2013Probability and Mathematical StatisticsRequires access

SOME PROPERTIES OF QUANTUM LÉVY AREA IN FOCK AND NON-FOCK QUANTUM STOCHASTIC CALCULUS

Shang Chen, R. L. Hudson

Open publisher page 5 citations

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.

About this research paper

What this paper is about

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.

Why it matters

OpenAlex reports 5 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available 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.

Key concepts: Fock space, Fock matrix, Mathematics, Quantum stochastic calculus, Brownian motion, Quantum, Iterated function, Stochastic calculus

Related papers

Back to paper searchBrowse research topicsOriginal source
SOME PROPERTIES OF QUANTUM LÉVY AREA IN FOCK AND NON-FOCK QUANTUM STOCHASTIC CALCULUS — Research Paper | ScholarLens