Calculus on Fock space and a non - adapted quantum Itô formula
نویسنده
چکیده
Nicolas Privault Abstract The aim of this note is to introduce a calculus on Fock space with its probabilistic interpretations, and to give a detailed presentation of the associated quantum Itô formula. Calcul sur l’espace de Fock et une formule d’Itô non-commutative anticipante Résumé Le but de cette note est d’introduire un calcul sur l’espace de Fock et de donner une présentation détaillée de la formule d’Itô non-commutative associée.
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