Journal of Operator Theory

Volume 34, Issue 1, Summer 1995 pp. 145-175.

Stopping and integration in a product structure

Authors: C. Barnett (1) and S. Voliotis (2)
Author institution:(1) Department of Mathematics, Imperial College of Science, Technology and Medicine, London SW7 2BZ, U.K.
(2) Department of Mathematics, Imperial College of Science, Technology and Medicine, London SW7 2BZ, U.K.

Summary: We investigate stochastic integration and random stopping in a non-commutative filtration by embedding our analysis in the von Neumann algebra formed by the product of the algebras of the filtration.

Keywords: Non-commutative probability, von Neumann algebras, random times.

Contents Full-Text PDF