Lecture Notes in Mathematics

Meyer, Paul A.

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.

Details

Published by: Springer

Publication Date: 1995-11-17

Format: Paperback

ISBN-13: 9783540602705

DOI: 10.1007/BFb0084701

Dimensions: 235cm x155cm

Pages: 316