Stochastic integration on the Cuntz algebra \({\mathcal O}_ \infty\) (Q1188099): Difference between revisions

A new theory of quantum stochastic integration is developed, using as integrators the creation and annihilation processes on the full Fock space over \(L^ 2(\mathbb{R})\). The stochastic integrals converge in the \(C^*\)-norm on the Cuntz algebra \({\mathcal O}_ \infty\), i.e. the \(C^*\)- algebra generated by creation and annihilation operators. There are no commutation or anticommutation relations in this case, but instead the \(C^*\)-subalgebras corresponding to disjoint time intervals are freely independent in the vacuum state. The theory parallels that of Hudson and Parthasarathy and gives similar to Itô's multiplication table. The existence and uniqueness of the solutions of stochastic differential equations is proved, and Markov dilations of norm continuous semigroups of transition operators on some initial algebra are constructed.