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.
Produkteigenschaften
- Artikelnummer: 9783540564768
- Medium: Buch
- ISBN: 978-3-540-56476-8
- Verlag: Springer
- Erscheinungstermin: 08.03.1993
- Sprache(n): Englisch
- Auflage: 1. Auflage 1993
- Serie: Lecture Notes in Mathematics
- Produktform: Kartoniert
- Gewicht: 445 g
- Seiten: 287
- Format (B x H): 170 x 242 mm
- Ausgabetyp: Kein, Unbekannt
- Nachauflage: 978-3-540-60270-5