Title of article :
Stochastic integral representation theorem for quantum semimartingales
Author/Authors :
Un Cig Ji، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2003
Abstract :
The quantum stochastic integral of Itô type formulated by Hudson and Parthasarathy is extended to a wider class of adapted quantum stochastic processes on Boson Fock space. An Itô formula is established and a quantum stochastic integral representation theorem is proved for a class of unbounded semimartingales which includes polynomials and (Wick) exponentials of the basic martingales in quantum stochastic calculus.
Keywords :
Boson Fock space , Quantum stochastic process , Quantum stochastic integral , Quantum Itoˆformula , Quantum martingale , Quantum semimartingale
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis