We assume that a probability space (Ω,η,P) is given, where Ω denotes the space C(R+, Rk) equipped with the topology of uniform convergence on compact sets, η the Borel σ-field of Ω, and P a probability measure on Ω. Let {Wt(ω) = ω(t), t ≥ 0} be a Wiener process. For any t ≥ 0, we define ηt = σ{ω(s); s < t}∨Z, where Z denotes the class of the elements in ηt which have zero P-measure. Pardoux and...

We develop a notion of nonlinear stochastic integrals for hyperfinite Lévy processes, and use it to find exact formulas for expressions which are intuitively of the form Pt s=0 φ(ω, dls, s) and Qt s=0 ψ(ω, dls, s), where l is a Lévy process. These formulas are then applied to geometric Lévy processes, infinitesimal transformations of hyperfinite Lévy processes, and to minimal martingale measure...

We consider series of iterated non-commutative stochastic integrals of scalar operators on the boson Fock space. We give a sufficient condition for these series to converge and to define a reasonable operator. An application of this criterion gives a condition for the convergence of some formal series of generalized integrator processes such as considered in [CEH]. .

Abstract. We show that for a quantum L-martingale (X(t)), p > 2, there exists a Doob-Meyer decomposition of the submartingale (|X(t)|). A noncommutative counterpart of a classical process continuous with probability one is introduced, and a quantum stochastic integral of such a process with respect to an L-martingale, p > 2, is constructed. Using this construction, the uniqueness of the Doob-Me...

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Given an increasing function H : [0, 1) → [0,∞) and An(H) := inf τ∈Tn n X i=1 Z ti ti−1 (ti − t)H (t)dt ! 1 2 , where Tn := {τ = (ti) n i=0 : 0 = t0 < t1 < · · · < tn = 1}, we characterize the property An(H) ≤ c √ n , and give conditions for An(H) ≤ c √ nβ and An(H) ≥ 1 c √ nβ for β ∈ (0, 1), both in terms of integrability properties of H . These results are applied to the approximation of cert...