Stochastic integral representations of quantum martingales on multiple Fock space

DOI10.1007/BF02829705zbMATH Open1114.60045arXiv0707.2144OpenAlexW1982373796MaRDI QIDQ861776FDOQ861776

Authors: Un Cig Ji 

Publication date: 30 January 2007

Published in: Proceedings of the Indian Academy of Sciences. Mathematical Sciences (Search for Journal in Brave)

Abstract: In this paper a quantum stochastic integral representation theorem is obtained for unbounded regular martingales with respect to multidimensional quantum noise. This simultaneously extends results of Parthasarathy and Sinha to unbounded martingales and those of the author to multidimensions.

Full work available at URL: https://arxiv.org/abs/0707.2144

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zbMATH Keywords

Fock spacequantum stochastic processquantum martingalequantum stochastic integral

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Stochastic integrals (60H05) Free probability and free operator algebras (46L54) Quantum stochastic calculus (81S25)

Cites Work

• Title not available (Why is that?)
• Quantum Ito's formula and stochastic evolutions
• Quantum probability for probabilists
• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• A quantum nonadapted Ito formula and stochastic analysis in Fock scale
• Markovian cocycles on operator algebras adapted to a Fock filtration
• The Ito-Clifford integral
• Cohomology of power sets with applications in quantum probability
• Stochastic integral representation of bounded quantum martingales in Fock space
• Stochastic integral representation theorem for quantum semimartingales.
• INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES
• Fermion martingales
• Dilation of Markovian cocycles on a von Neumann algebra.

Cited In (10)

• Title not available (Why is that?)
• Annihilation-derivative, creation-derivative and representation of quantum martingales
• Stochastic integral representation theorem for quantum semimartingales.
• Title not available (Why is that?)
• Title not available (Why is that?)
• Quantum stochastic integral representations of Fock space operators
• Title not available (Why is that?)
• Title not available (Why is that?)
• INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES
• Stochastic integral representation of bounded quantum martingales in Fock space

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