Noncommutative itô and stratonovich noise and stochastic evolutionsand stratonovich noise and stochastic evolutions

被引:0
|
作者
J. Gough
机构
[1] St. Patrick’s College,Department of Mathematical Physics
来源
Theoretical and Mathematical Physics | 1997年 / 113卷
关键词
White Noise; Stochastic Integral; Piecewise Continuous Function; Finite Partition; Admissible Space;
D O I
暂无
中图分类号
学科分类号
摘要
We complete the theory of noncommutative stochastic calculus by introducing the Stratonovich representation. The key idea is to develop a theory of white noise analysis for both the Itô and Stratonovich representations based on distributions over piecewise continuous functions mapping into a Hilbert space. As an example, we derive the most general class of unitary stochastic evolutions, where the Hilbert space is the space of complex numbers, by first constructing the evolution in the Stratonovich representation where unitarity is self-evident.
引用
收藏
页码:1431 / 1437
页数:6
相关论文
共 50 条
  • [1] Noncommutative Ito and Stratonovich noise and stochastic evolutions
    Gough, J
    THEORETICAL AND MATHEMATICAL PHYSICS, 1997, 113 (02) : 1431 - 1437
  • [2] Expansion of the stratonovich multiple stochastic integrals based on the fourier multiple series
    Kuznetsov D.F.
    Journal of Mathematical Sciences, 2002, 109 (6) : 2148 - 2165
  • [3] Soliton solutions and dynamics analysis of fractional Radhakrishnan-Kundu-Lakshmanan equation with multiplicative noise in the Stratonovich sense
    Peng, Chen
    Li, Zhao
    RESULTS IN PHYSICS, 2023, 53
  • [4] Stochastic evolution equations with multiplicative noise
    Levajkovic, Tijana
    Pilipovic, Stevan
    Selesi, Dora
    Zigic, Milica
    ELECTRONIC JOURNAL OF PROBABILITY, 2015, 20 : 1 - 23
  • [5] White Noise Approach to stochastic integration
    Accardi, Luigi
    Ayed, Wided
    Ouerdiane, Habib
    RANDOM OPERATORS AND STOCHASTIC EQUATIONS, 2005, 13 (04) : 369 - 398
  • [6] Breakdown of a Chemostat Exposed to Stochastic Noise
    Johan Grasman
    Maarten De Gee
    Onno A. Van Herwaarden
    Journal of Engineering Mathematics, 2005, 53 : 291 - 300
  • [7] Breakdown of a chemostat exposed to stochastic noise
    Grasman, J
    de Gee, M
    van Herwaarden, OA
    JOURNAL OF ENGINEERING MATHEMATICS, 2005, 53 (3-4) : 291 - 300
  • [8] A STOCHASTIC SIRI EPIDEMIC MODEL WITH LEVY NOISE
    Berrhazi, Badr-Eddine
    El Fatini, Mohamed
    Caraballo, Tomas
    Pettersson, Roger
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2018, 23 (09): : 3645 - 3661
  • [9] A White-Noise Approach to Stochastic Calculus
    Luigi Accardi
    Yun Gang Lu
    Igor V. Volovich
    Acta Applicandae Mathematica, 2000, 63 : 3 - 25
  • [10] A white-noise approach to stochastic calculus
    Accardi, L
    Lu, YG
    Volovich, IV
    ACTA APPLICANDAE MATHEMATICAE, 2000, 63 (1-3) : 3 - 25