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

DOI10.1515/JAA.2007.275zbMATH Open1201.81080OpenAlexW2109664520MaRDI QIDQ5454871FDOQ5454871

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

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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)

Cites Work

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

Cited In (5)

• Brownian bridge in quantum probability
• Quantum Gaussian processes
• G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics
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