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 has added about 30 pages of new material, mostly on quantum stochastic integrals.
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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.
Non-commutative probability.- Spin.- The harmonic oscillator.- Fock space (1).- Fock space (2): Multiple fock spaces.- Stochastic calculus in Fock space.- Independent increments.
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Produktdetaljer
ISBN
9783540602705
Publisert
1995-11-17
Utgave
2. utgave
Utgiver
Vendor
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Research, UP, P, 05, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Forfatter