Stochastic integral representation of bounded quantum martingales in Fock space (Q1077084): Difference between revisions

Let \({\mathfrak h}\) be a separable Hilbert space and \(\Gamma\) (\({\mathfrak h})\) be the boson Fock space over \({\mathfrak h}\). For a fixed separable Hilbert space \({\mathfrak h}_ 0\), define \(\tilde {\mathfrak H}={\mathfrak h}_ 0\otimes \Gamma ({\mathfrak h}),\) and note that when \({\mathfrak h}=L^ 2({\mathbb{R}}_+)\), \(\tilde{\mathfrak H}\) admits the factorization \[ \tilde {\mathfrak H}=\{{\mathfrak h}_ 0\otimes \Gamma (L^ 2([0,t]))\}\otimes \Gamma (L^ 2([t,\infty)))\equiv \tilde{\mathfrak H}_ t\otimes {\mathfrak H}^ t. \] A family \(\{X(t)\}\) of bounded operators in \(\tilde{\mathfrak H}\) is said to be adapted if \(X(t)=X^ 0_ t\otimes I^ t\) w.r.t. the above factorization where \(I^ t\) is the identity in \({\mathfrak H}^ t\). Such an adapted family of bounded operators is said to be a martingale if for \(\tilde u_ s,\tilde v_ s\in {\mathfrak H}_ s\), \(0<s\leq t<\infty\) \[ <\tilde u_ s\otimes \Omega^ s,X(t)\tilde v_ s\otimes \Omega^ s>=<\tilde u_ s,X(s)\tilde v_ s>, \] where \(\Omega^ s\) is the 'vacuum' vector in \(\Gamma (L^ 2([s,\infty)))\). A bounded martingale \(\{\) X(t)\(\}\) is regular if there exists a Radon measure \(\mu\) on \({\mathbb{R}}_+\) such that for all \(t\geq a>0\), \(\tilde u\in \tilde {\mathfrak H}_ a\), \[ \max \{\| [X(t)-X(a)]\tilde u\|^ 2,\| [X^{\dag}(t)-X^{\dag}(a)]\tilde u\|^ 2)\leq \| \tilde u\|^ 2 \mu ([a,t]). \] It is shown that every bounded regular martingale \(\{\) X(t)\(\}\) admits the (unique) representation as quantum stochastic integral [see \textit{R. L. Hudson} and the first author, Commun. Math. Phys. 93, 301-323 (1984; Zbl 0546.60058) for definitions]: \[ X(t)=X(0)+\int^{t}_{0}M(s)d\Lambda(s)+ \int^{t}_{0}K^{\dag}(s)dA(s)+ \int^{t}_{0}L(s)dA^{\dag}(s), \] where M, K, L are bounded adapted processes with \(\| K(t)\|\) and \(\| L(t)\|\) locally square integrable. The Kunita-Watanabe theorem on the representation of classical square integrable martingales is used in an essential way in the proof. As applications unitary, Hilbert-Schmidt and Fermion martingales are considered. In particular, it is shown that the Fermion martingale constructed by \textit{R. L. Hudson} and the first author [Unification of Fermion and Boson stochastic calculus, ibid. 104, 457-470 (1986)] is unique up to multiplication by a function of modulus one in the test function space \(L^ 2({\mathbb{R}}_+)\).