Quantum martingale measures and stochastic partial differential equations in Fock space

DOI10.1063/1.532236zbMath1004.60065OpenAlexW1974340883MaRDI QIDQ4260451

David Applebaum

Publication date: 3 December 2002

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.532236

zbMATH Keywords

Fock spacespace-time noiseparabolic stochastic partial differential equationquantum stochastic spectral integrals

Mathematics Subject Classification ID

Quantum stochastic calculus (81S25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Quantum stochastic cable equation acting on functionals of discrete-time normal martingales

Cites Work

• Quantum Ito's formula and stochastic evolutions
• Infinite dimensional stochastic differential equation models for spatially distributed neurons
• Spectral families of quantum stochastic integrals
• Stochastic integrals on general topological measurable spaces
• Theitô Formula for Quantum Semimartingales

This page was built for publication: Quantum martingale measures and stochastic partial differential equations in Fock space