Stopping unitary processes in Fock space (Q1112456)
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English | Stopping unitary processes in Fock space |
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Stopping unitary processes in Fock space (English)
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1988
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Let \(P^ T\) be a stop time in symmetric Fock space over \(L^ 2({\mathbb{R}}^+)\). We show that to certain unitary operator valued processes \(U=(U(t),t\geq 0)\) which satisfy a stochastic differential equation driven by ``non-commutative noise'' in Fock space tensored with an ``initial'' Hilbert space, we can associate a stopped operator U(t). We use these operators to prove a ``stopped cocycle relation'' whereby for \(P^ T\) finite the process \((U(T+t)\), \(t\geq 0)\) is factorized as the product of U(T) with a new process \(U^ T=(U^ T(t)\), \(t\geq 0)\) beginning ``after time T''.
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stop time in symmetric Fock space
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unitary operator valued processes
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stochastic differential equation
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non-commutative noise
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