Stochastic integral representations of quantum martingales on multiple Fock space

2007/07/14 by Un Cig Ji, Ji, Un Cig
Computer Science · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Quantum Information and Cryptography #Random Matrices and Applications #Stochastic processes and financial applications #math.PR

paper · pdf · doi:10.48550/arxiv.0707.2144

17 pages

arxiv created 2007/07/14 · openalex publication_date 2007/07/14 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper a quantum stochastic integral representation theorem is obtained for unbounded regular martingales with respect to multidimensional quantum noise. This simultaneously extends results of Parthasarathy and Sinha to unbounded martingales and those of the author to multidimensions.

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