The functional Ito formula in quantum stochastic calculus
G. O. S. Ekhaguere
Abstract
G. O. S. Ekhaguere
Abstract
Using an Op-*-algebraic approach, noncommutative analogs of the Ito formula of classical stochastic calculus within the framework of the Hudson–Parthasarathy formulation of Boson quantum stochastic calculus are proven.
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Using an Op-*-algebraic approach, noncommutative analogs of the Ito formula of classical stochastic calculus within the framework of the Hudson–Parthasarathy formulation of Boson quantum stochastic calculus are proven.
Key concepts: Quantum stochastic calculus, Stochastic calculus, Noncommutative geometry, Quantum differential calculus, Calculus (dental), Time-scale calculus, Mathematics, Functional calculus