A non-commutative martingale representation theorem for non-Fock quantum Brownian motion (Q1065458): Difference between revisions
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Revision as of 19:46, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A non-commutative martingale representation theorem for non-Fock quantum Brownian motion |
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A non-commutative martingale representation theorem for non-Fock quantum Brownian motion (English)
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1985
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In this paper the authors develop a theory of stochastic integration associated with a quantum Brownian motion. This improves in some sense the approach suggested by the first author and \textit{K. R. Parthasarathy} [Commun. Math. Phys. 93, 301-323 (1984; Zbl 0546.60058)]. For the present theory they are able to prove a Kunita-Watanabe type representation theorem for processes which are martingales with respect to the general filtration.
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non commutative martingales
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quantum Brownian motion
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Kunita-Watanabe type representation theorem
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