Nonclassical stochastic ows and continuous products

Boris Tsirelson*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

35 Scopus citations

Abstract

Contrary to the classical wisdom, processes with independent values (defined properly) are much more diverse than white noises combined with Poisson point processes, and product systems are much more diverse than Fock spaces. This text is a survey of recent progress in constructing and investigating nonclassical stochastic ows and continuous products of probability spaces and Hilbert spaces.

Original languageEnglish
Pages (from-to)173-298
Number of pages126
JournalProbability Surveys
Volume1
Issue number1
DOIs
StatePublished - 2004

Keywords

  • Continuous products
  • Noise
  • Sensitivity
  • Stability
  • Stochastic flows

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