INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES

DOI10.1142/S0219025705001858MaRDI QIDQ4673124zbMATH OpenFDO

Authors Un Cig Ji, Kalyan B. Sinha

Publication date 29 April 2005

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

zbMATH Keywords

Fock spacequantum martingaleWhite noise theorygeneralized integral kernel operator

Mathematics Subject Classification ID

White noise theory (60H40) Quantum stochastic calculus (81S25) Distributions on infinite-dimensional spaces (46F25)

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Cites work

• A characterization of Hida distributions
• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• An algebra of non-commutative bounded semimartingales: Square and angle quantum brackets
• An analytic characterization of symbols of operators on white noise functionals
• Generalized quantum stochastic processes on Fock space
• Integral kernel operators on Fock space. -- Generalizations and applications to quantum dynamics
• QUANTUM STOCHASTIC ANALYSIS VIA WHITE NOISE OPERATORS IN WEIGHTED FOCK SPACE
• Quantum Ito's formula and stochastic evolutions
• Stochastic integral representation of bounded quantum martingales in Fock space
• Stochastic integral representation theorem for quantum semimartingales.
• White noise calculus and Fock space
• White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance
• Wick product of white noise operators and quantum stochastic differential equations.

Cited in

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