Abstract
We know that the Markov processes are the solutions of certain stochastic equations. In this article we will construct a noncommutative Markov process by noncommutative stochastic calculus. We will also show that these are particular cases of Evans-Hudson diffusions. At the end we will present two examples starting from the classical theory of probabilities (the Brownian motion and the Poisson process) which lead to particular cases of the noncommutative Markov processes.
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Serbănescu, C. (2015). A Particular Case of Evans-Hudson Diffusion. In: Mastorakis, N., Bulucea, A., Tsekouras, G. (eds) Computational Problems in Science and Engineering. Lecture Notes in Electrical Engineering, vol 343. Springer, Cham. https://doi.org/10.1007/978-3-319-15765-8_19
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DOI: https://doi.org/10.1007/978-3-319-15765-8_19
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