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Displaying similar documents to “Stochastic characterization of plurisubharmonicity and convexity of functions”

q-White noise and non-adapted stochastic integral

Un Cig Ji, Byeong Su Min (2006)

Banach Center Publications

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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.

Variably skewed Brownian motion.

Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi (2000)

Electronic Communications in Probability [electronic only]

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