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Probability Theory and Related Fields
Article . 1993 . Peer-reviewed
License: Springer TDM
Data sources: Crossref
image/svg+xml Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao Closed Access logo, derived from PLoS Open Access logo. This version with transparent background. http://commons.wikimedia.org/wiki/File:Closed_Access_logo_transparent.svg Jakob Voss, based on art designer at PLoS, modified by Wikipedia users Nina and Beao
zbMATH Open
Article . 1993
Data sources: zbMATH Open
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Quantum and non-causal stochastic calculus

Authors: Lindsay, J. Martin;

Quantum and non-causal stochastic calculus

Abstract

The quantum stochastic calculus initiated by \textit{R. L. Hudson} and \textit{K. R. Parthasarathy} [Commun. Math. Phys. 93, 301-323 (1984; Zbl 0546.60058)], and the noncausal stochastic calculus originating with the papers of \textit{M. Hitsuda} [Proc. 2nd Japan-USSR Symp. Probab. Theory 2, 111-114 (1972)] and \textit{A. V. Skorokhod} [Theory Probab. Appl. 20, 219- 233 (1975); translation from Teor. Veroyatn. Primen 20, 223-238 (1975; Zbl 0333.60060)], are two potent extensions of the Itô calculus, currently enjoying intensive development. The former provides a quantum probabilistic extension of Schrödinger's equation, enabling the construction of a Markov process for a quantum dynamical semigroup. The latter allows the treatment of stochastic differential equations which involve terms which anticipate the future. In this paper the close relationship between these theories is displayed, and a noncausal quantum stochastic calculus, already in demand from physics, is described.

Related Organizations
Keywords

Schrödinger's equation, quantum dynamical semigroup, noncausal stochastic calculus, Stochastic integrals, Stochastic calculus of variations and the Malliavin calculus, Itô calculus, quantum stochastic calculus, Quantum stochastic calculus, stochastic differential equations

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
18
Average
Top 10%
Average
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