Keywords
- Selfadjoint Operator
- Standard Brownian Motion
- Stationary Gaussian Process
- Parameter Brownian Motion
- Fourier Inversion Formula
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References
K.L. Chung and R.J. Williams: Introduction to Stochastic Integration, Birkhauser, Boston, Basel, Stuttgart 1983.
H. Cramer: Mathematical Methods of Statistics, Princeton University Press, Princeton, 1946.
R.L. Hudson and K.R. Parthasarathy: Quantum Ito's formula and stochastic evolutions, Comm. Math. Phys. 93, 301–323 (1984).
K. Ito and H.P. Mckean: Diffusion Processes and their Sample Paths, Springer Verlag, Berlin Heidelberg New York, 1974.
P.A. Meyer: Elements de probabilités quantiques in Séminaire de Probabilités XX 1984/85, 1204 Lecture Notes in Mathematics, Springer-Verlag, Berlin Heidelberg New York (Ed. J. Azema and M. Yor) pp. 186–312.
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© 1988 Springer-Verlag
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Parthasarathy, K.R. (1988). Local measures in fock space stochastic calculus and a generalized ito-tanaka formula. In: Accardi, L., von Waldenfels, W. (eds) Quantum Probability and Applications III. Lecture Notes in Mathematics, vol 1303. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0078065
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DOI: https://doi.org/10.1007/BFb0078065
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