INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES-Reference-Cited by-同舟云学术

INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES

Published:2005-03 Issue:01 Volume:08 Page:55-72
ISSN:0219-0257
Container-title:Infinite Dimensional Analysis, Quantum Probability and Related Topics
language:en
Short-container-title:Infin. Dimens. Anal. Quantum. Probab. Relat. Top.

Author:

JI UN CIG¹,SINHA KALYAN B.²

Affiliation:

1. Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju 361-763, Korea

2. Statistics–Mathematics Division, Indian Statistical Institute, Kolkata 700108, India

Abstract

A stochastic integral representation in terms of generalized integral kernel operator is proved for a wide class of quantum martingales which includes regular martingales and the martingales determined by the second quantization of integral operators containing singular kernels.

Publisher

World Scientific Pub Co Pte Lt

Subject

Applied Mathematics,Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

Link

https://www.worldscientific.com/doi/pdf/10.1142/S0219025705001858

Reference25 articles.

1. White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance

2. An Algebra of Non-commutative Bounded Semimartingales: Square and Angle Quantum Brackets

3. QUANTUM STOCHASTIC ANALYSIS VIA WHITE NOISE OPERATORS IN WEIGHTED FOCK SPACE

4. Carleton Math. Lect. Notes 13;Hida T.,1975

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