Free Markov processes and stochastic differential equations in von Neumann algebras
نویسندگان
چکیده
منابع مشابه
Free Probability, Free Entropy and Applications to von Neumann Algebras
1. Non-commutative probability spaces In general, a non-commutative probability space is a pair (A, τ), where A is a unital algebra (over the field of complex numbers C) and τ a linear functional with τ(I) = 1, where I is the identity of A. Elements of A are called random variables. Since positivity is a key concept in (classical) probability theory, this can be captured by assuming that A is a...
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ژورنال
عنوان ژورنال: Illinois Journal of Mathematics
سال: 2008
ISSN: 0019-2082
DOI: 10.1215/ijm/1242414126