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The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed.
Un Cig Ji, and Byeong Su Min. "q-White noise and non-adapted stochastic integral." Banach Center Publications 73.1 (2006): 267-275. <http://eudml.org/doc/281682>.
@article{UnCigJi2006, abstract = {The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed.}, author = {Un Cig Ji, Byeong Su Min}, journal = {Banach Center Publications}, keywords = {-Fock space; -Brownian motion}, language = {eng}, number = {1}, pages = {267-275}, title = {q-White noise and non-adapted stochastic integral}, url = {http://eudml.org/doc/281682}, volume = {73}, year = {2006}, }
TY - JOUR AU - Un Cig Ji AU - Byeong Su Min TI - q-White noise and non-adapted stochastic integral JO - Banach Center Publications PY - 2006 VL - 73 IS - 1 SP - 267 EP - 275 AB - The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed. LA - eng KW - -Fock space; -Brownian motion UR - http://eudml.org/doc/281682 ER -