Noncommutative Itô and Stratonovich noise and stochastic evolutions

J. Gough*

*Awdur cyfatebol y gwaith hwn

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

Crynodeb

We complete the theory of noncommutative stochastic calculus by introducing the Stratonovich representation. The key idea is to develop a theory of white noise analysis for both the Itô and Stratonovich representations based on distributions over piecewise continuous functions mapping into a Hilbert space. As an example, we derive the most general class of unitary stochastic evolutions, where the Hilbert space is the space of complex numbers, by first constructing the evolution in the Stratonovich representation where unitarity is self-evident.

Iaith wreiddiolSaesneg
Tudalennau (o-i)1431-1437
Nifer y tudalennau7
CyfnodolynTheoretical and Mathematical Physics
Cyfrol113
Rhif cyhoeddi2
Dynodwyr Gwrthrych Digidol (DOIs)
StatwsCyhoeddwyd - Tach 1997
Cyhoeddwyd yn allanolIe

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