Stochastic integration with respect to q Brownian motion |
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| Authors: | C. Donati-Martin |
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| Affiliation: | (1) Laboratoire de Statistique et Probabilités, Univ. P. Sabatier, 118, route de Narbonne, 31062 Toulouse Cedex 04, France. e-mail: donati@cict.fr, FR |
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| Abstract: | We develop a stochastic integration with respect to a q-Brownian motion (for ), i.e. a non commutative process where the operator a t and its adjoint fulfill the q commutation relation ; under the vacuum state expectation. We show that this process enjoys a predictable representation type property. Received: 15 February 2002 / Revised version: 25 May 2002 / Published online: 30 September 2002 Mathematics Subject Classification (2000): 60H05, 46L50, 81S25 |
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