Stochastic integral representations of quantum martingales on multiple Fock space |
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| Authors: | Un Cig Ji |
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| Institution: | (1) Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, 361-763 Cheongju, Korea |
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| 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.
Dedicated to Professor Kalyan B Sinha on the occasion of his 60th birthday |
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| Keywords: | Fock space quantum stochastic process quantum stochastic integral quantum martingale |
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