White Noise on Bialgebras
Stochastic processes with independent increments on a group are generalized to the concept of "white noise" on a Hopf algebra or bialgebra. The main purpose of the book is the characterization of these processes as solutions of quantum stochastic differential equations in the sense of R.L....
Saved in:
Main Author | |
---|---|
Format | eBook |
Language | English |
Published |
Berlin, Heidelberg
Springer Berlin / Heidelberg
2006
Springer Berlin Heidelberg Springer |
Edition | 1 |
Series | Lecture Notes in Mathematics |
Subjects | |
Online Access | Get full text |
Cover
Loading…
Summary: | Stochastic processes with independent increments on a group are generalized to the concept of "white noise" on a Hopf algebra or bialgebra. The main purpose of the book is the characterization of these processes as solutions of quantum stochastic differential equations in the sense of R.L. Hudsonand K.R. Parthasarathy. The notes are a contribution to quantum probability but they are also related to classical probability, quantum groups, and operator algebras. The Az ma martingales appear as examples of white noise on a Hopf algebra which is a deformation of the Heisenberg group. The book will be of interest to probabilists and quantum probabilists. Specialists in algebraic structures who are curious about the role of their concepts in probablility theory as well as quantum theory may find the book interesting. The reader should havesome knowledge of functional analysis, operator algebras, and probability theory. |
---|---|
ISBN: | 3540566279 9783540566274 9783662215142 3662215144 |
ISSN: | 0075-8434 1617-9692 |
DOI: | 10.1007/BFb0089237 |