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 martingalequantum stochastic integralquantum stochastic process

Mathematics Subject Classification ID

Free probability and free operator algebras (46L54) Generalizations of martingales (60G48) Stochastic integrals (60H05) 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.

Review text

In the framework of quantum probability, a stochastic integral representation of a regular bounded quantum martingale in Fock space with respect to the basic martingales was first established by \textit{K. R. Parthasarathy} and \textit{K. B. Sinha} [J. Funct. Anal. 67, 126--151 (1986; Zbl 0594.60059)]. Here the basic martingales mean the fundamental processes called annihilation, creation and conservation processes in quantum probability. While, the author [ibid. 201, No.~1, 1--29 (2003; Zbl 1036.60060)] proved a stochastic integral representation theorem for a regular unbounded quantum martingale. There he extended the Hudson and Parthasarathy quantum stochastic calculus [e.g. see \textit{K. R. Parthasarathy}, ``An introduction to quantum stochastic calculus (1992; Zbl 0751.60046)] and generalized the notion of regular martingale by making use of white noise analysis. The present paper is devoted to an extension of such a stochastic integral representation to the case for unbounded regular martingales with respect to multidimensional quantum noise.

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Cites work

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• scientific article; zbMATH DE number 53766 (Why is no real title available?)
• 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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