SOME PROPERTIES OF QUANTUM LEVY AREA IN FOCK AND NON-FOCK QUANTUM STOCHASTIC CALCULUS

被引:0
|
作者
Chen, Shang [1 ,2 ]
Hudson, Robin [2 ]
机构
[1] Univ Loughborough, Dept Comp Sci, Loughborough LE11 3TU, Leics, England
[2] Univ Loughborough, Dept Math, Loughborough LE11 3TU, Leics, England
来源
PROBABILITY AND MATHEMATICAL STATISTICS-POLAND | 2013年 / 33卷 / 02期
关键词
Quantum Levy area; non-Fock quantum stochastic calculus; time reversal; THEOREM;
D O I
暂无
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider the analogue of Levy area, defined as an iterated stochastic integral, obtained by replacing two independent component one-dimensional Brownian motions by the mutually non-commuting momentum and position Brownian motions P and Q of either Fock or non-Fock quantum stochastic calculus, which are also stochastically independent in a certain sense. We show that the resulting quantum Levy area is trivially distributed in the Fock case, but has a non-trivial distribution in non-Fock quantum stochastic calculus which, after rescaling, interpolates between the trivial distribution and that of classical Levy area in the "infinite temperature" limit. We also show that it behaves differently from the classical Levy area under a kind of time reversal, in both the Fock and non-Fock cases.
引用
收藏
页码:425 / 434
页数:10
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