Quantum Probability for Probabilists

Paul A. Meyer (Autor)

Buch | Softcover

XII, 316 Seiten

1995 | 2nd ed. 1995
Springer Berlin (Verlag)
978-3-540-60270-5 (ISBN)

Infos

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.

Inhalt

Non-commutative probability.- Spin.- The harmonic oscillator.- Fock space (1).- Fock space (2): Multiple fock spaces.- Stochastic calculus in Fock space.- Independent increments.

Produkt-Details

• Erscheint lt. Verlag: 17.11.1995
• Reihe/Serie: Lecture Notes in Mathematics
• Zusatzinfo: XII, 316 p.
• Verlagsort: Berlin
• Sprache: englisch
• Maße: 155 x 235 mm
• Gewicht: 432 g
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Naturwissenschaften ► Physik / Astronomie
• Schlagworte: Fock space • Martingale • Quantum noise • Stochastic Calculus • Stochastic differential equations • Stochastic Integration • Stochastik
• ISBN-10: 3-540-60270-4 / 3540602704
• ISBN-13: 978-3-540-60270-5 / 9783540602705
• Zustand: Neuware