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The functional Ito formula, in the form df() = f( + d ) f(),is formulated and proved in the context of a Lie algebra L associatedwith a quantum (non-commutative) stochastic calculus. Here fis an element of the universal enveloping algebra U of L, andf() + d() f() is given a meaning using the coproductstructure of U even though the individual terms of this expressionhave no meaning. The Ito formula is equivalent to a chaoticexpansion formula for f() which is found explicitly. 1991 MathematicsSubject Classification: primary 81S25; secondary 60H05; tertiary18B25. 相似文献
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Bobeldijk I Bouwhuis M Ireland DG de Jager CW Jans E de Jonge N Kasdorp WJ Konijn J Lapikás L van Leeuwe JJ van der Meer RL Nooren GJ Passchier E Schroevers M van der Steenhoven G Steijger JJ Theunissen JA van Uden MA de Vries H de Vries R de Witt Huberts PK Blok HP van den Brink HB Dodge GE Harakeh MN Hesselink WH Kalantar-Nayestanaki N Pellegrino A Spaltro CM Templon JA Hicks RS Kelly JJ Marchand C 《Physical review letters》1994,73(20):2684-2687
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van den Brink HB Blok HP Bobeldijk I Bouwhuis M Dodge GE Harakeh MN Hesselink WH Ireland DG de Jager CW Jans E de Jonge N Kalantar-Nayestanaki N Kasdorp WJ Ketel TJ Konijn J Lapikás L van Leeuwe JJ van der Meer RL Nooren GJ Norum BE Passchier E Pellegrino AR Spaltro CM van der Steenhoven G Steijger JJ Templon JA Theunissen JA van Uden MA de Vries H de Vries R de Witt Huberts PK 《Physical review letters》1995,74(18):3561-3564
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