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The ℤ₂-graded sticky shuffle product Hopf algebra

Robin L. Hudson (2006)

Banach Center Publications

By abstracting the multiplication rule for ℤ₂-graded quantum stochastic integrals, we construct a ℤ₂-graded version of the Itô Hopf algebra, based on the space of tensors over a ℤ₂-graded associative algebra. Grouplike elements of the corresponding algebra of formal power series are characterised.

The monotone Poisson process

Alexander C. R. Belton (2006)

Banach Center Publications

The coefficients of the moments of the monotone Poisson law are shown to be a type of Stirling number of the first kind; certain combinatorial identities relating to these numbers are proved and a new derivation of the Cauchy transform of this law is given. An investigation is begun into the classical Azéma-type martingale which corresponds to the compensated monotone Poisson process; it is shown to have the chaotic-representation property and its sample paths are described.

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