113/i2/p276
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Abstract page: | 369 | Full-text PDF : | 207 | References: | 45 | First page: | 1 |
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