Non-commutative martingales and stochastic integrals in fock space
Boson Pock space is used to construct some non-commutative martingales, and a definition of stochastic integrals based on exponential vectors is given. It is shown that Itô's formula reduces to the chain rule with Wick ordering.
KeywordsBrownian Motion Stochastic Integral Polynomial Type Algebraic Tensor Product Quantum Brownian Motion
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