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Stop times in fock space stochastic calculus
Authors:K R Parthasarathy  Kalyan B Sinha
Institution:(1) Indian Statistical Institute, 110016 New Dehli, India
Abstract:Summary A stop time S in the boson Fock space hamilt over L 2(Ropf)+ is a spectral measure in 0,infin] such that {S(0,t])} is an adapted process. Following the ideas of Hudson 6], to each stop time S a canonical shift operator U Sis constructed in hamilt. When S({infin}) has the vacuum as a null vector U Sbecomes an isometry. When S({infin})=0 it is shown that hamilt admits a factorisation hamilt S]otimeshamilt{S where hamilt{S is the range of U Sand hamilt S] is a suitable subspace of hamilt called the Fock space upto time S. This, in particular, implies the strong Markov property of quantum Brownian motion in the boson as well as fermion sense and the Dynkin-Hunt property that the classical Brownian motion begins afresh at each stop time. The stopped Weyl and fermion processes are defined and their properties studied. A composition operation is introduced in the space of stop time to make it a semigroup. Stop time integrals are introduced and their properties constitute the basic tools for the subject.
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