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The Azéma martingales as components of quantum independent increment processes. (English) Zbl 0745.60043

Séminaire de probabilités, Lect. Notes Math. 1485, 24-30 (1991).
[For the entire collection see Zbl 0733.00018.]
We show that the Azéma martingales can be embedded into a quantum stochastic process with independent, stationary increments. We compute the infinitesimal generator of ‘Azéma noise’.

MSC:

60G44 Martingales with continuous parameter
16W30 Hopf algebras (associative rings and algebras) (MSC2000)
17B37 Quantum groups (quantized enveloping algebras) and related deformations
81R50 Quantum groups and related algebraic methods applied to problems in quantum theory
81S25 Quantum stochastic calculus

Citations:

Zbl 0733.00018
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