English

A Stochastic Heisenberg Inequality

Probability 2011-02-18 v1

Abstract

An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg inequality.

Keywords

Cite

@article{arxiv.math/0306263,
  title  = {A Stochastic Heisenberg Inequality},
  author = {C. Mueller and A. Stan},
  journal= {arXiv preprint arXiv:math/0306263},
  year   = {2011}
}