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The Doob-Meyer decomposition for the square of Itô-Clifford L2-martingales

Part of the Lecture Notes in Mathematics book series (LNM,volume 1136)

Keywords

  • Stochastic Integral
  • Filter Probability Space
  • Radon Nikodym Theorem
  • Canonical Anticommutation Relation
  • Nikodym Theorem

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References

  1. Appelbaum, D. and Hudson, R.: Fermion Itô's formula and stochastic evolutions, preprint 1984.

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  2. Barnett, C., Streater, R.F. and Wilde, I.F.: The Itô-Clifford integral, J. Funct. Anal. 48, 172–212 (1982).

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  3. Barnett, C., Streater, R.F. and Wilde, I.F.: Stochastic integrals in an arbitrary probability gage space, Math. Proc. Camb. Phil. Soc. 94, 541–551 (1983).

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  4. Barnett, C., Streater, R.F. and Wilde, I.F.: Quasi-free quantum stochastic integrals for the CAR and CCR, J. Funct. Anal. 52, 19–47 (1983).

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  5. Barnett, C., Streater, R.F. and Wilde, I.F.: The Itô-Clifford integral. IV: A Radon Nikodym theorem and bracket processes, J. Operator Theory 11, 255–271 (1984).

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  6. Barnett, C. and Wilde, I.F.: Natural processes and Doob-Meyer decompositions over a probability gage space, J. Funct. Anal. 58, 320–334 (1984).

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© 1985 Springer-Verlag

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Barnett, C., Wilde, I.F. (1985). The Doob-Meyer decomposition for the square of Itô-Clifford L2-martingales. In: Accardi, L., von Waldenfels, W. (eds) Quantum Probability and Applications II. Lecture Notes in Mathematics, vol 1136. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0074460

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  • DOI: https://doi.org/10.1007/BFb0074460

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