A Fermion Lévy theorem

DOI10.1016/0022-1236(92)90045-KMaRDI QIDQ1803333zbMATH OpenFDO

Publication date 29 June 1993

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0022-1236(92)90045-K

anticommutation relation Lévy theorem characterizing Fermion Brownian motion martingale non-commutative probability quantum martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Quantum stochastic calculus (81S25)

Review text

Lévy's theorem in classical probability theory asserts that any martingale \((M_ t)\), with \(M_ 0=0\), continuous sample paths and such that \(M^ 2_ t-t\) is a martingale, has the same law as standard Brownian motion from 0. The problem is to extend such a theorem to non- commutative probability. One of the main difficulties is to translate the path continuity condition, which the authors interpret as the identity of two natural quadratic variation processes, a ``square bracket and an ``angle bracket. Using this idea, the authors are able to prove a Lévy theorem characterizing Fermion Brownian motion, under an auxiliary hypothesis on the existence of fourth order moments.

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