q-White noise and non-adapted stochastic integral
Banach Center Publications (2006)
- Volume: 73, Issue: 1, page 267-275
- ISSN: 0137-6934
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topUn 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 -
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