Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
4619100 | Journal of Mathematical Analysis and Applications | 2010 | 24 Pages |
Abstract
We present an abstract approach to noncommutative stochastic integration in the context of a finite von Neumann algebra equipped with a normal, faithful, tracial state, with respect to processes with tensor or freely independent increments satisfying a stationarity condition, using a decoupling technique. We obtain necessary and sufficient conditions for stochastic integrability of Lp-processes with respect to such integrators. We apply the theory to stochastic integration with respect to Boson and free Brownian motion.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis