Itô’s Lemma with Quantum Calculus (q-Calculus): Some Implications

Autor:	Emmanuel Haven
Rok vydání:	2010
Předmět:	Morse–Palais lemma Lemma (mathematics) Uncertainty principle Calculus General Physics and Astronomy Fundamental lemma of calculus of variations Céa's lemma Itō's lemma Quantum calculus Computer Science::Databases Mathematics
Zdroj:	Foundations of Physics. 41:529-537
ISSN:	1572-9516 0015-9018
DOI:	10.1007/s10701-010-9453-z
Popis:	q-derivatives are part of so called quantum calculus. In this paper we investigate how such derivatives can possibly be used in Ito’s lemma. This leads us to consider how such derivatives can be used in a social science setting. We conclude that in a Ito Lemma setting we cannot use a macroscopic version of the Heisenberg uncertainty principle with q-derivatives.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::94099021b8defe46c2e3d473f4bf63d1 https://doi.org/10.1007/s10701-010-9453-z Zobrazit plný text záznamu Full text from SpringerLink