QUANTUM AND NONCAUSAL STOCHASTIC CALCULUS

Authors
Citation
Jm. Lindsay, QUANTUM AND NONCAUSAL STOCHASTIC CALCULUS, Probability theory and related fields, 97(1-2), 1993, pp. 65-80
Citations number
37
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
01788051
Volume
97
Issue
1-2
Year of publication
1993
Pages
65 - 80
Database
ISI
SICI code
0178-8051(1993)97:1-2<65:QANSC>2.0.ZU;2-0
Abstract
The quantum stochastic calculus initiated by Hudson and Parthasarathy, and the non-causal stochastic calculus originating with the papers of Hitsuda and Skorohod, are two potent extensions of the Ito calculus, currently enjoying intensive development. The former provides a quantu m probabilistic extension of Schrodinger's equation, enabling the cons truction of a Markov process for a quantum dynamical semigroup. The la tter allows the treatment of stochastic differential equations which i nvolve terms which anticipate the future. In this paper the close rela tionship between these theories is displayed, and a non-causal quantum stochastic calculus, already in demand from physics, is described.