q-White noise and non-adapted stochastic integral

• Autorzy: Un Cig Ji , Byeong Su Min
• Języki publikacji: EN

Abstrakty

EN

The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed.

Kategorie tematyczne

• 60H40: White noise theory
• 81S05: Canonical quantization, commutation relations and statistics

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Banach Center Publications
• Rocznik: 2006
• Tom: 73
• Numer: 1
• Strony: 267-275

Daty

wydano

2006

Twórcy

autor

Un Cig Ji

• Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju 361-763, Korea

autor

Byeong Su Min

• Department of Mathematics, Chungbuk National University, Cheongju 361-763, Korea

Identyfikatory

DOI

10.4064/bc73-0-19