Stochastic integral representation theorem for quantum semimartingales. (Q1405086): Difference between revisions
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English | Stochastic integral representation theorem for quantum semimartingales. |
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Stochastic integral representation theorem for quantum semimartingales. (English)
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25 August 2003
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The quantum stochastic integral of Itô type formulated by \textit{R. L. Hudson} and \textit{K. R. Parthasarathy} [Commun. Math. Phys. 93, 301--323 (1984; Zbl 0546.60058)] is extended to a wide class of adapted quantum stochastic processes on Boson Fock space. An Itô formula is established and a quantum stochastic integral representation theorem is proved for a class of unbounded martingales and semimartingales.
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Boson Fock space
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quantum stochastic process
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quantum stochastic integral
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quantum Itô formula
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quantum semimartingale
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