Stop times in Fock space stochastic calculus (Q1080275)
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English | Stop times in Fock space stochastic calculus |
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Stop times in Fock space stochastic calculus (English)
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1987
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A stop time S in the boson Fock space \({\mathcal H}\) over \(L_ 2({\mathbb{R}}_+)\) is a spectral measure in \([0,\infty]\) such that \(\{S([0,t])\}\) is an adapted process. Following the ideas of \textit{R. L. Hudson} [J. Funct. Anal. 34, 266-281 (1979; Zbl 0424.46048)], to each stop time S a canonical shift operator \(U^ S\) is constructed in \({\mathcal H}\). When S(\(\{\infty\})\) has the vacuum as a null vector \(U^ S\) becomes an isometry. When \(S(\{\infty\})=0\) it is shown that \({\mathcal H}\) admits a factorisation \({\mathcal H}_{S]}\otimes {\mathcal H}_{[S}\) where \({\mathcal H}_{[S}\) is the range of \(U^ S\) and \({\mathcal H}_{S]}\) is a suitable subspace of \({\mathcal H}\) called the Fock space upto time S. This, in particular, implies the strong Markov property of quantum Brownian motion in the boson as well as fermion sense and the Dynkin-Hunt property that the classical Brownian motion begins afresh at each stop time. The stopped Weyl and fermion processes are defined and their properties studied. A composition operation is introduced in the space of stop times to make it a semigroup. Stop time integrals are introduced and their properties constitute the basic tools for the subject.
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strong Markov property of quantum Brownian motion
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Dynkin-Hunt property
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stopped Weyl and fermion processes
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stop time integrals
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stop time in Fock space
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stop time semigroup
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Fock local clock
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