Book contents
- Frontmatter
- Dedication
- Contents
- Notation
- Preface
- Introduction
- 1 Boson Fock space
- 2 Real Lie algebras
- 3 Basic probability distributions on Lie algebras
- 4 Noncommutative random variables
- 5 Noncommutative stochastic integration
- 6 Random variables on real Lie algebras
- 7 Weyl calculus on real Lie algebras
- 8 Lévy processes on real Lie algebras
- 9 A guide to the Malliavin calculus
- 10 Noncommutative Girsanov theorem
- 11 Noncommutative integration by parts
- 12 Smoothness of densities on real Lie algebras
- Appendix
- Exercise solutions
- References
- Index
- References
References
Published online by Cambridge University Press: 05 February 2016
- Frontmatter
- Dedication
- Contents
- Notation
- Preface
- Introduction
- 1 Boson Fock space
- 2 Real Lie algebras
- 3 Basic probability distributions on Lie algebras
- 4 Noncommutative random variables
- 5 Noncommutative stochastic integration
- 6 Random variables on real Lie algebras
- 7 Weyl calculus on real Lie algebras
- 8 Lévy processes on real Lie algebras
- 9 A guide to the Malliavin calculus
- 10 Noncommutative Girsanov theorem
- 11 Noncommutative integration by parts
- 12 Smoothness of densities on real Lie algebras
- Appendix
- Exercise solutions
- References
- Index
- References
Summary

- Type
- Chapter
- Information
- Probability on Real Lie Algebras , pp. 271 - 278Publisher: Cambridge University PressPrint publication year: 2016