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Stochastic integral representations of quantum martingales on multiple Fock space

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Abstract

In this paper a quantum stochastic integral representation theorem is obtained for unbounded regular martingales with respect to multidimensional quantum noise. This simultaneously extends results of Parthasarathy and Sinha to unbounded martingales and those of the author to multidimensions.

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Authors and Affiliations

  1. Department of Mathematics, Research Institute of Mathematical Finance, Chungbuk National University, 361-763, Cheongju, Korea

    Un Cig Ji

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  1. Un Cig Ji
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Correspondence to Un Cig Ji.

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Dedicated to Professor Kalyan B Sinha on the occasion of his 60th birthday

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Ji, U.C. Stochastic integral representations of quantum martingales on multiple Fock space. Proc. Indian Acad. Sci. (Math. Sci.) 116, 489–505 (2006). https://doi.org/10.1007/BF02829705

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