Check nearby libraries
Buy this book
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 anintroduction 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.
Check nearby libraries
Buy this book
Subjects
| Edition | Availability |
|---|---|
| 1 |
zzzz
|
| 2 |
aaaa
|
Book Details
Edition Notes
Includes bibliographical references (p. [277]-283) and indexes.
Classifications
The Physical Object
Edition Identifiers
Work Identifiers
Source records
Work Description
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.
Community Reviews (0)
Wikipedia citation
×CloseCopy and paste this code into your Wikipedia page. Need help?


