The purpose of this paper is to develop a fractional white noise calculus and to apply this to markets modeled by (Wick–) Itô type of stochastic differential equations driven by fractional Brownian motion B H (t); 1/2 < H < 1. We show that if we use an Itô type of stochastic integration with respect…
Infinite Dimensional Analysis Quantum Probability and Related Topics Template
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About the Infinite Dimensional Analysis Quantum Probability and Related Topics format
Infinite Dimensional Analysis Quantum Probability and Related Topics is a peer-reviewed journal published by World Scientific, covering Stochastic processes and financial applications, Random Matrices and Applications, Advanced Operator Algebra Research.
| Publisher | World Scientific |
|---|---|
| Reference style | Superscript numbered (World Scientific) Superscript — small raised numerals in the text 1. Smith, A., Jones, B. & Lee, C. A representative article title. Infinite Dimensional Analysis Quantum Probability and Related Topics 12, 45–58 (2023).
Formats any DOI in the closest standard style — Infinite Dimensional Analysis Quantum Probability and Related Topics has no published style definition, so this is an approximation. No sign-up. |
| Publishes research in | Stochastic processes and financial applications Random Matrices and Applications Advanced Operator Algebra Research Spectral Theory in Mathematical Physics advanced mathematical theories |
| ISSN | 0219-0257 |
| Citation impact (2-yr) | 0.6 |
| h-index | 41 |
| i10-index | 296 |
| Total citations | 9,981 |
| Top institutions publishing here | University of Rome Tor Vergata |
| Journal website | www.worldscinet.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
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Most-cited papers in Infinite Dimensional Analysis Quantum Probability and Related Topics
The history of the quadratic stochastic operators can be traced back to the work of Bernshtein (1924). For more than 80 years, this theory has been developed and many papers were published. In recent years it has again become of interest in connection with its numerous applications in many branches of mathematics, biology and physics.…
We prove that any probability measure on ℝ, with moments of all orders, is the vacuum distribution, in an appropriate interacting Fock space, of the field operator plus (in the nonsymmetric case) a function of the number operator. This follows from a canonical isomorphism between the L 2 -space of the measure and the interacting…
A notion of "monotonic independence" is formulated in the setting of C*-probability space. Based on this independence, a noncommutative central limit theorem and a noncommutative law of small numbers are given.
We develop a combinatorial version of harmonic analysis on configuration spaces over Riemannian manifolds. Our constructions are based on the use of a lifting operator which can be considered as a kind of (combinatorial) Fourier transform in the configuration space analysis. The latter operator gives us a natural lifting of the geometry from the underlying…