The optional stopping theorem for quantum martingales |
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Authors: | Agnes Coquio |
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Affiliation: | Institut Fourier, Laboratoire de Mathématiques, UMR 5582 (UJF-CNRS), 38402 St. Martin d'Heres cedex, France |
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Abstract: | In classical probability theory, a random time T is a stopping time in a filtration (Ft)t?0 if and only if the optional sampling holds at T for all bounded martingales. Furthermore, if a process (Xt)t?0 is progressively measurable with respect to (Ft)t?0, then XT is FT-measurable. Unfortunately, this is not the case in noncommutative probability with the definition of stopped process used until now. It is shown in this article that we can define the stopping of noncommutative processes in Fock space in such a way that all the bounded martingales can be stopped at any stopping time T, are adapted to the filtration of the past before T and satisfy the optional stopping theorem. |
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Keywords: | Quantum stopping times Fock space Quantum stochastic calculus Martingales |
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