Quantum and non-causal stochastic calculus |
| |
Authors: | J. Martin Lindsay |
| |
Affiliation: | (1) Department of Mathematics, University Park, NG7 2RD Nottingham, UK |
| |
Abstract: | Summary The quantum stochastic calculus initiated by Hudson and Parthasarathy, and the non-causal stochastic calculus originating with the papers of Hitsuda and Skorohod, are two potent extensions of the Itô calculus, currently enjoying intensive development. The former provides a quantum probabilistic extension of Schrödinger's equation, enabling the construction of a Markov process for a quantum dynamical semigroup. The latter allows the treatment of stochastic differential equations which involve terms which anticipate the future. In this paper the close relationship between these theories is displayed, and a noncausal quantum stochastic calculus, already in demand from physics, is described. |
| |
Keywords: | 81S25 60H07 60H05 |
本文献已被 SpringerLink 等数据库收录! |
|