A Heisenberg inequality for stochastic integrals

被引：0

作者：

Mueller, C ^{[1
]}

Stan, A ^{[1
]}

机构：

[1] Univ Rochester, Dept Math, Rochester, NY 14627 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2005年 / 18卷 / 01期

关键词：

martingale; Ito's formula; commutation relationship; unitary operator; Schwarz inequality; Heisenberg inequality;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Using the products of exponential functions, a family of unitary operators will be defined for all square integrable continuous martingale processes having a deterministic quadratic variation. A Heisenberg inequality for stochastic integrals will be proved using this family of operators.

引用

页码：291 / 315

页数：25

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