Non-commutative martingales and stochastic integrals in fock space

  • R. L. Hudson
  • R. F. Streater
Conference paper
Part of the Lecture Notes in Physics book series (LNP, volume 173)


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.


Brownian Motion Stochastic Integral Polynomial Type Algebraic Tensor Product Quantum Brownian Motion 
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Copyright information

© Springer-Verlag 1982

Authors and Affiliations

  • R. L. Hudson
    • 1
  • R. F. Streater
    • 2
  1. 1.Mathematics DepartmentUniversity of NottinghamNottinghamEngland
  2. 2.Mathematics Department, Bedford CpllegeUniversity of LondonLondonEngland

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