Abstract
We develop a stochastic integration with respect to a q-Brownian motion (for ), i.e. a non commutative process where the operator a t and its adjoint fulfill the q commutation relation ; under the vacuum state expectation. We show that this process enjoys a predictable representation type property.
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Received: 15 February 2002 / Revised version: 25 May 2002 / Published online: 30 September 2002
Mathematics Subject Classification (2000): 60H05, 46L50, 81S25
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Donati-Martin, C. Stochastic integration with respect to q Brownian motion. Probab Theory Relat Fields 125, 77–95 (2003). https://doi.org/10.1007/s00440-002-0224-4
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DOI: https://doi.org/10.1007/s00440-002-0224-4
Keywords
- Brownian Motion
- Stochastic Integration