Annihilation-Derivative,Creation-Derivative and Representation of Quantum Martingales |
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Authors: | Un Cig Ji and Nobuaki Obata |
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Institution: | (1) Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, Cheongju, 361-763, Korea;(2) Graduate School of Information Sciences, Tohoku University, Sendai 980-8579, Japan |
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Abstract: | On the basis of the quantum white noise theory we introduce the notion of creation- and annihilation-derivatives of Fock space
operators and study the differentiability of white noise operators. We define the Hitsuda–Skorohod quantum stochastic integrals
by the adjoint actions of quantum stochastic gradients and show explicit formulas for their creation- and annihilation-derivatives.
As an application, we derive direct formulas for the integrands in the quantum stochastic integral representation of a regular
quantum martingale.
Work supported by the Korea–Japan Basic Scientific Cooperation Program “Noncommutative Stochastic Analysis and Its Applications
to Network Science.” |
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