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Random Partition and Stochastic Integration in Finite von Neumann Algebras
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A. A. A. Mohammed
Published/Copyright:
June 9, 2010
Abstract
We introduce the notion of a random partition of the stochastic interval [τ0, τ∞] as an analogy to the classical case and characterize the predictable processes associated with such partitions. Also we identify the operator algebras connected with the stochastic integrals of predictable processes and examine their mutual relations.
Key words and phrases.: Noncommutative stochastic integration; predictable processes; random times; time projections; martingales; von Neumann algebras
Received: 2000-12-10
Revised: 2005-09-27
Published Online: 2010-06-09
Published in Print: 2007-June
© Heldermann Verlag
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Keywords for this article
Noncommutative stochastic integration;
predictable processes;
random times;
time projections;
martingales;
von Neumann algebras
Articles in the same Issue
- Asymptotic Behavior of Inexact Orbits for a Class of Operators in Complete Metric Spaces
- A Criterion of Joint ℂ-Differentiability and a New Proof of Hartogs' Main Theorem
- On a Jensen Type Functional Equation
- Random Partition and Stochastic Integration in Finite von Neumann Algebras
- On Multivalued Cosine Families
- A Fixed Point Theorem for Triangular Mappings
- A Criterion for Local Resolvability of a Space and the w-Problem
- On Hörmander-Beurling Spaces
- Second Order Mixed Symmetric Duality in Non-Differentiable Multi-Objective Mathematical Programming
- On Minimax Inequalities in Topological Spaces Without Convexity Structure
