A Lévy-Ciesielski Expansion for Quantum Brownian Motion and the Construction of Quantum Brownian Bridges

DOI10.1515/JAA.2007.275MaRDI QIDQ5454871zbMATH OpenOpenAlexFDO

Authors David Applebaum

Publication date 3 April 2008

Published in Journal of Applied Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/jaa.2007.275

zbMATH Keywords

Fock spaceHaar systemquantum Brownian motionSchauder systemexponential vectordaggered spaceLevy-Ciesielski expansionprobabilistic Hilbertian structurequantum Brownian bridgestochastic Hilbertian structure

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Fractional processes, including fractional Brownian motion (60G22) Commutation relations and statistics as related to quantum mechanics (general) (81S05) Stochastic analysis (60H99) Quantum stochastic calculus (81S25)

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Cites work

• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• A quantum-mechanical central limit theorem
• An example of a generalized Brownian motion
• Noncommutative Brownian motion in monotone Fock space
• Quantum Ito's formula and stochastic evolutions
• Quantum mechanical Wiener processes
• Quantum stochastic processes
• Stochastic calculus with respect to free Brownian motion and analysis on Wigner space
• The strong Markov property for fermion Brownian motion

Cited in

(6)

• G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics
• scientific article; zbMATH DE number 4072076 (Why is no real title available?)
• scientific article; zbMATH DE number 93943 (Why is no real title available?)
• Brownian bridge in quantum probability
• Phase-space path integral and Brownian motion
• Quantum Gaussian processes

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