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.     

Sesquilinear quantum stochastic analysis in Banach space

A theory of quantum stochastic processes in Banach space is initiated. The processes considered here consist of Banach space valued sesquilinear maps. We establish an existence and uniqueness theorem for quantum stochastic differential equations in Banach modules, show that solutions in unital Banach algebras yield stochastic cocycles, give sufficient conditions for a stochastic cocycle to satisfy such an equation, and prove a stochastic Lie–Trotter product formula. The theory is used to extend, unify and refine standard quantum stochastic analysis through different choices of Banach space, of which there are three paradigm classes: spaces of bounded Hilbert space operators, operator mapping spaces and duals of operator space coalgebras. Our results provide the basis for a general theory of quantum stochastic processes in operator spaces, of which Lévy processes on compact quantum groups is a special case.     

Quantum stochastic convolution cocycles III

Every Markov-regular quantum Lévy process on a multiplier C ^*-bialgebra is shown to be equivalent to one governed by a quantum stochastic differential equation, and the generating functionals of norm-continuous convolution semigroups on a multiplier C ^*-bialgebra are then completely characterised. These results are achieved by extending the theory of quantum Lévy processes on a compact quantum group, and more generally quantum stochastic convolution cocycles on a C ^*-bialgebra, to locally compact quantum groups and multiplier C ^*-bialgebras. Strict extension results obtained by Kustermans, together with automatic strictness properties developed here, are exploited to obtain existence and uniqueness for coalgebraic quantum stochastic differential equations in this setting. Then, working in the universal enveloping von Neumann bialgebra, we characterise the stochastic generators of Markov-regular, *-homomorphic (respectively completely positive and contractive), quantum stochastic convolution cocycles.     

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.     

On quantum stochastic differential equations

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional initial space or, more generally, for coefficients satisfying a finite localisability condition. Necessary and sufficient conditions are obtained for a conjugate pair of quantum stochastic cocycles on a finite-dimensional operator space to strongly satisfy such a quantum stochastic differential equation. This gives an alternative approach to quantum stochastic convolution cocycles on a coalgebra.     

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.     

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)     

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.     

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.     

What Is a Quantum Stochastic Differential Equation from the Point of View of Functional Analysis?

We prove that a quantum stochastic differential equation is the interaction representation of the Cauchy problem for the Schrödinger equation with Hamiltonian given by a certain operator restricted by a boundary condition. If the deficiency index of the boundary-value problem is trivial, then the corresponding quantum stochastic differential equation has a unique unitary solution. Therefore, by the deficiency index of a quantum stochastic differential equation we mean the deficiency index of the related symmetric boundary-value problem.In this paper, conditions sufficient for the essential self-adjointness of the symmetric boundary-value problem are obtained. These conditions are closely related to nonexplosion conditions for the pair of master Markov equations that we canonically assign to the quantum stochastic differential equation.     

Monotone quantum stochastic processes and covariant dynamical hemigroups

Based on the Hilbert C^?-module structure we study non-stationary monotone quantum stochastic processes and general Markov processes constructed from quantum dynamical hemigroups indexed by a totally ordered set. We prove that the quantum stochastic monotone process implementing the weakly covariant process described by a covariant quantum dynamical hemigroup with respect to a symmetry semigroup is again covariant in the strong sense.     

On quantum stochastic differential equations with unbounded coefficients

Summary We prove an existence, uniqueness and unitarity theorem for quantum stochastic differential equations with unbounded coefficients which satisfy an analyticity condition on a common dense invariant domain. This result, applied to the quantum harmonic oscillator, gives a rigorous meaning to a large class of stochastic differential equations that have been considered formally in quantum probability.     

Information and system modelling

In this paper, we first give a clear mathematical definition of information. Then based on this definition of information we consider two routes of system modelling. One route is with stochastic information and the other route is with deterministic information. The route with stochastic information gives the usual information theory where information is carried by random variables or stochastic processes. With this route of stochastic information we can derive quantum mechanics. Then our new feature is the route with deterministic information. We show that with deterministic information we can establish deterministic quantum systems (which are quantum systems with no probability interpretation). From these deterministic quantum systems we can derive the three laws of thermodynamics and resolve the paradox between the second law of thermodynamics and the evolution phenomena of the world. We resolve this paradox by clarifying the relation between Shannon information entropy, Boltzmann entropy and the entropy for the second law. This clarification also solves the negative entropy problem of Schroedinger. These deterministic quantum systems which are established with deterministic information can be regarded as solutions to the the debate between Bohr and Einstein and the measurement problem of quantum mechanics because of their deterministic nature and their quantum structure.     

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.     

Quantum stochastic integrals under standing hypotheses

We study the meaning of stochastic integrals when the integrator is a quantum stochastic process which is not quite a martingale, in that it obeys estimates of the type advocated by McShane in the classical case. We define the integral and solve stochastic differential equations when the von Neumann algebra is finite and when it has a cyclic and separating state or weight. When conditional expectations exist, a quantum martingale continuity theorem is proved.