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Publications of the Research Institute for Mathematical Sciences

Stochastic Integration on the Full Fock Space with the Help of a Kernel Calculus

Roland Speicher

Published Feb 28, 1991• 21 citations
Publisher

Abstract

We develop a stochastic integration theory with respect to creation, annihilation and gauge operators on the full Fock space. This is done by using a kernel representation for a large class of bounded operators on the full Fock space. It is shown that the kernels form a Banach algebra. Having established the definition of processes and stochastic integrals we go on to prove an Ito formula and use this for examining stochastic evolutions and constructing dilations of special completely positive semigroups. Explicit solutions of the corresponding stochastic differential equations are given.

DOI
10.2977/prims/1195170235

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We develop a stochastic integration theory with respect to creation, annihilation and gauge operators on the full Fock space. This is done by using a kernel representation for a large class of bounded operators on the full Fock space. It is shown that the kernels form a Banach algebra. Having established the definition of processes and stochastic integrals we go on to prove an Ito formula and use this for examining stochastic evolutions and constructing dilations of special completely positive semigroups. Explicit solutions of the corresponding stochastic differential equations are given.
The stochastic calculus constructed in [2] for fermion Brownian motion is augmented through the inclusion of stochastic integration with respect to the gauge process. The solutions of certain non-commutative stochastic differential equations are used to construct dilations of contraction semigroups on a Hilbert space \mathfrak h_0 and of uniformly continuous, completely positive semigroups on \boldsymbol B(\mathfrak h_0) . Finally we construct a fermion analogue of the classical Poisson process and investigate some of its properties.
The basic integrator processes of quantum stochastic calculus, namely, creation, conservation, and annihilation, are introduced in the Hilbert space of square integrable Brownian functionals. Stochastic integrals with respect to these processes and a quantum Itô’s formula are described. As an application two examples of quantum stochastic differential equations are discussed. A continuous time version of Stinespring’s theorem on completely positive maps in C *-algebras is exploited to formulate the notion of a quantum Markov process and indicate how classical Markov processes are woven into the fabric of the Schodinger-Heisenberg dynamics of quantum theory.
A generalized definition of quantum stochastic (QS) integrals and differentials is given in the free of adaptiveness and dimensionality form in terms of Malliavin derivative on a projective Fock space, and their uniform continuity with respect to the inductive limite convergence is proved. A new form of QS calculus based on an inductive *-algebraic structure in an indefinite space is developed and a nonadaptive generalization of the QS Ito formula for its representation in Fock space is derived. The problem of solution of general QS evolution equations in a Hilbert space is solved in terms of the constructed operator representation of chronological products, defined in the indefinite space, and isometry and *-homomorphism property respectively for operators and maps of these solutions, corresponding to the peseudounitary and *-homomorphism property of the QS integrable generators is proved.
In this thesis we develop the theory of quantum Wiener integrals on the bosonic Fock space. We study multiple quantum Wiener integrals as an algebra of unbounded operators, investigating its properties, including closedness, common domains and multiplication formulas. We show the applications of the new formalism by providing new proofs to the established theory of quantum stochastic calculus and new conditions for generating quantum stochastic cocycles and quantum stochastic evolutions. The corresponding quasifree case is also studied and the constructions extended to fit in that formalism. We construct the multiple quantum Wiener integral as one operator on a family of operators which we dub operator kernels. This in particular covers the case of quantum stochastic cocycles and evolutions. We show that the family of quantum Wiener integrals forms a WOT-dense algebra of unbounded operators on the bosonic Fock space. We provide more general conditions for an operator kernel to be multiple quantum Wiener integrable, which allows us to treat multiple quantum Wiener integrals as an algebra. We explore the influence of an initial space on the theory. Our setting gives natural conditions for a product of two cocycles (evolutions) to still be a cocycle (an evolution). We apply our theory by solving quantum stochastic differential equations (QSDEs) and by finding more elementary proofs of structure conditions on the generator of a quantum stochastic evolution and of the fundamental estimate in the proof of quantum stochastic Lie–Trotter formula. We also show how our theory unifies and generalises the theory of integral kernels and chaotic representation properties, proving in particular that every Hilbert–Schmidt operator is a quantum Wiener integral.
A quantum stochastic calculus for fermions is developed where the basic integrators are based on Dirac fields and the charge operator. The associated Ito formula has seven non-trivial correction terms. Conditions are found for the solutions of stochastic differential equations to be unitary and it is shown that the corresponding quantum stochastic flow manifests a broken symmetry whereby the particle and antiparticle noises no longer balance each other. An abstract theory of such flows is then developed. By employing the unification between boson and fermion stochastic calculi, we are able to develop the entire theory using boson Fock spaces.