Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito’s formula. (English) Zbl 0514.60053

Theory and application of random fields, Proc. IFIP-WG 7/1 Working Conf., Bangalore/India 1982, Lect. Notes Control Inf. Sci. 49, 96-110 (1983).


60H05 Stochastic integrals
81P20 Stochastic mechanics (including stochastic electrodynamics)
46L51 Noncommutative measure and integration
46L53 Noncommutative probability and statistics
46L54 Free probability and free operator algebras
60J65 Brownian motion