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Quantum stochastic calculus on full Fock space

Michael Skeide (1998)

Banach Center Publications

We present a new version of integration of time-adapted processes with respect to creation, annihilation and conservation processes on the full Fock space. Among the new features, in the first place, there is a new formulation of adaptedness which is both simpler and more general than the known ones. The new adaptedness allows for processes which are not restricted to be elements of some norm closure of the ∗-algebra which is generated by the basic creation processes.

Quasi-diffusion solution of a stochastic differential equation

Agnieszka Plucińska, Wojciech Szymański (2007)

Applicationes Mathematicae

We consider the stochastic differential equation X t = X ₀ + ∫ 0 t ( A s + B s X s ) d s + ∫ 0 t C s d Y s , where A t , B t , C t are nonrandom continuous functions of t, X₀ is an initial random variable, Y = ( Y t , t ≥ 0 ) is a Gaussian process and X₀, Y are independent. We give the form of the solution ( X t ) to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that ( X t ) is a quasi-diffusion proces.

q-White noise and non-adapted stochastic integral

Un Cig Ji, Byeong Su Min (2006)

Banach Center Publications

The q-white noise is studied as the time derivative of the q-Brownian motion. As an application of the q-white noise, a non-adapted (non-commutative) stochastic integral with respect to the q-Brownian motion is constructed.

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