Quantum stochastic calculus with maximal operator domains

Article, Other literature type English OPEN
Attal, Stéphane ; Lindsay, J. Martin (2004)
  • Publisher: The Institute of Mathematical Statistics
  • Journal: (issn: 0091-1798)
  • Related identifiers: doi: 10.1214/aop/1078415843
  • Subject: Itô calculus | 81S25 | Quantum stochastic | noncausal | noncommutative probability | Fock space | chaotic representation property | Malliavin calculus

Quantum stochastic calculus is extended in a new formulation in which its stochastic integrals achieve their natural and maximal domains. Operator adaptedness, conditional expectations and stochastic integrals are all defined simply in terms of the orthogonal projections of the time filtration of Fock space, together with sections of the adapted gradient operator. Free from exponential vector domains, our stochastic integrals may be satisfactorily composed yielding quantum Itô formulas for operator products as sums of stochastic integrals. The calculus has seen two reformulations since its discovery---one closely related to classical Itô calculus; the other to noncausal stochastic analysis and Malliavin calculus. Our theory extends both of these approaches and may be viewed as a synthesis of the two. The main application given here is existence and uniqueness for the Attal--Meyer equations for implicit definition of quantum stochastic integrals.
  • Metrics
    0
    views in OpenAIRE
    0
    views in local repository
    36
    downloads in local repository

    The information is available from the following content providers:

    From Number Of Views Number Of Downloads
    Lancaster EPrints - IRUS-UK 0 36
Share - Bookmark