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A martingale characterization of quantum Poisson processes
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  • Published: September 1990

A martingale characterization of quantum Poisson processes

  • Franco Fagnola1 

Probability Theory and Related Fields volume 84, pages 323–333 (1990)Cite this article

  • 80 Accesses

  • 2 Citations

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Summary

We study the characterization problem of quantum Poisson processes using the martingale property and some conditions on moments up to fourth order. These conditions are inspired by an assumption on the quadratic variation that is equivalent, in classical cases, to the fact that the process has purely discontinuous sample paths with unit jumps.

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References

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Authors and Affiliations

  1. Dipartimento di Matematica, Università di Trento, I-38050, Povo (TN), Italy

    Franco Fagnola

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  1. Franco Fagnola
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Cite this article

Fagnola, F. A martingale characterization of quantum Poisson processes. Probab. Th. Rel. Fields 84, 323–333 (1990). https://doi.org/10.1007/BF01197888

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  • Received: 02 March 1989

  • Revised: 31 May 1989

  • Issue Date: September 1990

  • DOI: https://doi.org/10.1007/BF01197888

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Keywords

  • Stochastic Process
  • Probability Theory
  • Poisson Process
  • Mathematical Biology
  • Fourth Order
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