Noncommutative stochastic processes with independent and stationary increments satisfy quantum stochastic differential equations |
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Authors: | Michael Schürmann |
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Affiliation: | (1) Institut für Angewandte Mathematik, Universität Heidelberg, Im Neuenheimer Feld 294, D-6900 Heidelberg 1, Federal Republic of Germany |
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Abstract: | Summary The notion of a unitary noncommutative stochastic process with independent and stationary increments is introduced, and it is proved that such a process, under a continuity assumption, can be embedded into the solution of a quantum stochastic differential equation in the sense of Hudson and Parthasarathy [8].This work was supported by the Deutsche Forschungsgemeinschaft, Sonderforschungsbereich 123, Stochastische Mathematische Modelle |
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