A non-commutative martingale representation theorem for non-Fock quantum Brownian motion

Abstract

AbstractA non-commutative theory of stochastic integration is constructed in which the integrators are the components of the quantum Brownian motion with non-unit variance. Unlike the unit variance (Fock) case, there is a Kunita-Watanabe type representation theorem for processes which are martingales with respect to the generated filtration

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This paper was published in Elsevier - Publisher Connector .

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