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Probability on real Lie algebras

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Author(s): Franz, Uwe; Privault, Nicolas
Series: Cambridge Tracts in Mathematics 206
Publisher: Cambridge University Press
Year: 2016

Language: English
Pages: 281
City: New York

Content: 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 calcuus on real Lie algebras
8. Levy 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.