Noncommutative Ito and Stratonovich noise and stochastic evolutions

被引:5
作者
Gough, J [1 ]
机构
[1] St Patricks Coll, Dept Math Phys, Maynooth, Kildare, Ireland
关键词
White Noise; Stochastic Integral; Piecewise Continuous Function; Finite Partition; Admissible Space;
D O I
10.1007/BF02634168
中图分类号
O4 [物理学];
学科分类号
0702 ;
摘要
We complete the theory of noncommutative stochastic calculus by introducing the Stratonovich representation. The key idea is to develop a theory of white noise analysis for both the Ito and Stratonovich representations based on distributions over piecewise continuous functions mapping into a Hilbert space. As an example, we derive the most general class of unitary stochastic evolutions, where the Hilbert space is the space of complex numbers, by first constructing the evolution in the Stratonovich representation where unitarity is self-evident.
引用
收藏
页码:1431 / 1437
页数:7
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