MALLIAVIN CALCULUS AND SKOROHOD INTEGRATION FOR QUANTUM STOCHASTIC PROCESSES

DOI10.1142/S0219025701000371zbMATH Open1043.81041arXivmath/0004088OpenAlexW3103883116MaRDI QIDQ4460436FDOQ4460436

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)

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.

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

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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)

Cites Work

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

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
• Title not available (Why is that?)
• Infinite-dimensional Lie algebras, representations, Hermitian duality and the operators of stochastic calculus

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