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....

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Détails bibliographiques
Auteur principal: Schürmann, Michael, 1955-...., mathématicien
Format: Livre numérique
Langue:Anglais
Publié: Berlin [etc.] : Springer [20..].
Cham : Springer Nature
Collection:Lecture notes in mathematics 1544
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Edition sous un autre format:• White noise on bialgebras, Michael Schürmann, Berlin, Springer-Verlag, 1993, 1 vol. (146 p.), Lecture notes in mathematics, 3-540-56627-9
• White Noise on Bialgebras, Texte imprimé, 9783662215142
Description
Résumé: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.
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ISBN:9783540476146
ISSN:1617-9692
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