The strong Markov property for canonical Wiener processes |
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Authors: | R.L. Hudson |
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Affiliation: | Mathematics Department, University of Nottingham, University Park, Nottingham NG7 2RD, England |
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Abstract: | A noncommutative analog of the concept of Markov time is formulated, in association with a canonical Wiener process (P, Q) [4]. For such a Markov time T, the quantities PT(t) = P(t + T) ? P(T), QT(t) = Q(t + T) ? Q(T) can be defined using spectral integrals with operator-valued integrands, and constitute a new canonical Wiener process (PT, QT), which is independent of the analog of the σ-field of events generated by the process up to the Markov time. |
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