Quantum Probability for Probabilists. 2nd ed. 1995

種類:

電子ブック

責任表示:

by Paul A. Meyer

出版情報:

Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1995

著者名:

• Meyer, Paul A.
• SpringerLink (Online service)

シリーズ名:

Lecture Notes in Mathematics ; 1538

ISBN:

9783540369592 [3540369597]    

注記:

Non-commutative probability -- Spin -- The harmonic oscillator -- Fock space (1) -- Fock space (2): Multiple fock spaces -- Stochastic calculus in Fock space -- Independent increments.
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.

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