DUALITY AND MULTIPLICATIVE STOCHASTIC-PROCESSES ON QUANTUM GROUPS

Citation
P. Feinsilver et al., DUALITY AND MULTIPLICATIVE STOCHASTIC-PROCESSES ON QUANTUM GROUPS, Journal of theoretical probability, 10(3), 1997, pp. 795-818
Citations number
25
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
08949840
Volume
10
Issue
3
Year of publication
1997
Pages
795 - 818
Database
ISI
SICI code
0894-9840(1997)10:3<795:DAMSOQ>2.0.ZU;2-Q
Abstract
An analogue of McKean's stochastic product integral is introduced and used to define stochastic processes with independent increments on qua ntum groups. The explicit form of the dual pairing (q-analogue of the exponential map) is calculated for a large class of quantum groups. Th e constructed processes are shown to satisfy generalized Feynman-Kac t ype formulas, and polynomial solutions of associated evolution equatio ns are introduced in the form of Appell systems. Explicit calculations for Gauss and Poisson processes complete the presentation.