Quantum Stochastic Calculus Applied to Path Spaces over Lie Groups

Nicolas Privault ()
Additional contact information
Nicolas Privault: Université de La Rochelle, Département de Mathématiques

A chapter in Proceedings of the International Conference on Stochastic Analysis and Applications, 2004, pp 85-94 from Springer

Abstract: Abstract Quantum stochastic calculus is applied to the proof of Skorokhod and Weitzenböck type identities for functionals of a Lie group-valued Brownian motion. In contrast to the case of ℝ d -valued paths, the computations use all three basic quantum stochastic differentials.

Keywords: Quantum stochastic calculus; Lie group-valued Brownian motion; Mathematics Subject Classification; 60H07; 81S25; 58J65; 58C35 (search for similar items in EconPapers)
Date: 2004
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4020-2468-9_6

Ordering information: This item can be ordered from
http://www.springer.com/9781402024689

DOI: 10.1007/978-1-4020-2468-9_6

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().