A white-noise approach to stochastic calculus (Q5937955)

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scientific article; zbMATH DE number 1621295
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A white-noise approach to stochastic calculus
scientific article; zbMATH DE number 1621295

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    A white-noise approach to stochastic calculus (English)
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    3 February 2002
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    In the stochastic limit of quantum theory discussed by the authors, Schrödinger equations are rescaled in space and time, and in the limit they yield quantum stochastic differential equations which involve not only white noises but also creation and annihilation operator densities. This paper describes the white noise approach to quantum stochastic calculus which is required to rigorously state and study the stochastic differential equations derived from the stochastic limit. In this approach, classical and quantum stochastic calculi are reconstructed and extended using the expression of white noise as the sum of annihilation and creation operator densities. This construction allows in particular to state conditions for the existence of solutions of (white noise) quantum stochastic differential equations in normal order, using iterated series.
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    quantum stochastic calculus
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    white noise
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    stochastic limit
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