Quantum Ito's formula and stochastic evolutions

DOI10.1007/BF01258530zbMATH Open0546.60058OpenAlexW2084265277WikidataQ29039126 ScholiaQ29039126MaRDI QIDQ797906FDOQ797906

Authors: K. R. Parthasarathy, R. L. Hudson 

Publication date: 1984

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01258530

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zbMATH Keywords

Fock spaceBoson canonical commutation relationsnoncommutative central limit theoremnoncommutative Ito product formula

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic mechanics (including stochastic electrodynamics) (81P20)

Cites Work

• On the generators of quantum dynamical semigroups
• On the quantum Feynman-Kac formula
• The Ito-Clifford integral
• Fermion Ito's formula and stochastic evolutions
• Time-orthogonal unitary dilations and noncommutative Feynman-Kac formulae
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic dilations of uniformly continuous completely positive semigroups

Cited In (only showing first 100 items - show all)

• Existence of quantum diffusions
• QUANTUM DECOMPOSITION IN DISCRETE GROUPS AND INTERACTING FOCK SPACES
• Dilations of quantum dynamical semigroups with classical Brownian motion
• On the small mass limit of quantum Brownian motion with inhomogeneous damping and diffusion
• Stochastic calculus and non-relativistic QED
• QUANTUM MULTIPOLE NOISE AND GENERALIZED QUANTUM STOCHASTIC EQUATIONS
• An algebraic construction of quantum flows with unbounded generators
• Quantum stochastic dynamics in multi-photon optics
• Itô's stochastic calculus and Heisenberg commutation relations
• The Blackwell and Dubins theorem and Rényi's amount of information measure: Some applications
• Stopping unitary processes in Fock space
• \(q\)-deformed Poisson random variables on \(q\)-Fock space
• A quantum stochastic Lie-Trotter product formula
• Noncommutative stochastic integration through decoupling
• Characterization of unitary processes with independent and stationary increments
• Adiabatic elimination in quantum stochastic models
• A NEW IDEA TO DEFINE THE δ-FUNCTION OF AN OBSERVABLE IN THE CONTEXT OF WHITE NOISE ANALYSIS
• Unitary processes with independent increments and representations of Hilbert tensor algebras
• Quasifree stochastic cocycles and quantum random walks
• Quantum and non-causal stochastic calculus
• On martingale inequalities in non-commutative stochastic analysis
• Stochastic integral representation theorem for quantum semimartingales.
• Quantum mechanics of charged particles in random electromagnetic fields
• QUANTUM STOCHASTIC CALCULUS ON BOOLEAN FOCK SPACE
• Stochastic integral representations of quantum martingales on multiple Fock space
• Properties of delta functions of a class of observables on white noise functionals
• Fermion martingales
• Quantum martingale measures and stochastic partial differential equations in Fock space
• HOW TO GENERATE MARKOVIAN COCYCLES ON BOSON FOCK SPACE
• Quantum stochastic calculus with maximal operator domains.
• Title not available (Why is that?)
• Resolvent limits of the quantum evolution of open systems
• Flows of Quantum Noise
• Towards characterizing quantum stochastic fermionic evolutions
• The low-density limit in terms of collective squeezed vectors
• Quantum flows associated to master equations in quantum optics
• Quantum stochastic integral representations on interacting Fock space
• Quantum stochastic differential equations on *-bialgebras
• Quantum white noises—White noise approach to quantum stochastic calculus
• STOCHASTIC DILATION OF A QUANTUM DYNAMICAL SEMIGROUP ON A SEPARABLE UNITAL C* ALGEBRA
• Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode
• Evolution equations for Markov cocycles obtained by second quantization in the symplectic Fock space
• UNIQUENESS OF INTEGRANDS IN QUANTUM STOCHASTIC INTEGRAL
• The weak coupling limit as a quantum functional central limit
• Chaotic representation for finite markov chains
• The Ito algebra of quantum Gaussian fields
• $\delta $-function of an operator: A white noise approach
• Wick calculus for vector-valued Gaussian white noise functionals
• Approximation and limit theorems for quantum stochastic models with unbounded coefficients
• On the generators of quantum stochastic flows
• Continuous unital dilations of completely positive semigroups
• A different quantum stochastic calculus for the Poisson process
• Asymptotic equivalence of quantum stochastic models
• INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES
• Algebraic structures and stochastic differential equations driven by Lévy processes
• Quantum q-white noise and a q-central limit theorem
• Unitary evolutions and horizontal lifts in quantum stochastic calculus
• Symmetric form of the Hudson-Parthasarathy stochastic equation
• The stochastic Baker--Hausdorff formula and its applications to quantum relaxation processes
• Fluctuations of quantum currents and unravelings of master equations
• Wick calculus on spaces of generalized functions of compound Poisson white noise
• Continuous-mode multiphoton filtering
• Quantum Loewner evolution
• Meixner class of non-commutative generalized stochastic processes with freely independent values. II: The generating function
• Design of coherent quantum observers for linear quantum systems
• On continuous selection sets of non-Lipschitzian quantum stochastic evolution inclusions
• Annihilation-derivative, creation-derivative and representation of quantum martingales
• Quantum flows as Markovian limit of emission, absorption and scattering interactions
• Single photon quantum filtering using non-Markovian embeddings
• Localization and Analytic Properties of the Solutions of the Simplest Quantum Filtering Equation
• Further results on the arcwise connectedness of solution sets of discontinuous quantum stochastic differential inclusions
• On topological properties of solution sets of non Lipschitzian quantum stochastic differential inclusions
• Analysis and control of quantum finite-level systems driven by single-photon input states
• Quantum filtering for multiple input multiple output systems driven by arbitrary zero-mean jointly Gaussian input fields
• QUANTUM STOCHASTIC ANALYSIS VIA WHITE NOISE OPERATORS IN WEIGHTED FOCK SPACE
• Quantum stochastic evolutions
• Low frequency approximation for a class of linear quantum systems using cascade cavity realization
• Quantum Gaussian processes
• Segal-Bargmann transforms of one-mode interacting Fock spaces associated with Gaussian and Poisson measures
• Complex obtuse random walks and their continuous-time limits
• Discrete-time quantum Bernoulli noises
• Lipschitzian quantum stochastic differential inclusions
• Coherent quantum LQG control
• A new form and a ⋆-algebraic structure of quantum stochastic integrals in Fock space
• Quantum stochastic calculus and quantum Gaussian processes
• Markovian cocycles on operator algebras adapted to a Fock filtration
• Heisenberg picture approach to the stability of quantum Markov systems
• Optimal hypercontractivity for Fermi fields and related non-commutative integration inequalities
• Quantum theory of open systems in the representation of effective Hamiltonian and stochastic differential equations
• Fault tolerant quantum filtering and fault detection for quantum systems
• Thermal relaxation of a QED cavity
• Extension of continuous selection sets to non-Lipschitzian quantum stochastic differential inclusion
• Non-commutative symmetric Markov semigroups
• Quantum stochastic differential inclusions of hypermaximal monotone type
• The unified Ito formula has the pseudo-Poisson structure df(x)=[f(x+b)−f(x)]μνdaνμ
• Belavkin filtering with squeezed light sources
• Quantum filtering for systems driven by fields in single photon states and superposition of coherent states using non-Markovian embeddings
• Quantum Langevin equations for optomechanical systems
• Quantum independent increment processes on superalgebras
• New methods and structures in the theory of the multi-mode Dicke laser model

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