INTEGRAL REPRESENTATION OF QUANTUM MARTINGALES

DOI10.1142/S0219025705001858zbMath1082.81055MaRDI QIDQ4673124

Un Cig Ji, Kalayan B. Sinha

Publication date: 29 April 2005

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

Fock spacequantum martingaleWhite noise theorygeneralized integral kernel operator

Mathematics Subject Classification ID

White noise theory (60H40) Quantum stochastic calculus (81S25) Distributions on infinite-dimensional spaces (46F25)

Related Items (4)

Annihilation-derivative, creation-derivative and representation of quantum martingales ⋮ Stochastic integral representations of quantum martingales on multiple Fock space ⋮ Quantum stochastic integral representations of Fock space operators ⋮ UNIQUENESS OF INTEGRANDS IN QUANTUM STOCHASTIC INTEGRAL

Cites Work

• Quantum Ito's formula and stochastic evolutions
• A non-commutative martingale representation theorem for non-Fock quantum Brownian motion
• Stochastic integral representation of bounded quantum martingales in Fock space
• A characterization of Hida distributions
• Wick product of white noise operators and quantum stochastic differential equations.
• An analytic characterization of symbols of operators on white noise functionals
• White noise calculus and Fock space
• An algebra of non-commutative bounded semimartingales: Square and angle quantum brackets
• Integral kernel operators on Fock space. -- Generalizations and applications to quantum dynamics
• Stochastic integral representation theorem for quantum semimartingales.
• Generalized quantum stochastic processes on Fock space
• QUANTUM STOCHASTIC ANALYSIS VIA WHITE NOISE OPERATORS IN WEIGHTED FOCK SPACE
• White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance

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