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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).

MSC:

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