In recent years, the classical theory of stochastic integration and stochastic differential equations has been extended to a non-commutative set-up to develop models for quantum noises. The author, a specialist of classical stochastic calculus and martingale theory, tries to provide an introduction to this rapidly expanding field in a way which should be accessible to probabilists familiar with the Ito integral. It can also, on the other hand, provide a means of access to the methods of stochastic calculus for physicists familiar with Fock space analysis. For this second edition, the author has added about 30 pages of new material, mostly on quantum stochastic integrals.

Keywords

Bibliographic Information

Book Title: Quantum Probability for Probabilists
Authors: Paul-André Meyer
Series Title: Lecture Notes in Mathematics
DOI: https://doi.org/10.1007/BFb0084701
Publisher: Springer Berlin, Heidelberg
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1995
Softcover ISBN: 978-3-540-60270-5Published: 17 November 1995
eBook ISBN: 978-3-540-36959-2Published: 15 November 2006
Series ISSN: 0075-8434
Series E-ISSN: 1617-9692
Edition Number: 2
Number of Pages: XII, 316
Topics: Probability Theory and Stochastic Processes, Theoretical, Mathematical and Computational Physics

Publish with us

Policies and ethics

Authors:

Sections

Buy it now

Buying options

Other ways to access

Table of contents (7 chapters)

Front Matter

Non-commutative probability

Spin

The harmonic oscillator

Fock space (1)

Fock space (2): Multiple fock spaces

Stochastic calculus in Fock space

Independent increments

Back Matter

About this book