Quantum Ito's formula and stochastic evolutions
Abstract
Using only the Boson canonical commutation relations and the Riemann-Lebesgue integral we construct a simple theory of stochastic integrals and differentials with respect to the basic field operator processes. This leads to a noncommutative Ito product formula, a realisation of the classical Poisson process in Fock space which gives a noncommutative central limit theorem, the construction of solutions of certain noncommutative stochastic differential equations, and finally to the integration of certain irreversible equations of motion governed by semigroups of completely positive maps. The classical Ito product formula for stochastic differentials with respect to Brownian motion and the Poisson process is a special case.
- Publication:
-
Communications in Mathematical Physics
- Pub Date:
- September 1984
- DOI:
- 10.1007/BF01258530
- Bibcode:
- 1984CMaPh..93..301H
- Keywords:
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- Brownian Motion;
- Field Operator;
- Limit Theorem;
- Poisson Process;
- Central Limit