Quantum stochastic convolution cocycles I
J. Martin Lindsay, Adam G. Skalski (2005)
Annales de l'I.H.P. Probabilités et statistiques
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J. Martin Lindsay, Adam G. Skalski (2005)
Annales de l'I.H.P. Probabilités et statistiques
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Svetlana Janković, Miljana Jovanović (2000)
Publications de l'Institut Mathématique
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Maria Elvira Mancino (1994)
Rendiconti del Seminario Matematico della Università di Padova
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Volkmar Liebscher (1998)
Banach Center Publications
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Starting from the scheme given by Hudson and Parthasarathy [7,11] we extend the conservation integral to the case where the underlying operator does not commute with the time observable. It turns out that there exist two extensions, a left and a right conservation integral. Moreover, Itô's formula demands for a third integral with two integrators. Only the left integral shows similar continuity properties to that derived in [11] used for extending the integral to more than simple integrands....
Stefano Bonaccorsi, Marco Fuhrman (1999)
Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni
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We prove some smoothing properties for the transition semigroup associated to a nonlinear stochastic equation in a Hilbert space. The proof introduces some tools from the Malliavin calculus and is based on a integration by parts formula.
Amosov, G.G. (2003)
International Journal of Mathematics and Mathematical Sciences
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Ayoola, E.O., Adeyeye, John O. (2007)
Journal of Applied Mathematics and Stochastic Analysis
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Fu, Xianlong (2009)
Journal of Inequalities and Applications [electronic only]
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Simon, Thomas (2000)
Electronic Communications in Probability [electronic only]
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