Itô’s Lemma with Quantum Calculus : Some Implications [Book Review]

Foundations of Physics 41 (3):529-537 (2011)

q-derivatives are part of so called quantum calculus. In this paper we investigate how such derivatives can possibly be used in Itô’s lemma. This leads us to consider how such derivatives can be used in a social science setting. We conclude that in a Itô Lemma setting we cannot use a macroscopic version of the Heisenberg uncertainty principle with q-derivatives
Keywords q-calculus   q-derivatives  Itô’s lemma
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DOI 10.1007/s10701-010-9453-z
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