Quantum stochastic integration and quantum stochastic differential equations

Author:

Barnett Chris,Goldstein Stanisław,Wilde Ivan

Abstract

AbstractQuantum stochastic integrals are constructed using the non-commutativeLp-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.

Publisher

Cambridge University Press (CUP)

Subject

General Mathematics

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