Stochastic differential calculus, the Moyal *-product, and noncommutative geometry
Copyright policy )Stochastic differential calculus, the Moyal *-product, and noncommutative geometry
The authors present a reformulation of the Itõ calculus of stochastic differentials in terms of a differential calculus in the sense of noncommutative geometry. In this calculus, differentials do not commute with functions. The relation between both types of differential calculi is mediated by a generalized Moyal *-product. In contrast to the Itõ calculus, the new framework naturally incorporates analogues of higher- order differential forms.
- University of Crete Greece
Differential forms in global analysis, Diffusion processes and stochastic analysis on manifolds, stochastic differentials, Noncommutative differential geometry, noncommutative geometry, Noncommutative topology, Stochastic quantization, Quantum groups and related algebraic methods applied to problems in quantum theory
Differential forms in global analysis, Diffusion processes and stochastic analysis on manifolds, stochastic differentials, Noncommutative differential geometry, noncommutative geometry, Noncommutative topology, Stochastic quantization, Quantum groups and related algebraic methods applied to problems in quantum theory
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).20 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Top 10% impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Top 10%
Citations provided by BIP!Popularity provided by BIP!