Quantum stochastic calculus on interacting Fock spaces: semimartingale estimates and stochastic integral
Author(s) -
Vitonofrio Crismale
Publication year - 2007
Publication title -
communications on stochastic analysis
Language(s) - English
Resource type - Journals
eISSN - 2688-6669
pISSN - 0973-9599
DOI - 10.31390/cosa.1.2.10
Subject(s) - semimartingale , quantum stochastic calculus , stochastic calculus , fock space , stratonovich integral , mathematics , malliavin calculus , calculus (dental) , stochastic integral , quantum , pure mathematics , algebra over a field , mathematical analysis , stochastic differential equation , riemann integral , integral equation , physics , quantum process , quantum mechanics , quantum dynamics , fourier integral operator , medicine , stochastic partial differential equation , dentistry , differential equation
A quantum stochastic integration theory on interacting Fock spaces (IFS) is developed. We present the semi-martingale inequalities either in standard general IFS or in 1-mode type IFS, which allow us to introduce the definitions of integrable processes and construct stochastic integrals satisfying some useful properties which will be presented in [13].
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