SOME PROPERTIES OF QUANTUM LÉVY AREA IN FOCK AND NON-FOCK QUANTUM STOCHASTIC CALCULUS
Shang Chen, R. L. Hudson
Abstract
Shang Chen, R. L. Hudson
Abstract
Weconsider the analogueof Levy area, definedas an iterated stochastic integral, obtained by replacing two independent component one- dimensional Brownian motions by the mutually non-commuting momen- tum and position Brownian motions P and Q of either Fock or non-Fock quantum stochastic calculus, which are also stochastically independent in a certain sense. We show that the resulting quantum Levy area is trivially distributed in the Fock case, but has a non-trivial distribution in non-Fock quantum stochastic calculus which, after rescaling, interpolates between the trivial distribution and that of classical Levy area in the infinite tempera- ture limit. We also show that it behaves differently from the classical Levy area under a kind of time reversal, in both the Fock and non-Fock cases. 2000 AMS Mathematics Subject Classification: Primary: 81S25.
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Weconsider the analogueof Levy area, definedas an iterated stochastic integral, obtained by replacing two independent component one- dimensional Brownian motions by the mutually non-commuting momen- tum and position Brownian motions P and Q of either Fock or non-Fock quantum stochastic calculus, which are also stochastically independent in a certain sense. We show that the resulting quantum Levy area is trivially distributed in the Fock case, but has a non-trivial distribution in non-Fock quantum stochastic calculus which, after rescaling, interpolates between the trivial distribution and that of classical Levy area in the infinite tempera- ture limit. We also show that it behaves differently from the classical Levy area under a kind of time reversal, in both the Fock and non-Fock cases. 2000 AMS Mathematics Subject Classification: Primary: 81S25.
Key concepts: Fock space, Fock matrix, Mathematics, Quantum stochastic calculus, Brownian motion, Quantum, Iterated function, Stochastic calculus