English

Quantum stochatic integrals and Doob-Meyer decomposition

Operator Algebras 2007-05-23 v1 Probability

Abstract

We show that for a quantum LpL^p-martingale (X(t))(X(t)), p>2p>2, there exists a Doob-Meyer decomposition of the submartingale (X(t)2)(|X(t)|^2). 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 LpL^p-martingale, p>2p>2, 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.

Keywords

Cite

@article{arxiv.math/0602216,
  title  = {Quantum stochatic integrals and Doob-Meyer decomposition},
  author = {Andrzej Luczak},
  journal= {arXiv preprint arXiv:math/0602216},
  year   = {2007}
}

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34 pages