Noncommutative dynamics and generalized master equations (Q368204)
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English | Noncommutative dynamics and generalized master equations |
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Noncommutative dynamics and generalized master equations (English)
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18 September 2013
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In this paper the basic concepts of quantum probability and stochastics are reviewed using the universal Itô \(B^*\)-algebra approach. The main notions and results of classical and quantum stochastics are reformulated in this unifying approach. The general Lévy process is defined in terms of the modular \(B^*\)-Itô algebra, and the corresponding quantum stochastic master equation on the predual space of the \(W^ *\)-algebra is derived as a noncommutative version of the Zakai equation driven by the process. This is done by a noncommutative analog of the Girsanov transformation, which in article is also introduced.
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quantum dynamics
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noncommutative analysis
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Girsanov transformation
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stochastic master equations
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