A matrix formulation of quantum stochastic calculus

• Main Author: Belton, Alexander C. R.
• Published: University of Oxford 1998
• Subjects: 530.1; Quantum theory : Functional analysis : Probability theory and stochastic processes
• Online Access: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.301800

We develop the theory of chaos spaces and chaos matrices. A chaos space is a Hilbert space with a fixed, countably-infinite, direct-sum decomposition. A chaos matrix between two chaos spaces is a doubly-infinite matrix of bounded operators which respects this decomposition. We study operators represented by such matrices, particularly with respect to self-adjointness. This theory is used to re-formulate the quantum stochastic calculus of Hudson and Parthasarathy. Integrals of chaos-matrix processes are defined using the Hitsuda-Skorokhod integral and Malliavin gradient,following Lindsay and Belavkin. A new way of defining adaptedness is developed and the consequent quantum product Ito formula is used to provide a genuine functional Ito formula for polynomials in a large class of unbounded processes, which include the Poisson process and Brownian motion. A new type of adaptedness, known as $\Omega$-adaptedness, is defined. We show that quantum stochastic integrals of $\Omega$-adapted processes are well-behaved; for instance, bounded processes have bounded integrals. We solve the appropriate modification of the evolution equation of Hudson and Parthasarathy: $U(t)=I+\int_{0}^{t}E(s)\mathrm{d}\Lambda(s)+F(s)\mathrm{d} A(s)+ G(s)U(s)\mathrm{d} A^{\dagger}(s)+H(s)U(s)\mathrm{d} s, $ where the coefficients are time-dependent, bounded, $\Omega$-adapted processes acting on the whole Fock space. We show that the usual conditions on the coefficients, viz. $(E,F,G,H)=(W-I,L,-WL^{*},iK+\mbox{$\frac{1}{2}$}LL^{*})$ where $W$ is unitary and $K$ self-adjoint, are necessary and sufficient conditions for the solution to be unitary. This is a very striking result when compared to the adapted case.