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ON QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS

J. Martin, Lindsay, Adam G. Skalski

Published Aug 14, 2016• 8 citations
OpenAlex

Abstract

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional initial space or, more generally, for coefficients satisfying a finite localisability condition. Necessary and sufficient conditions are obtained for a conjugate pair of quantum stochastic cocycles on a finite-dimensional operator space to strongly satisfy such a quantum stochastic differential equation. This gives an alternative approach to quantum stochastic convolution cocycles on a coalgebra.

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Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional initial space or, more generally, for coefficients satisfying a finite localisability condition. Necessary and sufficient conditions are obtained for a conjugate pair of quantum stochastic cocycles on a finite-dimensional operator space to strongly satisfy such a quantum stochastic differential equation. This gives an alternative approach to quantum stochastic convolution cocycles on a coalgebra.
A concept of quantum stochastic convolution cocycle is introduced and studied in two different contexts -- purely algebraic and operator space theoretic. A quantum stochastic convolution cocycle is a quantum stochastic process on a coalgebra satisfying the convolution cocycle relation and the initial condition given by the counit. The notion generalises that of quantum Levy process, which in turn is a noncommutative probability counterpart of classical Levy process on a group. Convolution cocycles arise as solutions of quantum stochastic differential equations. In turn every sufficiently regular cocycle satisfies an equation of that type. This is proved along with the corresponding existence and uniqueness of solutions for coalgebraic quantum stochastic differential equations. The stochastic generators of unital *-homomorphic cocycles are characterised in terms of structure maps on a *-bialgebra. This yields a simple proof of the Schurmann Reconstruction Theorem for a quantum Levy process; it also yields a topological version for a quantum Levy process on a C*-bialgebra. Precise characterisation of the stochastic generators of completely positive and contractive quantum stochastic convolution cocycles in the C*-algebraic context is given, leading to some dilation results. A few examples are presented and some interpretations offered for quantum stochastic convolution cocycles and their stochastic generators on different types of *-bialgebra.
Abstract. A recent characterisation of Fock-adapted contraction operator stochastic cocycles on a Hilbert space, in terms of their associated semigroups, yields a general principle for the construction of such cocycles by approximation of their stochastic generators. This leads to new existence results for quantum stochastic differential equations. We also give necessary and sufficient conditions for a cocycle to satisfy such an equation. In this paper we study the functional equation V0 = I, Vr+t = Vrσr(Vt) for all r, t ≥ 0. for a family of contractions on h ⊗ F adapted to the Fock operator filtration. Here F is the symmetric Fock space over L 2 (R+; k), h and k are fixed but arbitrary
Every Markov-regular quantum Levy process on a multiplier C*-bialgebra is shown to be equivalent to one governed by a quantum stochastic differential equation, and the generating functionals of norm-continuous convolution semigroups on a multiplier C*-bialgebra are then completely characterised. These results are achieved by extending the theory of quantum Levy processes on a compact quantum group, and more generally quantum stochastic convolution cocycles on a C*-bialgebra, to locally compact quantum groups and multiplier C*-bialgebras. Strict extension results obtained by Kustermans, together with automatic strictness properties developed here, are exploited to obtain existence and uniqueness for coalgebraic quantum stochastic differential equations in this setting. Then, working in the universal enveloping von Neumann bialgebra, we characterise the stochastic generators of Markov-regular, *-homomorphic (respectively completely positive and contractive), quantum stochastic convolution cocycles.
We introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the correspondence between our definition and similar ideas in the theory of classical stochastic differential equations. The conditions that a process must satisfy in order for it to be a mild solution are shown to be strictly weaker than those for it to be a strong solution by exhibiting a class of coefficient matrices for which a mild unitary solution can be found, but for which no strong solution exists.