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QUANTUM GAUSSIAN PROCESSES
引用本文:王亚珍. QUANTUM GAUSSIAN PROCESSES[J]. 应用数学学报(英文版), 1994, 10(3): 315-327. DOI: 10.1007/BF02006861
作者姓名:王亚珍
作者单位:Department of Mathematical Statistics,East China Normal University,Shanghai 200062,China
摘    要:QUANTUMGAUSSIANPROCESSESWANGYAZHEN(王亚珍)(DepartmentofMathematicalStatistics,EastChinaNormalUniversity,Shanghai200062,China)Abs...

收稿时间:1991-01-22

Quantum gaussian processes
Yazhen Wang. Quantum gaussian processes[J]. Acta Mathematicae Applicatae Sinica, 1994, 10(3): 315-327. DOI: 10.1007/BF02006861
Authors:Yazhen Wang
Affiliation:(1) Department of Mathematical Statistics, East China Normal University, 200062 Shanghai, China
Abstract:In this paper,we will define the quantum Gaussian processes based on ordinary Gaussian processes by means of reproducing kernel Hilbert spaces,and investigate the relation between their stochastic properties. Particularly,we are interested in Brownian bridges and quantum Ornstein Uhlenbeck processes.We are even able to construct each of them in two different ways:to construct quantum processes based on ordinary Brownian bridges(Ornstein-Uhlenbeck processes resp.)or to solve the quantum S.D.E. driven by quantum Brownian motions. But essentially they are the same.
Keywords:Quantum stochastic process  quantum stochastic differential equation   Gaussian process   reproducing kernel Hilbert space.
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