• Title/Summary/Keyword: noncommutative stochastic calculus

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STOCHASTIC CALCULUS FOR BANACH SPACE VALUED REGULAR STOCHASTIC PROCESSES

  • Choi, Byoung Jin;Choi, Jin Pil;Ji, Un Cig
    • Journal of the Chungcheong Mathematical Society
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    • v.24 no.1
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    • pp.45-57
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    • 2011
  • We study the stochastic integral of an operator valued process against with a Banach space valued regular process. We establish the existence and uniqueness of solution of the stochastic differential equation for a Banach space valued regular process under the certain conditions. As an application of it, we study a noncommutative stochastic differential equation.