Stochastics

Quantum Lévy–Itô algebras and non-commutative stochastic analysis

V. P. Belavkin

Published Nov 21, 2011• 0 citations

Abstract

We review the basic concepts of quantum probability and revise the classical and quantum stochastic (QS) calculus using the universal Itô B*-algebra approach. A non-commutative generalization of Lévy process is defined in Fock–Guichardet space in terms of the underlying B*-Itô modular algebra. The main notions and results of classical and QS analysis are reformulated in terms of the non-commutative but associative stochastic covariation of quantum integrals defined as sesquilinear forms adapted to a quantum Lévy process in Fock space. The general semi-Markov QS dynamics is defined in terms of a hemigroup of semi-morphic transformations as adjoints to a semiunitary hemigroup resolving a QS Schrödinger equation in Fock space. The corresponding semi-Markov hemigroup of completely positive contractions resolving a quantum master equation with generalized Lindblad generator as a non-commutative analogue of Feller–Kolmogorov equation is derived by taking vacuum conditional expectation in Fock space.

DOI: 10.1080/17442508.2011.615934

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