Module Free White Noise Flows

Author:

Ayed Wided12

Affiliation:

1. University Tunis El Manar, Faculté des Sciences de Tunis, Tunisia

2. University of Carthage, Institut péparatoire aux études d’ingénieure, El Merezka, Nabeul, 8058, Tunisia

Abstract

The main result of this paper is to extend to Hilbert module level the proof of the inclusion of (non-Hamiltonian) stochastic differential equations based on free noise into the class of Hamiltonian equations driven by free white noise. To achieve this goal, free white noise calculus is extended to a trivial Hilbert module. The white noise formulation of the Ito table is radically different from the usual Itô tables, both classical and quantum and, combined with the Accardi–Boukas approach to Ito algebra, allows to drastically simplify calculations. Infinitesimal generators of Hilbert module free flows are characterized in terms of stochastic derivations from an initial algebra into a white noise Itô algebra. We prove that any such derivation is the difference of a ⋆-homomorphism and a trivial embedding.

Publisher

World Scientific Pub Co Pte Lt

Subject

Mathematical Physics,Statistics and Probability,Statistical and Nonlinear Physics

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