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Quantum Probability for Probabilists (Lecture Notes in Mathematics) - Softcover

Meyer, Paul-Andre

 
9783540564768: Quantum Probability for Probabilists (Lecture Notes in Mathematics)

Synopsis

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 anintroduction 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.

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