Quantum stochastic integrals under standing hypotheses (Q1091675)
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scientific article; zbMATH DE number 4011576
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantum stochastic integrals under standing hypotheses |
scientific article; zbMATH DE number 4011576 |
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Quantum stochastic integrals under standing hypotheses (English)
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1987
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We study the meaning of stochastic integrals when the integrator is a quantum stochastic process which is not quite a martingale, in that it obeys estimates of the type advocated by \textit{E. J. McShane} [Stochastic calculus and stochastic models. (1974; Zbl 0292.60090)] in the classical case. We define the integral and solve stochastic differential equations when the von Neumann algebra is finite and when it has a cyclic and separating state or weight. When conditional expectations exist, a quantum martingale continuity theorem is proved.
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quantum stochastic process
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von Neumann algebra
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quantum martingale continuity theorem
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