The Ito formula for perturbed Brownian martingales

Bulletin of the London Mathematical Society

Volumn 32, Issue 6, 2000, Pages 736-745

  Vincent Smith, G F ^a  

^a ORIEL COLLEGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039383362     PISSN: 00246093     EISSN: None     Source Type: Journal    
DOI: 10.1112/S0024609300007712     Document Type: Article

References (11)

1. S. ATTAL, 'An algebra of non-commutative bounded semimartingales: square and angle quantum brackets', J. Funct. Anal. 124 (1994) 292-332.
2. S. ATTAL, Classical and quantum stochastic calculus: survey article, Quantum Probab. Comm. QP-PQ, Vol. X (World Scientific, Singapore, 1998) 1-52.
3. O. BRATTELI and D. W. ROBINSON, Operator algebras and quantum statistical mechanics I and II (Springer, New York, 1979).
4. J. DIESTEL and J. J. UHL, Vector measures (Amer. Math. Soc., Providence, RI, 1977).
5. N. DUNFORD and J. T. SCHWARTZ, Linear operators Part I (Interscience, New York, 1958).
6. R. L. HUDSON and K. R. PARTHASARATHY, 'Quantum Ito's formula and stochastic evolutions', Comm. Math. Phys. 93 (1984) 301-323.
7. P. A. MEYER, Quantum probability for probabilists, Lecture Notes in Math. 1538 (Springer, New York, 1993).
8. M. REED and B. SIMON, Methods of modern mathematical physics II: Fourier analysis, self-adjointness (Academic Press, New York, 1975).
9. L. C. G. ROGERS and D. WILLIAMS, Diffusions, Markov processes, and martingales: Ito calculus (John Wiley, New York, 1987).
10. G. F. VINCENT-SMITH, 'The Ito formula for quantum semimartingales', Proc. London Math. Soc. (3) 75 (1997) 671-720.
11. G. F. VINCENT-SMITH, 'The Ito formula for essentially self-adjoint quantum semimartingales', Preprint, 1998.