Stochastic differential equations for models of non-relativistic matter interacting with quantized radiation fields (Q525100): Difference between revisions

Let \(I\) be a finite or infinite continuous time horizon, \({\mathbf B}=(\Omega,{\mathcal F}, ({\mathcal F}_{t})_{t\in I},{\mathbf P})\) be a filtered probability space, and \({\mathbf X}=(X_1,\ldots,X_{\nu})\) be a continuous \(\mathbb R^{\nu}\)-valued semi-martingale on \(I\) with respect to \({\mathbf B}\) whose quadratic covariation is equal to the identity matrix. Let \({\mathbf F}=\Gamma_{s}({\mathbf\eta})\) denote the bosonic Fock space modeled over the one-boson Hilbert space \({\mathbf\eta}=L^2({\mathcal M},{\mathcal U},\mu)\), which is assumed to be separable with a \(\sigma\)-finite measure space \(({\mathcal M},{\mathcal U},\mu)\). Let \(\phi(f)\) be the field operator associated with \(f\in{\mathbf\eta}\) and \(d\Gamma(\chi)\) denotes the differential second quantization of the self-adjoint maximal multiplication operator in \({\mathbf\eta}\) corresponding to some measurable function \(\chi:\;{\mathcal M}\to \mathbb R\). Suppose that \(G_{1,x},\ldots, G_{\nu,x},F_{1,x},\ldots,F_{S,x}\in\eta\) for every \(x\in \mathbb R^{\nu}\) and \(m_1,\ldots,m_{\nu},\omega:\;{\mathcal M}\to \mathbb R\) are measurable with \(\omega>0\) \(\mu\)-almost everywhere. Let \(\sigma_1,\ldots,\sigma_{S}\) be Hermitian \(L\times L\) matrices and assume that the potential \(V:\;\mathbb R^{\nu}\to \mathbb R\) is locally integrable. If \(X\) is any process on \(I^{s}=\{t\geq0:\;s+t\in I\}\) with values in a separable Hilbert space \(\mathcal K\), then \(X_{\bullet}:\;\Omega\to{\mathcal K}^{I^{s}}\) denotes the corresponding path map given by \((X_{\bullet}(\gamma))(t)=X_{t}(\gamma)\), \(t\in I^{s}, \gamma\in\Omega\). The authors investigate the following stochastic differential equation for an unknown process \(Y\) on \(I\) with values in the fiber Hilbert space \(\hat{\mathcal H}={\mathbb C}^{L}\otimes{\mathbf F}\): \[ Y_{\bullet}=\zeta-\int_0^{\bullet}\hat H^{V}(\xi,{\mathbf X}_{s})Y_{s}ds-\sum_{l=1}^{\nu}\int_0^{\bullet}i{\mathbf 1}_{{\mathbb C}^{L}}\otimes v_{l}(\xi,{\mathbf X}_{s})Y_{s}dX_{l,x}. \] The coefficients are unbounded operators defined, for fixed \(\xi, x\in R^{\nu}\), by \(v_{l}(\xi,x)=\xi_{l}-d\Gamma(m_{l})-\phi(G_{l,x}), l\in\{1,\ldots,\nu\}\), \(\hat H^{V}_{sc}(\xi,x)=(1/2)\sum_{l=1}^{\nu}\{v_{l}^2(\xi,x)-i\phi(\partial_{x_{l}}G_{l,x})\}+d\Gamma(\omega)+V(x)\), \(\hat H^{V}(\xi,x)={\mathbf 1}_{{\mathbb C}^{L}}\otimes \hat H^{V}_{sc}(\xi,x)-\sum_{j=1}^{S}\sigma_{j}\otimes \phi(F_{j,x})\). Under some hypotheses, the authors prove that the following assertions hold. {\parindent=6mm \begin{itemize}\item[(1)] Up to indistinguishability, there exists a unique continuous \(\hat{\mathcal H}\)-valued semimartingale whose paths belong \(P\)-a.s. to \(C(I,\hat{\mathcal D})\) and which \(P\)-a.s. solves the considered stochastic differential equation on \([0,\sup I)\). \item[(2)] One can construct a stochastic flow for the system of SDEs comprised of the Itô equation for \(\mathbf X\) and the considered stochastic differential equation. \item[(3)] The stochastic flow and the corresponding family of transition operators satisfy the strong Markov and Feller properties. \item[(4)] A Blagoveščensky-Freindlin theorem holds. The Feynman-Kac formula is proved for the considered case. Analogous results for Nelson's model are also obtained. \end{itemize}}