Bryc, Włodek - In: Statistics & Probability Letters 94 (2014) C, pp. 257-266
For a parameter 0q1, we use the Jackson q-integral to define integration with respect to the so called q-Brownian motion. Our main results are the q-analogs of the L2-isometry and of the Ito formula for polynomial integrands. We also indicate how the L2-isometry extends the integral to more...