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.
References
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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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DOI: https://doi.org/10.1007/BF01197888
Keywords
- Stochastic Process
- Probability Theory
- Poisson Process
- Mathematical Biology
- Fourth Order