The Itô-Clifford Integral II-Stochastic Differential Equations

DOI10.1112/JLMS/S2-27.2.373zbMATH Open0503.60065OpenAlexW2163288027MaRDI QIDQ3969650FDOQ3969650

Authors: Raymond F. Streater, Christopher Barnett, Ivan F. Wilde 

Publication date: 1983

Published in: Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/jlms/s2-27.2.373

zbMATH Keywords

Lipschitz mapsClifford algebraFock representationFermion martingaleIto-Clifford integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Classifications of (C^*)-algebras (46L35) Noncommutative probability and statistics (46L53) Free probability and free operator algebras (46L54) Quantum equilibrium statistical mechanics (general) (82B10) Noncommutative measure and integration (46L51) Applications of selfadjoint operator algebras to physics (46L60)

Cited In (13)

• Well-posedness of quantum stochastic differential equations driven by fermion Brownian motion in noncommutative \(L^p\)-space
• Grassmannian stochastic analysis and the stochastic quantization of Euclidean fermions
• Noncommutative stochastic integration through decoupling
• Quantum stochastic integration and quantum stochastic differential equations
• The Ito-Clifford integral. III: The Markov property of solutions to stochastic differential equations
• Classical and quantum probability
• Further results on the existence, uniqueness and stability of strong solutions of quantum stochastic differential equations
• Existence and stability results for strong solutions of lipschitzian quantum stochastic differential equations
• Quasi-free quantum stochastic integrals for the CAR and CCR
• Quantum stochastic integrals under standing hypotheses
• On computational procedures for weak solutions of quantum stochastic differential equations
• Quantum stochastic differential equations for boson and fermion systems -- method of non-equilibrium thermo field dynamics.
• Converging multistep schemes for weak solutions of quantum stochastic differential equations

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