Fermion Ito's formula and stochastic evolutions (Q1062354): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/bf01212531 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1979499757 / rank | |||
Normal rank | |||
Latest revision as of 10:32, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fermion Ito's formula and stochastic evolutions |
scientific article |
Statements
Fermion Ito's formula and stochastic evolutions (English)
0 references
1984
0 references
An Ito product formula is proved for stochastic integrals against Fermion Brownian motion, and used to construct unitary processes satisfying stochastic differential equations. As in the corresponding Boson theory [cf. the second author and \textit{K. R. Parthasarathy}, ibid. 93, 301-323 (1984; Zbl 0546.60058) and Acta Appl. Math. 2, 353-378 (1984; Zbl 0529.60067)] these give rise to stochastic dilations of completely positive semigroups.
0 references
Ito product formula
0 references
Fermion Brownian motion
0 references
Boson theory
0 references
stochastic dilations of completely positive semigroups
0 references
