Calcul stochastique non commutatif

Paul-André Meyer

Séminaire Bourbaki (1986-1987)

  • Volume: 29, page 55-66
  • ISSN: 0303-1179

How to cite


Meyer, Paul-André. "Calcul stochastique non commutatif." Séminaire Bourbaki 29 (1986-1987): 55-66. <>.

author = {Meyer, Paul-André},
journal = {Séminaire Bourbaki},
keywords = {stochastic differential equations; noncommutative (quantum) probability theory; noncommutative stochastic processes},
language = {fre},
pages = {55-66},
publisher = {Société Mathématique de France},
title = {Calcul stochastique non commutatif},
url = {},
volume = {29},
year = {1986-1987},

AU - Meyer, Paul-André
TI - Calcul stochastique non commutatif
JO - Séminaire Bourbaki
PY - 1986-1987
PB - Société Mathématique de France
VL - 29
SP - 55
EP - 66
LA - fre
KW - stochastic differential equations; noncommutative (quantum) probability theory; noncommutative stochastic processes
UR -
ER -


  1. R.L. Hudson et K.R. ParthasarathyQuantum Ito's formula and stochastic evolutions, Comm. Math. Phys.1984, p. 301-323. Zbl0546.60058MR745686
  2. H. MaassenQuantum Markov processes on Fock space described by integral kernels. Quantum probability and applications II, p. 361-374. (Heidelberg1984, L. Accardi et W. von Waldenfels ed.) Lecture Notes in Math.1136. MR819517
  3. P.-A. Meyer - Éléments de probabilités quantiques, Sém. Prob.XX, p. 186-312 (J. Azéma et M. Yor éd.). Lecture Notes in Math.1204, Springer1986 (à suivre vol. XXI). Zbl0604.60001MR942022
  4. C. Barnett, R.F. Streater, I.F. Wilde - The Ito-Clifford Integral, J. Functional Anal.48, 1982 ; J. London M. Soc.27, 1983 ; Comm. Math. Phys.89, 1983 ; Zbl0492.46051MR674057
  5. J. Operator Theory11, 1984. 
  6. Cf. C. Barnett et I. Wilde, J. Funct. Anal.58, 1984 ; D.B. Applebaum et R.L. Hudson, Comm. Math. Phys.96, 1984. MR759103
  7. R.L. Hudson, J.M. Lindsay - Uses of non-Fock brownian motion and a quantum martingale representation theorem. Quantum probability and applications II, Proceedings Heidelberg1984, Lecture Notes in Math.1136. Zbl0569.60055
  8. K.R. Parthasarathy et K.B. SinhaStochastic integral representation of bounded quantum martingales in Fock space, et Stop times in Fock space quantum stochastic calculus. 

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