Quantum Ω-semimartingales and stochastic evolutions

Belton, Alexander C. R. (2001) Quantum Ω-semimartingales and stochastic evolutions. Journal of Functional Analysis, 187 (1). pp. 94-109. ISSN 0022-1236

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Abstract

We explore Ω-adaptedness, a variant of the usual notion of adaptedness found in stochastic calculus. It is shown that the (non-adapted) quantum stochastic integrals of bounded, Ω-adapted processes are themselves bounded and Ω-adapted, a fact that may be deduced from the Bismut–Clark–Ocone formula of Malliavin calculus. An algebra analogous to Attal's class of regular quantum semimartingales is defined, and product and functional Itô formulae are given. We consider quantum stochastic differential equations with bounded, Ω-adapted coefficients that are time dependent and act on the whole Fock space. Solutions to such equations may be used to dilate quantum dynamical semigroups in a manner that generalises, and gives new insight into, that of R. Alicki and M. Fannes (1987, Comm. Math. Phys.108, 353–361); their unitarity condition is seen to be the usual condition of R. L. Hudson and K. R. Parthasarathy (1984, Comm. Math. Phys93, 301–323).

Item Type:
Journal Article
Journal or Publication Title:
Journal of Functional Analysis
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2600/2603
Subjects:
?? Ω-adaptednessquantum semimartingalesquantum stochastic differential equationsquantum dynamical semigroupsanalysisqa mathematics ??
ID Code:
20987
Deposited By:
Deposited On:
08 Dec 2008 09:16
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 09:52