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Anotace knihy

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.

Parametry knihy

Zařazení knihy Knihy v angličtině Mathematics & science Mathematics Calculus & mathematical analysis

• Plný název: Quantum Probability for Probabilists
• Autor: Paul Andre, Meyer
• Jazyk: Angličtina
• Vazba: Brožovaná
• Počet stran: 316
• EAN: 9783540602705
• ISBN: 3540602704
• ID: 04333654
• Nakladatelství: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
• Hmotnost: 1020 g
• Rozměry: 235 × 155 × 18 mm
• Datum vydání: 17. November 1995

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