Abstract
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.
Original language | English |
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Pages (from-to) | 1431-1437 |
Number of pages | 7 |
Journal | Theoretical and Mathematical Physics |
Volume | 113 |
Issue number | 2 |
DOIs | |
Publication status | Published - Nov 1997 |
Externally published | Yes |