×
Ekhaguere, G. O. S.

The functional Ito formula in quantum stochastic calculus. (English) Zbl 0718.47034

J. Math. Phys. 31, No. 12, 2921-2929 (1990).
Summary: Using an Op-*-algebraic approach, noncommutative analogs of the Itô formula of classical stochastic calculus within the framework of the Hudson-Parthasarathy formulation of Boson quantum stochastic calculus are proven.

Cited in 2 Documents

MSC:

47N50 Applications of operator theory in the physical sciences
47L60 Algebras of unbounded operators; partial algebras of operators
46N50 Applications of functional analysis in quantum physics

Keywords:

Op-*-algebraic approach; noncommutative analogs of the Itô formula of classical stochastic calculus; Hudson-Parthasarathy formulation of Boson quantum stochastic calculus
Cite Review PDF
Full Text: DOI

References:

[1] DOI: 10.3792/pia/1195572786 · Zbl 0060.29105 · doi:10.3792/pia/1195572786
[2] DOI: 10.1017/S0027763000012484 · Zbl 0167.46602 · doi:10.1017/S0027763000012484
[3] Meyer P. A., Illinois J. Math. 6 pp 193– (1962)
[4] Meyer P. A., Illinois J. Math. 7 (1963)
[5] DOI: 10.1002/cpa.3160220304 · Zbl 0167.43903 · doi:10.1002/cpa.3160220304
[6] DOI: 10.1016/0022-1236(82)90066-0 · Zbl 0492.46051 · doi:10.1016/0022-1236(82)90066-0
[7] Ekhaguere G. O. S., Nigerian Math. Soc. 1 pp 11– (1982)
[8] DOI: 10.1007/BF01258530 · Zbl 0546.60058 · doi:10.1007/BF01258530
[9] DOI: 10.1017/S0027763000012216 · Zbl 0045.07603 · doi:10.1017/S0027763000012216
[10] DOI: 10.1016/0034-4877(72)90012-2 · Zbl 0252.46087 · doi:10.1016/0034-4877(72)90012-2
[11] DOI: 10.1016/0022-0396(71)90004-0 · Zbl 0225.60028 · doi:10.1016/0022-0396(71)90004-0
[12] Gravereaux B., Ann. Inst. H. Poincare 10 (4) pp 339– (1974)
[13] DOI: 10.2140/pjm.1972.41.469 · Zbl 0226.60076 · doi:10.2140/pjm.1972.41.469
[14] DOI: 10.1090/S0002-9947-1972-0309206-0 · doi:10.1090/S0002-9947-1972-0309206-0
[15] DOI: 10.3792/pja/1195519933 · Zbl 0256.60029 · doi:10.3792/pja/1195519933
[16] Kannan D., Ann. Inst. H. Poincare 8 pp 9– (1972)
[17] DOI: 10.1016/0375-9601(81)90365-0 · doi:10.1016/0375-9601(81)90365-0
[18] DOI: 10.1088/0305-4470/16/18/004 · Zbl 0527.60068 · doi:10.1088/0305-4470/16/18/004
[19] DOI: 10.1090/S0002-9947-1953-0053784-4 · doi:10.1090/S0002-9947-1953-0053784-4
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.