Buch, Englisch, Band 1538, 316 Seiten, Format (B × H): 155 mm x 233 mm, Gewicht: 1020 g
Reihe: Lecture Notes in Mathematics
Buch, Englisch, Band 1538, 316 Seiten, Format (B × H): 155 mm x 233 mm, Gewicht: 1020 g
Reihe: Lecture Notes in Mathematics
ISBN: 978-3-540-60270-5
Verlag: Springer Berlin Heidelberg
In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a non-commutative set-up to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide an introduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis. For this second edition, the author has added about 30 pages of new material, mostly on quantum stochastic integrals.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
- Naturwissenschaften Physik Angewandte Physik Statistische Physik, Dynamische Systeme
- Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
- Naturwissenschaften Physik Physik Allgemein Theoretische Physik, Mathematische Physik, Computerphysik
- Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
Weitere Infos & Material
Non-commutative probability.- Spin.- The harmonic oscillator.- Fock space (1).- Fock space (2): Multiple fock spaces.- Stochastic calculus in Fock space.- Independent increments.
