Stochastic integral representations of quantum martingales on multiple Fock space

DOI10.1007/BF02829705MaRDI QIDQ861776zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 53766 (Why is no real title available?)
• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• A quantum nonadapted Ito formula and stochastic analysis in Fock scale
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• Dilation of Markovian cocycles on a von Neumann algebra.
• Fermion martingales
• INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES
• Markovian cocycles on operator algebras adapted to a Fock filtration
• Quantum Ito's formula and stochastic evolutions
• Quantum probability for probabilists
• Stochastic integral representation of bounded quantum martingales in Fock space
• Stochastic integral representation theorem for quantum semimartingales.
• The Ito-Clifford integral

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(10)

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• scientific article; zbMATH DE number 3909459 (Why is no real title available?)
• Quantum stochastic integral representations of Fock space operators
• scientific article; zbMATH DE number 3998554 (Why is no real title available?)
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