A Wiener integral approach to the non-commutative harmonic oscillator, i.e. an approach via Brownian motions and matrix-valued stochastic differential equations, will be given. Such an approach is a continuation and an extension of the one made by the author in an earlier paper (Kyushu J. Math. 62 (2008), 63-68).
In this work the Jacobi’s second equality in the form of stochastic equation and the Wiener path integral approach are used to evaluate the probability density of harmonic oscillator in non-commutative space. Using the factorization theorem and the Mastubara formalism, the thermodynamic parameters are determined. The structure of Fokker-Planck equation remained the same even in a commutative and non-commutative space. Moreover, the non-commutative parameter is depicted for increasing value of the entropy.
Quantum stochastic integrals have been constructed in various contexts [2, 3, 4, 5, 9] by adapting the construction of the classical L2-Itô-integral with respect to Brownian motion. Thus, the integral is first defined for simple integrands as a finite sum, then one establishes certain isometry relations or suitable bounds to allow the extension, by continuity, to more general integrands. The integrator is typically operator-valued, the integrand is vector-valued or operator-valued and the quantum stochastic integral is then given as a vector in a Hilbert space, or as an operator on the Hilbert space determined by its action on suitable vectors.