Showing a limited preview of this publication:
Abstract
We introduce the notion of a random partition of the stochastic interval [τ0, τ∞] as an analogy to the classical case and characterize the predictable processes associated with such partitions. Also we identify the operator algebras connected with the stochastic integrals of predictable processes and examine their mutual relations.
Key words and phrases.: Noncommutative stochastic integration; predictable processes; random times; time projections; martingales; von Neumann algebras
Received: 2000-12-10
Revised: 2005-09-27
Published Online: 2010-06-09
Published in Print: 2007-June
© Heldermann Verlag
