On stopping Fock-space processes (Q1721924)
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English | On stopping Fock-space processes |
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On stopping Fock-space processes (English)
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13 February 2019
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Quantum stopping times on the (symmetric) Fock space have been introduced by \textit{R. L. Hudson} [J. Funct. Anal. 34, 266--281 (1979; Zbl 0424.46048)] and intensely studied, among many others, in particular by \textit{K. R. Parthasarathy} and \textit{K. B. Sinha} [Probab. Theory Relat. Fields 75, 431--458 (1987; Zbl 0599.60044)]. They are adapted for the Fock filtration that emerges from tensor (or classical) quantum independence. The author of the present work himself has studied intensely over the years quantum stochastic processes that are adapted for the Fock filtration that emerges from monotone quantum independence [\textit{N. Muraki}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 4, No. 1, 39--58 (2001; Zbl 1046.46049)], so-called vacuum-adapted processes. Among these, there are (with K.B. Sinha) also the vaccum-adapted quantum stopping times [the author and \textit{K. B. Sinha}, Q. J. Math. 65, No. 4, 1145--1164 (2014; Zbl 1322.46041)]. In the present work, the author develops usual quantum stopping times and a vaccum-adapted quantum stopping times simultaneously. This simultaneous devlopment allow to shed a fresh light on the contruction in [\textit{A. Coquio}, J. Funct. Anal. 238, No. 1, 149--180 (2006; Zbl 1125.46051)]. Several new results, among which an \textit{optional sampling theorem}, are proved.
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quantum stopping time
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quantum stochastic calculus
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regular quantum semimartingale
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regular \(\Omega\)-semimartingale
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