Noncommutative stochastic calculus. (Calcul stochastique non commutatif.) (French) Zbl 0639.46056

Meyer, Paul-André

Sémin. Bourbaki, 39ème année, Vol. 1986/87, Exp. No. 672, Astérisque 152/153, 55-66 (1987).

The author makes an attempt to explain the basic concepts of noncommutative (quantum) probability theory. He considers examples of noncommutative stochastic processes following R. L. Hudson, K. R. Parthasarathy and H. Maassen.
[For the entire collection see Zbl 0627.00006.]

Reviewer: Sh. A. Ayupov (Tashkent)

MSC:

46L51	Noncommutative measure and integration
46L53	Noncommutative probability and statistics
46L54	Free probability and free operator algebras
60H15	Stochastic partial differential equations (aspects of stochastic analysis)
60G99	Stochastic processes

Keywords:

stochastic differential equations; noncommutative quantum probability theory; noncommutative stochastic processes

Citations:

Zbl 0627.00006