Quantum stochatic integrals and Doob-Meyer decomposition
Operator Algebras
2007-05-23 v1 Probability
Abstract
We show that for a quantum -martingale , , there exists a Doob-Meyer decomposition of the submartingale . A noncommutative counterpart of a classical process continuous with probability one is introduced, and a quantum stochastic integral of such a process with respect to an -martingale, , is constructed. Using this construction, the uniqueness of the Doob-Meyer decomposition for a quantum martingale `continuous with probability one' is proved, and explicit forms of this decomposition and the quadratic variation process for such a martingale are obtained.
Cite
@article{arxiv.math/0602216,
title = {Quantum stochatic integrals and Doob-Meyer decomposition},
author = {Andrzej Luczak},
journal= {arXiv preprint arXiv:math/0602216},
year = {2007}
}
Comments
34 pages