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The Quarterly Journal of Mathematics

An Isomorphism of Quantum Semimartingale Algebras

Alexander C. R. Belton

Published Jun 1, 2004• 12 citations
Publisher

Abstract

We give details of a *‐linear bijection between adapted (in the sense of Hudson and Parthasarathy) and vacuum‐adapted quantum stochastic integrals. This provides new insight into Attal's remarkable transformation of quantum semimartingales, by showing that it factorizes in a natural manner. The Banach *‐algebras of regular quantum and Ω‐semimartingales are consequently isomorphic, and an intrinsic characterisation of Ω‐semimartingales is obtained as an application of this fact. Various formulae occurring in quantum stochastic calculus are shown to have a more natural appearance in the vacuum‐adapted framework. We finish by providing the full generalization of this theory to higher dimensions.

DOI
10.1093/qjmath/55.2.135

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Proceedings of the London Mathematical Society•Nov 1, 2004•0 citations
We give details of a *‐linear bijection between adapted (in the sense of Hudson and Parthasarathy) and vacuum‐adapted quantum stochastic integrals. This provides new insight into Attal's remarkable transformation of quantum semimartingales, by showing that it factorizes in a natural manner. The Banach *‐algebras of regular quantum and Ω‐semimartingales are consequently isomorphic, and an intrinsic characterisation of Ω‐semimartingales is obtained as an application of this fact. Various formulae occurring in quantum stochastic calculus are shown to have a more natural appearance in the vacuum‐adapted framework. We finish by providing the full generalization of this theory to higher dimensions.
Abstract. In the theory of quantum stochastic calculus one disposes of two quantum semimartingale algebras S and S ′. The first one is an algebra for the composition of operators and has a quantum functional calculus for analytical functions. The second one is larger and is an algebra for the operations of quantum square and angle brackets. In this article we study the algebraic and analytic properties of these algebras. This study is mainly performed through a remarkable transform of quantum processes which, surprisingly, establishes a bijection in between these two algebras. This bijection allows to define norms on these algebras that equip them with Banach algebra structures.
Quantum stochastic calculus is extended in a new formulation in which its stochastic integrals achieve their natural and maximal domains. Operator adaptedness, conditional expectations and stochastic integrals are all defined simply in terms of the orthogonal projections of the time filtration of Fock space, together with sections of the adapted gradient operator. Free from exponential vector domains, our stochastic integrals may be satisfactorily composed yielding quantum Itô formulas for operator products as sums of stochastic integrals. The calculus has seen two reformulations since its discovery---one closely related to classical Itô calculus; the other to noncausal stochastic analysis and Malliavin calculus. Our theory extends both of these approaches and may be viewed as a synthesis of the two. The main application given here is existence and uniqueness for the Attal--Meyer equations for implicit definition of quantum stochastic integrals.
Using the Wiener–Poisson isomorphism, we show that if (Ft)0 ⩽ t ⩽ 1 is a real, bounded, predictable process adapted to the filtration of a compensated Poisson process (Xt)0 ⩽ t ⩽ 1, and if M ^ t is the operator corresponding to multiplication by M t = ∫ 0 t F s d X s , then for any regular self-adjoint quantum semimartingale J = ( J t ) 0 ⩽ t ⩽ 1 , the essentially self-adjoint quantum semimartingale ( M ^ t + J t ) 0 ⩽ t ⩽ 1 satisfies the quantum Ito formula. We also introduce a generalisation of the Poisson process to a measure space (M, M, μ) as an isometry I: L2 (M, M, μ) → L2(Ω, F, P) and give a new construction of the generalised Wiener–Poisson isomorphism WI: F+ (L2(M)) → L2 (Ω, F, P) using exponential vectors. Using C*-algebra theory, given any measure space we construct a canonical generalised Poisson process. Unlike other constructions, we make no a priori use of Poisson measures. 2000 Mathematics Subject Classification 60G20, 60G35, 46L53, 81S25.