Article contents
Quantum stochastic integration and quantum stochastic differential equations
Published online by Cambridge University Press: 24 October 2008
Abstract
Quantum stochastic integrals are constructed using the non-commutative Lp-space theory of Haagerup. The existence and uniqueness of the solution to quantum stochastic differential equations driven by quasi-Wiener noises, or noises satisfying generalized standing hypotheses, is established as is the Markov behaviour of the solution. Various examples of the theory are discussed, and quantum Ornstein-Uhlenbeck processes are obtained as explicit solutions.
- Type
- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 116 , Issue 3 , November 1994 , pp. 535 - 553
- Copyright
- Copyright © Cambridge Philosophical Society 1994
References
REFERENCES
- 5
- Cited by