Chaotic Expansion of Elements of the Universal Enveloping Algebra of a Lie Algebra Associated with a Quantum Stochastic Calculus |
| |
Authors: | Hudson, RL Pulmannova, S |
| |
Affiliation: | Department of Mathematics, University of Nottingham, University Park Nottingham NG7 2RD, UK. E-mail: rlh{at}maths.nott.ac.uk Mathematical Institute, Slovak Academy of Sciences Bratislava, Slovakia. E-mail: pulmann{at}mau.savba.sk |
| |
Abstract: | 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. |
| |
Keywords: | quantum stochastic calculus universal enveloping algebra chaotic decomposition |
本文献已被 Oxford 等数据库收录! |
|