$q$-White noise and non-adapted stochastic integral
Tom 73 / 2006
Banach Center Publications 73 (2006), 267-275
MSC: Primary 60H40; Secondary 81S05.
DOI: 10.4064/bc73-0-19
Streszczenie
The $q$-white noise is studied as the time derivative of the $q$-Brownian motion. As an application of the $q$-white noise, a non-adapted (non-commutative) stochastic integral with respect to the $q$-Brownian motion is constructed.