MALLIAVIN CALCULUS AND SKOROHOD INTEGRATION FOR QUANTUM STOCHASTIC PROCESSES

DOI10.1142/S0219025701000371MaRDI QIDQ4460436zbMATH OpenOpenAlexFDO

Authors Rémi Léandre, R. Schott, Uwe Franz

Publication date 18 May 2004

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0004088

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Quantum stochastic calculus (81S25) Applications of selfadjoint operator algebras to physics (46L60)

Abstract: A derivation operator and a divergence operator are defined on the algebra of bounded operators on the symmetric Fock space over the complexification of a real Hilbert space $eufrakh$ and it is shown that they satisfy similar properties as the derivation and divergence operator on the Wiener space over $eufrakh$. The derivation operator is then used to give sufficient conditions for the existence of smooth Wigner densities for pairs of operators satisfying the canonical commutation relations. For $eufrakh=L^2(mathbb{R}_{+})$, the divergence operator is shown to coincide with the Hudson-Parthasarathy quantum stochastic integral for adapted integrable processes and with the non-causal quantum stochastic integrals defined by Lindsay and Belavkin for integrable processes.

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Cites work

• Malliavin calculus for quantum stochastic processes
• Martingales, the Malliavin calculus and hypoellipticity under general H�rmander's conditions
• Potential theory on Hilbert space
• Quantum Ito's formula and stochastic evolutions
• Quantum and non-causal stochastic calculus
• Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
• The Malliavin calculus, a functional analytic approach

Cited in

(6)

• The operators of stochastic calculus
• Non-Gaussian Malliavin calculus on real Lie algebras
• Differentiability in infinite dimension and the Malliavin calculus
• Smoothness of Wigner densities on the affine algebra
• scientific article; zbMATH DE number 1302926 (Why is no real title available?)
• Infinite-dimensional Lie algebras, representations, Hermitian duality and the operators of stochastic calculus

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