A White-Noise Approach to Stochastic Calculus

During the past 15 years a new technique, called the stochastic limit of quantum theory, has been applied to deduce new, unexpected results in a variety of traditional problems of quantum physics, such as quantum electrodynamics, bosonization in higher dimensions, the emergence of the noncrossing diagrams in the Anderson model, and in the large-N-limit in QCD, interacting commutation relations, new photon statistics in strong magnetic fields, etc. These achievements required the development of a new approach to classical and quantum stochastic calculus based on white noise which has suggested a natural nonlinear extension of this calculus. The natural theoretical framework of this new approach is the white-noise calculus initiated by T. Hida as a theory of infinite-dimensional generalized functions. In this paper, we describe the main ideas of the white-noise approach to stochastic calculus and we show that, even if we limit ourselves to the first-order case (i.e. neglecting the recent developments concerning higher powers of white noise and renormalization), some nontrivial extensions of known results in classical and quantum stochastic calculus can be obtained.     

The Stratonovich Interpretation of Quantum Stochastic Approximations

The Stratonovich version of non-commutative stochastic calculus is introduced and shown to be equivalent to the Itô version developed by Hudson and Parthasarathy [1]. The conversion from Stratonovich to Itô version is shown to be implemented by a stochastic form of Wick's theorem: that is, involving the normal ordering of time-dependent noise fields. It is shown for a model of a quantum mechanical system coupled to a Bosonic field in a Gaussian state that under suitable scaling limits, in particular the weak coupling limit (for linear interactions) and low density limit (for scattering interactions), the limit form of the dynamical equation of motion is most naturally described as a quantum stochastic differential equation of Stratonovich form. We then convert the limit dynamical equations from Stratonovich to Itô form. Thermal Stratonovich noises are also presented.     

Integral Kernel Operators on Fock Space – Generalizations and Applications to Quantum Dynamics

A general theory of operators on Boson Fock space is discussed in terms of the white noise distribution theory on Gaussian space (white noise calculus). An integral kernel operator is generalized from two aspects: (i) The use of an operator-valued distribution as an integral kernel leads us to the Fubini type theorem which allows an iterated integration in an integral kernel operator. As an application a white noise approach to quantum stochastic integrals is discussed and a quantum Hitsuda–Skorokhod integral is introduced. (ii) The use of pointwise derivatives of annihilation and creation operators assures the partial integration in an integral kernel operator. In particular, the particle flux density becomes a distribution with values in continuous operators on white noise functions and yields a representation of a Lie algebra of vector fields by means of such operators.     

On dissipative stochastic equations in a Hilbert space

Summary A general existence and uniqueness theorem for solutions of linear dissipative stochastic differential equation in a Hilbert space is proved. The dual equation is introduced and the duality relation is established. Proofs take inspirations from quantum stochastic calculus, however without using it. Solutions of both equations provide classical stochastic representation for a quantum dynamical semigroup, describing quantum Markovian evolution. The problem of the mean-square norm conservation, closely related to the unitality (non-explosion) of the quantum dynamical semigroup, is considered and a hyperdissipativity condition, ensuring such conservation, is discussed. Comments are given on the existence of solutions of a nonlinear stochastic differential equation, introduced and discussed recently in physical literature in connection with continuous quantum measurement processes.     

Quantum and non-causal stochastic calculus

Summary The quantum stochastic calculus initiated by Hudson and Parthasarathy, and the non-causal stochastic calculus originating with the papers of Hitsuda and Skorohod, are two potent extensions of the Itô calculus, currently enjoying intensive development. The former provides a quantum probabilistic extension of Schrödinger's equation, enabling the construction of a Markov process for a quantum dynamical semigroup. The latter allows the treatment of stochastic differential equations which involve terms which anticipate the future. In this paper the close relationship between these theories is displayed, and a noncausal quantum stochastic calculus, already in demand from physics, is described.     

Stochastic integral representation theorem for quantum semimartingales

The quantum stochastic integral of Itô type formulated by Hudson and Parthasarathy is extended to a wider class of adapted quantum stochastic processes on Boson Fock space. An Itô formula is established and a quantum stochastic integral representation theorem is proved for a class of unbounded semimartingales which includes polynomials and (Wick) exponentials of the basic martingales in quantum stochastic calculus.     

