Stochastic integration on the full Fock space with the help of a kernel calculus (Q805066)

From MaRDI portal
Revision as of 01:16, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
Stochastic integration on the full Fock space with the help of a kernel calculus
scientific article

    Statements

    Stochastic integration on the full Fock space with the help of a kernel calculus (English)
    0 references
    0 references
    1991
    0 references
    Summary: We develop a stochastic integration theory with respect to creation, annihilation and gauge operators on the full Fock space. This is done by using a kernel representation for a large class of bounded operators on the full Fock space. It is shown that the kernels form a Banach algebra. Having established the definition of processes and stochastic integrals we go on to prove an Itô formula and use this for examining stochastic evolutions and constructing dilations of special completely positive semigroups. Explicit solutions of the corresponding stochastic differential equations are given.
    0 references
    stochastic integration theory
    0 references
    annihilation and gauge operators on the full Fock space
    0 references
    completely positive semigroups
    0 references
    stochastic differential equations
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references