Quantum Probability for Probabilists

By: Paul A. Meyer

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Paperback | 1 November 1995 | Edition Number 2

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328 Pages

Edition Type
Revised

Dimensions(cm)
24.13 x 16.51 x 1.91

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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.

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Non-Commutative Probability
Spin
The Harmonic Oscillator
Fock Space (1)
Multiple Fock Spaces
Stochastic Calculus on Fock Space
Independent Increments
Appendix 1 : Functional Analysis
Appendix 2 : Conditioning and Kernels
Appendix 3 : Two Events
Appendix 4 : C[superscript *]-Algebras
Appendix 5 : Local Times and Fock Space
Appendix 6 : More on Stochastic Integration
References
Index
Index of Notation
Table of Contents provided by Blackwell. All Rights Reserved.

Quantum Probability for Probabilists

At a Glance

Paperback

Shipping

How to return your order

Defective items

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