Journal of Mathematical Physics
Symmetrized double quantum stochastic product integrals
R. L. Hudson, Sylvia Pulmannová
Abstract
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.