Quantum Ito's formula and stochastic evolutions

R. L. Hudson, K. R. Parthasarathy

Type: Article

Publication Date: 1984-09-01

Citations: 1191

DOI: https://doi.org/10.1007/bf01258530

View Publication

Download PDF

Locations

Communications in Mathematical Physics - View
Project Euclid (Cornell University) - View - PDF

Similar Works

Action	Title	Year	Authors
+	Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula	2006	R. L. Hudson Rajeeva L. Karandikar K. R. Parthasarathy
+	Quantum Lévy–Itô algebras and non-commutative stochastic analysis	2011	V. P. Belavkin
+	The Itô Calculus	2000	Masao Nagasawa
+	Quantum Itô algebra and quantum martingale	2007	V. P. Belavkin Un Cig Ji
+ PDF Chat	Quantum quasi-Markov processes, L-dynamics, and noncommutative Girsanov transformation	2010	V. P. Belavkin
+ PDF Chat	Quantum stochastic calculus	1991	A. S. Kholevo
+	Itô’s stochastic calculus and Heisenberg commutation relations	2010	Philippe Biane
+	The functional Ito formula in quantum stochastic calculus	1990	G. O. S. Ekhaguere
+	Chaotic States and Stochastic Integration in Quantum Systems	2005	V. P. Belavkin
+	From CCR to Lévy processes: An excursion in quantum probability	2018	K. R. Parthasarathy
+	Quantum stochastic calculus	1986	K. R. Parthasarathy
+	Stochastic calculus and non-relativistic QED	2014	Batu Güneysu Oliver Matte Jacob Schach Møller
+	Noncommutative itô and stratonovich noise and stochastic evolutionsand stratonovich noise and stochastic evolutions	1997	John Gough
+	Stochastic Differential Equations	2018	Ettore Vitali Mário Motta D. E. Galli
+	Itô Calculus and Stochastic Differential Equations	2019	Simo Särkkä Arno Solin
+	An Algebra of Non-commutative Bounded Semimartingales: Square and Angle Quantum Brackets	1994	Stéphane Attal
+	On Quantum Ito Algebras and their decompositions	2005	V. P. Belavkin
+	Itô Calculus and Quantum White Noise Calculus	2007	Luigi Accardi Andreas Boukas
+	Convolution semigroups in quantum probability and quantum stochastic calculus	1989	Alberto Barchielli G. Lupieri
+ PDF Chat	A quantum nonadapted Ito formula and stochastic analysis in Fock scale	1991	V. P. Belavkin

Works That Cite This (789)

Action	Title	Year	Authors
+ PDF Chat	О таблице умножения Ито для квантовых стохастических процессов второго порядка	1998	Дмитрий Владимирович Викторов Дмитрий Владимирович Викторов
+ PDF Chat	Representation of solutions of the stochastic Schrödinger equation in the form of a Feynman integral	2008	O. O. Obrezkov
+ PDF Chat	Spectra of Hamiltonians with generalized single-site dynamical disorder	1994	Peter Neu Roland Speicher
+	Quantum stochastic processes for maps on Hilbert <i>C</i>*-modules	2011	Jaeseong Heo Un Cig Ji
+	Optimal Hypercontractivity for Fermi Fields and Related Non-Commutative Integration Inequalities	2002	Eric A. Carlen Élliott H. Lieb
+ PDF Chat	White noise differential equations for vector-valued white noise functionals	2020	Un Cig Ji Peng Cheng
+ PDF Chat	Quantum stochastic calculus on full Fock space	1998	Michael Skeide
+	Central limit theorems for large graphs: Method of quantum decomposition	2002	Yukihiro Hashimoto Akihito Hora Nobuaki Obata
+ PDF Chat	Error Estimates for Discretized Quantum Stochastic Differential Inclusions	2003	E. O. Ayoola
+ PDF Chat	Quantum mechanics of charged particles in random electromagnetic fields	1996	Aubrey Truman Huaizhong Zhao

Works Cited by This (8)

Action	Title	Year	Authors
+	Towards a theory of noncommutative semimartingales adapted to Brownian motion and a quantum Ito's formula	2006	R. L. Hudson Rajeeva L. Karandikar K. R. Parthasarathy
+	Stochastic Dilations of Uniformly Continuous Completely Positive Semigroups	1984	R. L. Hudson K. R. Parthasarathy
+ PDF Chat	On the generators of quantum dynamical semigroups	1976	Göran Lindblad
+	The Itô-Clifford integral	1982	Christopher B. Barnett R. F. Streater Ivan F. Wilde
+ PDF Chat	Time-Orthogonal Unitary Dilations and Noncommutative Feynman-Kac Formulae, II	1984	R. L. Hudson Patrick Ion K. R. Parthasarathy
+ PDF Chat	Time-orthogonal unitary dilations and noncommutative Feynman-Kac formulae	1982	R. L. Hudson Patrick Ion K. R. Parthasarathy
+	Statistics of Random Processes I	1977	R. Liptser A. N. Shiryayev
+ PDF Chat	Fermion diffusions	1984	David Applebaum R. L. Hudson