q-White noise and non-adapted stochastic integral
Un Cig Ji ; Byeong Su Min
Banach Center Publications, Tome 72 (2006), p. 267-275 / Harvested from The Polish Digital Mathematics Library
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The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed.

Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:281682 
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     title = {q-White noise and non-adapted stochastic integral},
     journal = {Banach Center Publications},
     volume = {72},
     year = {2006},
     pages = {267-275},
     zbl = {1106.60057},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc73-0-19}
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Un Cig Ji; Byeong Su Min. q-White noise and non-adapted stochastic integral. Banach Center Publications, Tome 72 (2006) pp. 267-275. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-bc73-0-19/