No label defined (Q4663897)

Let \((E) \subset (L^2) \subset ( E^*)\) be the framework of white noise analysis over the Gel'fand triple \(S({\mathbb R}^2) \subset L^2({\mathbb R}^2) \subset S^*({\mathbb R}^2)\). For \((t,s) \in {\mathbb R}_+^2\), \(\{ \partial (t,s) + \partial^*(t,s) \}\) can be interpreted as a quantum Gaussian white noise in space and time, where\(\{ \partial (t,s) + \partial^* (t,s) \}\) can be interpreted as a quantum Gaussian white noise in space and time, where the Hida differential operator \(\partial (t,s)\) (resp. its dual \(\partial^*(t,s)\)) is just the annihilation (resp. creation) operator respectively in the analysis of quantum white noise, cf. [\textit{N. Obata}, White noise calculus and Fock space, Lecture Notes Math. 1577, Berlin: Springer-Verlag (1994; Zbl 0814.60058)]. This paper treats the quantum stochastic integral equation driven by a quantum white noise in space and time \[ X(t) = J(t) \int_0^t \{ \partial (t,s) + \partial^* (t,s) \} \diamondsuit \Theta (X(s)) \,ds, \quad 0 \leqslant t \leqslant T, \tag{1} \] where \(\diamondsuit\) denotes the Wick multiplication of generalized operators, the free term \(\{ J(t)\); \(0 \leqslant t \leqslant T \}\) is a generalized operator-valued function and \(\Theta\) is a map on the space \({\mathcal L}\) of generalized operators. The authors establish the existence and uniqueness of solutions to (1). Here is the main theorem: Theorem 3.4. Let \(\Theta: {\mathcal L} \to {\mathcal L}\) be regular and \(\{ J(t); 0 \leqslant t \leqslant T \}\) \(\subset\) \({\mathcal L}\) be such that (i) for any \(f, g \in E_C\) the function \(\widehat{J}(\cdot) (f,g) : [0,T] \to {\mathbb C}\) is continuous; (ii) there exist constants \(p \geq 0, c,d > 0\) such that \(| \widehat{J}(t)(f,g) | \leqslant c \cdot \exp \{ d ( | f |_p^2 + | g |_p^2 ) \}\), \(0 \leqslant t \leqslant T\), \(f,g \in E_C\). Then there exists a unique continuous \({\mathcal L}\)-valued function \(X : [0, T] \to {\mathcal L}\) which solves (1). Here \({\mathcal E}(f)\) is the exponential vector corresponding to \(f\) and \(\widehat{X}(f,g)\) \(=\) \(\langle\langle X {\mathcal E}(f), {\mathcal E}(g) \rangle\rangle e^{- < f,g >}\) for \(X \in {\mathcal L}\) with the canonical bilinear form \(\langle\langle \cdot, \cdot \rangle\rangle\) on \((E)^* \times (E)\). Moreover, the authors prove the homeomorphic correspondence between free term \(J\) and solutions \(X\) of the equation (1). This paper is based on a series of papers: \textit{Z. Y. Huang} and \textit{S. L. Luo} [Infin. Dimens. Anal. Quantum Probab. Relat. Top. 1, No. 1, 69--82 (1998; Zbl 0914.60075); ibid. 1, No. 3, 455--466 (1998; Zbl 0928.46043)] and \textit{Z. Y. Huang, C. S. Wang} and \textit{X. J. Wang} [Acta Appl. Math. 63, No. 1--3, 151--164 (2000; Zbl 0978.60075)]. For the entire collection see [Zbl 1053.00009].