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Russian Journal of Mathematical Physics

Forward and backward adapted quantum stochastic calculus and double product integrals

R. L. Hudson

Published Jul 1, 2014• 3 citations
Publisher

Abstract

We show that iterated stochastic integrals can be described equivalently either by the conventional forward adapted, or by backward adapted quantum stochastic calculus. By using this equivalence, we establish two properties of triangular (causal) and rectangular double quantum stochastic product integrals, namely a necessary and sufficient condition for their unitarity, and the coboundary relation between the former and the latter.

DOI
10.1134/s1061920814030078

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We show that iterated stochastic integrals can be described equivalently either by the conventional forward adapted, or by backward adapted quantum stochastic calculus. By using this equivalence, we establish two properties of triangular (causal) and rectangular double quantum stochastic product integrals, namely a necessary and sufficient condition for their unitarity, and the coboundary relation between the former and the latter.
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.
We study the continuity property of multiple Q-adapted quantum stochastic integrals with respect to noncommuting integrands given by the non-adapted multiple integral kernels in Fock scale.The noncommutative algebra of relatively (exponentially) bounded nonadapted quantum stochastic processes is studied in the kernel form as introduced in [10].The differential Q-adapted formula generalizing Itô product formula for adapted integrals is presented in both strong and weak sense as a particular case of the quantum stochastic nonadapted Itô formula.
A theory is developed of product integrals of the form ∏a<s<b ∏c<t<d(1+g[h] (ds,dt)). Here [a,b[ and [c,d[ are disjoint finite subintervals of R+, and g[h] is a formal power series in the indeterminate h whose constant term is zero and whose coefficients are elements of L⊗L, where ℒ is the space of basic differentials of a multidimensional quantum stochastic calculus. The product integrals are themselves formal power series in h whose coefficients are finite sums of iterated stochastic integrals against the elements of ℒ. They are symmetrized in such a way that ∏a<s<b ∏c<t<d(1+g[h](ds,dt)) is the image, obtained by applying the representation J[a,b[⊗J[c,d[ to the coefficients, where J[a,b[ is the representation canonically associated with the interval [a,b[, of a formal power series ∏ ∏(1+dg[h]) whose coefficients lie in U⊗U, where 𝒰 is the universal enveloping algebra of the Lie algebra ℒ. It is shown that the naturally conjectured multiplication rule, analogous to the multiplication rule for simple product integrals, holds in the commutative case.
We study the family of causal double product integrals \begin{equation*} \prod_{a < x < y < b}\left(1 + i{λ\over 2}(dP_x dQ_y - dQ_x dP_y) + i {μ\over 2}(dP_x dP_y + dQ_x dQ_y)\right) \end{equation*} where PPP and QQQ are the mutually noncommuting momentum and position Brownian motions of quantum stochastic calculus. The evaluation is motivated heuristically by approximating the continuous double product by a discrete product in which infinitesimals are replaced by finite increments. The latter is in turn approximated by the second quantisation of a discrete double product of rotation-like operators in different planes due to a result in [Hudson-Pei2015]. The main problem solved in this paper is the explicit evaluation of the continuum limit WWW of the latter, and showing that WWW is a unitary operator. The kernel of WWW is written in terms of Bessel functions, and the evaluation is achieved by working on a lattice path model and enumerating linear extensions of related partial orderings, where the enumeration turns out to be heavily related to Dyck paths and generalisations of Catalan numbers.
We study the family of causal double product integrals ∏_a<x<y<b(1+iλ2(dP_xdQ_y−dQ_xdP_y)+iμ2(dP_xdP_y+dQ_xdQ_y)), \prod\_{a < x < y < b}\Big(1 + i{\lambda \over 2}(dP\_x dQ\_y - dQ\_x dP\_y) + i {\mu \over 2}(dP\_x dP\_y + dQ\_x dQ\_y)\Big), ∏_a<x<y<b(1+i2λ​(dP_xdQ_y−dQ_xdP_y)+i2μ​(dP_xdP_y+dQ_xdQ_y)), where PPP and QQQ are the mutually noncommuting momentum and position Brownian motions of quantum stochastic calculus. The evaluation is motivated heuristically by approximating the continuous double product by a discrete product in which infinitesimals are replaced by finite increments. The latter is in turn approximated by the second quantisation of a discrete double product of rotation-like operators in different planes due to a result in \[15]. The main problem solved in this paper is the explicit evaluation of the continuum limit WWW of the latter, and showing that WWW is a unitary operator. The kernel of W−IW - IW−I is written in terms of Bessel functions, and the evaluation is achieved by working on a lattice path model and enumerating linear extensions of related partial orderings, where the enumeration turns out to be heavily related to Dyck paths and generalisations of Catalan numbers.