Journal article
Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting
Banach journal of mathematical analysis, Vol.18(1), 5
01/01/2024
DOI: 10.1007/s43037-023-00313-x
Abstract
Our focus is the operators of multivariable stochastic calculus, i.e., systems of transfer operators, covariance operators, conditional expectations, stochastic integrals, and the counterpart infinite-dimensional stochastic derivatives. In this paper, we present a new operator algebraic framework which serves to unify the analysis and the interrelations for the operators in question. Our approach uses Rokhlin decompositions, and it applies to both general classes of Gaussian processes, and white noise probability space, in commutative probability, as well as to the analogous operators in the framework of quantum (non-commutative) probability.
Details
- Title: Subtitle
- Transfer operators and conditional expectations: the non-commutative case, the case of mu-Brownian motions and white noise space setting
- Creators
- Daniel Alpay - Chapman UniversityPalle Jorgensen - University of Iowa
- Resource Type
- Journal article
- Publication Details
- Banach journal of mathematical analysis, Vol.18(1), 5
- Publisher
- Springer Nature
- DOI
- 10.1007/s43037-023-00313-x
- ISSN
- 2662-2033
- eISSN
- 1735-8787
- Number of pages
- 24
- Grant note
- Foster G. and Mary McGaw Professorship in Mathematical Sciences
- Language
- English
- Date published
- 01/01/2024
- Academic Unit
- Mathematics
- Record Identifier
- 9984532059002771
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