Quantum probability for probabilists
By: Paul-André Meyer.
Edition: 2nd ed.
Series: Lecture notes in mathematics ;; 1538; Lecture notes in mathematics (Springer-Verlag) ;; 1538.
Publisher: Springer
Published: 1995
Place of publication: Berlin; New York
Language: eng
Number of pages: 312
Subjects: Probabilities; Quantum theory
Description: 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.
Notes: Includes bibliographical references (p. [300]-307) and indexes.