Fermion Ito's formula and stochastic evolutions (Q1062354)
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English | Fermion Ito's formula and stochastic evolutions |
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Fermion Ito's formula and stochastic evolutions (English)
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1984
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An Ito product formula is proved for stochastic integrals against Fermion Brownian motion, and used to construct unitary processes satisfying stochastic differential equations. As in the corresponding Boson theory [cf. the second author and \textit{K. R. Parthasarathy}, ibid. 93, 301-323 (1984; Zbl 0546.60058) and Acta Appl. Math. 2, 353-378 (1984; Zbl 0529.60067)] these give rise to stochastic dilations of completely positive semigroups.
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Ito product formula
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Fermion Brownian motion
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Boson theory
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stochastic dilations of completely positive semigroups
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