Generalized Brownian Motion,Point Processes and Stochastic Calculus for Random Fields

A representation of the Malliavian derivative and the Skorochod integral in terms of random point systems on Polish spaces (and thus generalizing from the unit interval) is derived. This leads to a stochastic calculus based on random point systems. The operators are given explicitely and in a simple form allowing concrete probabilistic and quantum probabilistic interpretations.     

Quantum and non-causal stochastic calculus

In this paper, using the Guichardet space technique, the relationship between Fermion quantum stochastic calculus and non-causal calculus in Segal spaceL ² (H) is discussed, and an anticipating quantum stochastic calculus is naturally given. Subject supported by NSF     

A new form and a ⋆-algebraic structure of quantum stochastic integrals in Fock space

An algebraic definition of the basic quantum process for the noncommutative stochastic calculus is given in terms of the Fock representation of a Lie ⋆-algebra of matrices in a pseudo-Euclidean space. An operator definition of the quantum stochastic integral is given and its continuity is proved in a projective limit uniform operator topology. A new form of quantum stochastic equations, revealing the ⋆-algebraic structure of quantum Ito's formula, is given. (Conferenza tenuta il 21 settembre 1988)     

Stochastic Schrodinger Equation for a Quantum Oscillator with Dissipation

In this paper, we construct an exact solution of the stochastic Schrodinger equation for a quantum oscillator with possible dissipation of energy taken into account. Using the explicit form of the solution, we calculate estimates for the characteristic damping time of free damped oscillations. In the case of forced oscillations, we obtain formulas for the Q-factor of the system and for the variance of the coordinate and momentum of a quantum oscillator with dissipation. We obtain the quantum analog of the classical diffusion equation and explicitly show that the equations of motion for the mean value of the momentum operator following from the solution of the stochastic Schrodinger equation play the role of the quantum Langevin equation describing Brownian motion under the action of a stochastic force.     

Stochastic calculus of variations

A theory of stochastic calculus of variations is presented which generalizes the ordinary calculus of variations to stochastic processes. Generalizations of the Euler equation and Noether's theorem are obtained and several conservation laws are discussed. An application to Nelson's probabilistic framework of quantum mechanics is also given.     

Converging multistep schemes for weak solutions of quantum stochastic differential equations

Multistep schemes for computing weak solutions of Lipschitzian quantum stochastic differential equations (QSDE) driven by certain operator-valued stochastic processes associated with the basic field operators of quantum field theory are introduced and studied. This is accomplished within the framework of the Hudson–Parthasarathy formulation of quantum stochastic calculus and subject to matrix element of solution being sufficiently differentiable. Results concerning convergence of explicit schemes of class A in the topology of the locally convex space of solution are presented.Numerical examples are given.     

On Convergence of One-Step Schemes for Weak Solutions of Quantum Stochastic Differential Equations

Several one-step schemes for computing weak solutions of Lipschitzian quantum stochastic differential equations (QSDE) driven by certain operator-valued stochastic processes associated with creation, annihilation and gauge operators of quantum field theory are introduced and studied. This is accomplished within the framework of the Hudson–Parthasarathy formulation of quantum stochastic calculus and subject to the matrix elements of solution being sufficiently differentiable. Results concerning convergence of these schemes in the topology of the locally convex space of solution are presented. It is shown that the Euler–Maruyama scheme,with respect to weak convergence criteria for Itô stochastic differential equation is a special case of Euler schemes in this framework. Numerical examples are given.     

Stochastic integrals in Riemann manifolds

Stochastic integrals are constructed with values in a compact Riemann manifold from a continuous martingale integrator that is given in the tangent space of the initial point of the stochastic integral and from a stochastic tensor field of linear endomorphisms of the tangent bundle. The integrals that are formed are continuous processes that suitably preserve the martingale property. These stochastic integrals should be useful for the applications of a stochastic calculus in Riemann manifolds.     

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman–Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.     

Entropy,stochastic matrices,and quantum operations

The goal of the present paper is to derive some conditions on saturation of (strong) subadditivity inequality for the stochastic matrices. The notion of relative entropy of stochastic matrices is introduced by mimicking quantum relative entropy. Some properties of this concept are listed, and the connection between the entropy of the stochastic quantum operations and that of stochastic matrices are discussed.