


Paper's Title:
Bartle Integration in Lie Algebras
Author(s):
Andreas Boukas and Philip Feinsilver
Centro Vito Volterra,
Universita di Roma Tor Vergata,
via Columbia 2, 00133 Roma,
Italy.
Department of Mathematics,
Southern Illinois University,
Carbondale, Illinois 62901,
USA.
Email:
andreasboukas@yahoo.com
Email: pfeinsil@math.siu.edu
Abstract:
Using Bartle's bilinear vector integral we define stochastic integrals of bounded operator valued functions with respect to Stieltjes measures associated with the generators of the Heisenberg and Finite Difference Lie algebras. Our definition also covers the Square of White Noise and sl/2 Lie algebras.
Paper's Title:
On the Fock Representation of the Central Extensions of the Heisenberg Algebra
Author(s):
L. Accardi and A. Boukas
Centro Vito Volterra, Università di Roma
Tor Vergata,
via Columbia 2, 00133 Roma,
Italy
accardi@volterra.mat.uniroma2.it
URL: http://volterra.mat.uniroma2.it
Department of Mathematics,
American College of Greece,
Aghia Paraskevi, Athens 15342,
Greece
andreasboukas@acg.edu
Abstract:
We examine the possibility of a direct Fock representation of the recently obtained nontrivial central extensions of the Heisenberg algebra, generated by elements and E satisfying the commutation relations , and , where a and are dual, h is selfadjoint, E is the nonzero selfadjoint central element and We define the exponential vectors associated with the Fock space, we compute their Leibniz function (inner product), we describe the action of a, and h on the exponential vectors and we compute the moment generating and characteristic functions of the classical random variable corresponding to the selfadjoint operator
Paper's Title:
On Segal's Quantum Option Pricing
Author(s):
Andreas Boukas
Department of Mathematics and Natural Sciences,
American College of Greece
Aghia Paraskevi 15342, Athens,
Greece.
andreasboukas@acgmail.gr
Abstract:
We apply the noncommutative extension of classical Itô stochastic calculus, known as quantum stochastic calculus, to the quantum BlackScholes model in the sense of Segal and Segal [4]. Explicit expressions for the best quantum option price and the associated optimal quantum portfolio are derived.
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