Stop times in Fock Space Quantum Probability
نویسنده
چکیده
We review Fock space based quantum probability and in particular the theory of stop times based on it. In the Fock space H = F(L2(R+)), a stop time may be defined as as a positive self-adjoint operator T = ∫ R+ λ dE(λ) whose spectral resolution (E(λ):λ ∈ R+) is adapted to the natural filtration based on the splittings F(L(R)) = F(L([0, λ[)⊗F(L([λ,∞[) Then if K is one of the basic quantum martingales (creation, preservation or annihilation) the corresponding process KT (t) = K(T + t)−K(T ) beginning anew at time T can be defined unambiguosly using functional calculus for the self-adjoint operator T with an operator-valued integrand
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تاریخ انتشار 2006