Journal article
Quantum omega-semimartingales and stochastic evolutions
- Abstract:
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We explore omega-adaptedness, a variant of the usual notion of adaptedness found in stochastic calculus. It is shown that the (non-adapted) quantum stochastic integrals of bounded, omega-adapted processes are themselves bounded and omega-adapted, a fact that may be deduced from the Bismut–Clark–Ocone formula of Malliavin calculus. An algebra analogous to Attal’s class S of regular quantum semimartingales is defined, and product and functional Itoˆ formulae ...
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- Publication status:
- Published
- Peer review status:
- Peer reviewed
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(Version of record, pdf, 193.5KB)
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- Publisher copy:
- 10.1006/jfan.2001.3809
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Authors
Funding
+ Engineering and Physical Sciences Research Council
More from this funder
Funding agency for:
Belton, A
Grant:
95007531
Bibliographic Details
- Publisher:
- Elsevier Publisher's website
- Journal:
- Journal of Functional Analysis Journal website
- Volume:
- 187
- Issue:
- 1
- Pages:
- 94-109
- Publication date:
- 2001-12-01
- DOI:
- ISSN:
-
0022-1236
Item Description
- Language:
- English
- Keywords:
- Subjects:
- UUID:
-
uuid:87396561-c951-42e8-92d2-5eab61cb8d31
- Local pid:
- ora:8806
- Deposit date:
- 2014-07-16
Related Items
Terms of use
- Copyright holder:
- Elsevier Science
- Copyright date:
- 2001
- Notes:
- Copyright 2001 Elsevier B.V. All rights reserved. Re-use of this article is permitted in accordance with the Terms and Conditions set out at http://www.elsevier.com/open-access/userlicense/1.0/
- Licence:
- Other
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