Quantum martingale measures and stochastic partial differential equations in Fock space

被引:2
作者
Applebaum, D [1 ]
机构
[1] Nottingham Trent Univ, Dept Math Stat & Operat Res, Nottingham NG1 4BU, England
关键词
D O I
10.1063/1.532236
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
A concept of quantum martingale measure is introduced and examples are constructed as quantum stochastic spectral integrals in Fock space. These are then utilized as space-time noise to drive a parabolic stochastic partial differential equation (spde). We establish the existence and uniqueness of the solutions as families of densely defined closable operators in Fock space that are jointly continuous in time and space variables and satisfy a Markov property. (C) 1998 American Institute of Physics.
引用
收藏
页码:3019 / 3030
页数:12
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