Stochastic integration with respect to q Brownian motion

被引：22
|
作者：
Donati-Martin, C [1 ]
机构：
[1] Univ Toulouse 3, Lab Stat & Probabil, F-31062 Toulouse 04, France
来源：
PROBABILITY THEORY AND RELATED FIELDS | 2003年 / 125卷 / 01期
关键词：
Brownian Motion; Stochastic Integration;
D O I：
10.1007/s00440-002-0224-4
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We develop a stochastic integration with respect to a q-Brownian motion (for -1 < q < 1), i.e. a non commutative process X, = a, + a(t)* where the operator at and its adjoint fulfill the q commutation relation a(s)a(t)* - qa(t)*a(s) = (S boolean AND t) 1; under the vacuum state expectation. We show that this process enjoys a predictable representation type property.
引用
收藏
页码：77 / 95
页数：19
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