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Contents of PMS, Vol. 15, Fasc. ,
pages 461 - 468
 

AZÉMA MARTINGALES WITH DRIFT

K. R. Parthasarathy

Abstract: Pursuing the earlier work of Emery [1], Meyer [2], [3] and the author [4] it is shown that Azéma martingales starting from a varying initial point on the line constitute an Evans-Hudson flow in the framework of quantum stochastic calculus. A new transformation property of Azéma martingales is established. It turns out, rather remarkably, that the Azéma martingales and a class of their Weyl perturbations satisfy the same Itô’s formula but, in the vacuum state, have very different asymptotic statistical properties as time increases to infinity.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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