FILTERED STOCHASTIC CALCULUS

DOI10.1142/S0219025701000553zbMATH Open1042.81052arXivmath/0103033MaRDI QIDQ4460451FDOQ4460451

Authors: Romuald Lenczewski 

Publication date: 18 May 2004

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

Abstract: By introducing a color filtration to the multiplicity space, we extend the quantum Ito calculus on multiple symmetric Fock space to the framework of filtered adapted biprocesses. In this new notion of adaptedness,``classical time filtration makes the integrands similar to adapted processes, whereas ``quantum color filtration produces their deviations from adaptedness. An important feature of this calculus, which we call filtered stochastic calculus, is that it provides an explicit interpolation between the main types of calculi, regardless of the type of independence, including freeness, Boolean independence (more generally, m-freeness) as well as tensor independence. Moreover, it shows how boson calculus is ``deformed by other noncommutative notions of independence.

Full work available at URL: https://arxiv.org/abs/math/0103033

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Mathematics Subject Classification ID

Stochastic quantization (81S20)

Cites Work

• Quantum Ito's formula and stochastic evolutions
• Stochastic integration on the Cuntz algebra \({\mathcal O}_ \infty\)
• Quasi-free quantum stochastic integrals for the CAR and CCR
• Fermion Ito's formula and stochastic evolutions
• Unification of Fermion and Boson stochastic calculus
• Stochastic integration on the full Fock space with the help of a kernel calculus
• A representation free quantum stochastic calculus
• Quantum and non-causal stochastic calculus
• Unification of Independence in Quantum Probability
• Direct sums of tensor products and non-commutative independence

Cited In (5)

• Filtered probability
• Filtered random variables, bialgebras, and convolutions
• QUANTUM STOCHASTIC CALCULUS ON BOOLEAN FOCK SPACE
• Filtered Azéma martingales
• MONOTONIC INDEPENDENCE ON THE WEAKLY MONOTONE FOCK SPACE AND RELATED POISSON TYPE THEOREM

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