Random partition and stochastic integration in finite von Neumann algebras

• Autorzy: Mohammed A. A. A.
• Języki publikacji: PL

Abstrakty

EN

We introduce the notion of a random partition of the stochastic interval [τ 0, 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.

Słowa kluczowe

PL

całkowanie stochastyczne; procesy przewidywalne; czas rzutowania; martygał; algebra Neumanna

EN

noncommutative stochastic integration; predictable processes; random times; time projections; martingales; von Neumann algebras

• Wydawca: De Gruyter
• Czasopismo: Journal of Applied Analysis
• Rocznik: 2007
• Tom: Vol. 13, nr 1
• Strony: 33--56
• Opis fizyczny: Bibliogr. 11 poz.

Twórcy

autor

Mohammed A. A. A.

• Baghad University. College of Science. Department of Mathematics, Baghdad, Iraque,

Bibliografia

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• [9] Dixmier, J., Von Neumann Algebras, North-Holland Math. Library 27, North-Rolland Publishing Co., Amsterdam-New York, 1981.
• [10] Mohammed, A. A. A., Stochastic integration in finite von Neumann algebras, Ph.D. Thesis, Faculty of Mathematics, Łódź University, Łódź, 2000.
• [11] Yeadon, F. J., Non-commutative LP-spaces, Math. Proc. Cambridge Philos. Soc. 77 (1975), 91-102.