Stochastic integration on the full Fock space with the help of a kernel calculus (Q805066)

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scientific article; zbMATH DE number 4203391
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Stochastic integration on the full Fock space with the help of a kernel calculus
scientific article; zbMATH DE number 4203391

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    Stochastic integration on the full Fock space with the help of a kernel calculus (English)
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    1991
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    Summary: We develop a stochastic integration theory with respect to creation, annihilation and gauge operators on the full Fock space. This is done by using a kernel representation for a large class of bounded operators on the full Fock space. It is shown that the kernels form a Banach algebra. Having established the definition of processes and stochastic integrals we go on to prove an ItĂ´ formula and use this for examining stochastic evolutions and constructing dilations of special completely positive semigroups. Explicit solutions of the corresponding stochastic differential equations are given.
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    stochastic integration theory
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    annihilation and gauge operators on the full Fock space
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    completely positive semigroups
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    stochastic differential equations
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