Related papers: Multiple Q-Adapted Integrals and Ito Formula of No…
A generalized definition of quantum stochastic (QS) integrals and differentials is given in the free of adaptiveness and basis form in terms of Malliavin derivative on a projective Fock scale, and their uniform continuity and QS…
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…
Quantum chaotic states over a noncommutative monoid, a unitalization of a noncommutative Ito algebra parametrizing a quantum stochastic Levy process, are described in terms of their infinitely divisible generating functionals over the…
In this paper we first introduce the Fock-Guichardet formalism for the quantum stochastic integration, then the four fundamental processes of the dynamics are introduced in the canonical basis as the operator-valued measures of the QS…
By introducing a color filtration to the multiplicity space, we extend the quantum Ito calculus on multiple symmetric Fock space to the framework of filtered adapted biprocesses. In this new notion of adaptedness,``classical'' time…
A *-algebraic indefinite structure of quantum stochastic (QS) calculus is introduced and a continuity property of generalized nonadapted QS integrals is proved under the natural integrability conditions in an infinitely dimensional nuclear…
In this paper we investigate a quantum stochastic calculus build of creation, annihilation and number of particles operators which fulfill some deformed commutation relations. Namely, we introduce a deformation of a number of particles…
We define a fractional Ito stochastic integral with respect to a randomly scaled fractional Brownian motion via an $S$-transform approach. We investigate the properties of this stochastic integral, prove the Ito formula for functions of…
A natural counterpart to the Lie-Trotter product formula for norm-continuous one-parameter semigroups is proved, for the class of quasicontractive quantum stochastic operator cocycles whose expectation semigroup is norm continuous. Compared…
The quantum Ito formula has so far been proved for regular (bounded) quantum semimartingales We give three different extensions to classes of essentially self-adjoint (unbounded) quantum semimartingales. The first extension is to quantum…
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…
A simple axiomatic characterization of the noncommutative Ito algebra is given and a pseudo-Euclidean fundamental representation for such algebra is described. It is proved that every quotient Ito algebra has a faithful representation in a…
The dynamics of interacting quantum systems in the presence of disorder is studied and an exact representation for disorder-averaged quantities via Ito stochastic calculus is obtained. The stochastic integral representation affords many…
We introduce a Skorokhod type integral and prove an Ito formula for a wide class of Gaussian processes which may exhibit stochastic discontinuities. Our Ito formula unifies and extends the classical one for general (i.e., possibly…
We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We prove that the (mollified) empirical process converges to the…
In this note we define and study a Hilbert space-valued stochastic integral of operator-valued functions with respect to Hilbert space-valued measures. We show that this integral generalizes the classical Ito stochastic integral of adapted…
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…
We derive a functional change of variable formula for {\it non-anticipative} functionals defined on the space of right continuous paths with left limits. The functional is only required to possess certain directional derivatives, which may…
After a review of how Boson Fock space (of arbitrary multiplicity) may be approximated by a countable Hilbert-space tensor product (known as toy Fock space) it is shown that vacuum-adapted multiple quantum Wiener integrals of bounded…
In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that…