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Springer Quantum Probability for Probabilists: 1538 (Lecture Notes in Mathematics, 1538)

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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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
17 November 1995
Listed Since
13 December 2006

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