Overview

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.

Full Product Details

Author:   Paul A. Meyer
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Edition:   Second Edition 1995
Volume:   1538
Dimensions:   Width: 15.50cm , Height: 1.70cm , Length: 23.50cm
Weight:   1.020kg
ISBN:  

9783540602705

ISBN 10:   3540602704
Pages:   316
Publication Date:   17 November 1995
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

Non-commutative probability.- Spin.- The harmonic oscillator.- Fock space (1).- Fock space (2): Multiple fock spaces.- Stochastic calculus in Fock space.- Independent increments.

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