Itô calculus and quantum white noise calculus

نویسندگان

  • Luigi Accardi
  • Andreas Boukas
چکیده

Itô calculus has been generalized in white noise analysis and in quantum stochastic calculus. Quantum white noise calculus is a third generalization, unifying the two above mentioned ones and bringing some unexpected insight into some old problems studied in different fields, such as the renormalization problem in physics and the representation theory of Lie algebras. The present paper is an attempt to explain the motivations of these extensions with emphasis on open challenges. The last section includes a result obtained after the Abel Symposium. Namely that, after introducing a new renormalization technique, the RHPWN Lie algebra includes (in fact we will prove elsewhere that this inclusion is an identification) a second quantized version of the extended Virasoro algebra, i.e. the Virasoro–Zamolodchikov ∗–Lie algebra w∞, which has been widely studied in string theory and in conformal field theory. 3

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The Effects of Different SDE Calculus on Dynamics of Nano-Aerosols Motion in Two Phase Flow Systems

Langevin equation for a nano-particle suspended in a laminar fluid flow was analytically studied. The Brownian motion generated from molecular bombardment was taken as a Wiener stochastic process and approximated by a Gaussian white noise. Euler-Maruyama method was used to solve the Langevin equation numerically. The accuracy of Brownian simulation was checked by performing a series of simulati...

متن کامل

White Noise Calculus and Hamiltonian of a Quantum Stochastic Process

Abstract. A white noise quantum stochastic calculus is developped using classical measure theory as mathematical tool. Wick’s and Ito’s theorems have been established. The simplest quantum stochastic differential equation has been solved, unicity and the conditions for unitarity have been proven. The Hamiltonian of the associated one parameter strongly continuous group has been calculated expli...

متن کامل

Itô Calculus

This entry for the Encyclopedia of Actuarial Sciences provides an introduction to the Itô Calculus that emphasizes the definition of the Itô integral and the description of Itô’s Formula, the most widely used result in the Itô Calculus.

متن کامل

On Quantum Stochastic Generators

From the notion of stochastic Hamiltonians and the flows that they generate, we present an account of the theory of stochastic derivations over both classical and quantum algebras and demonstrate the natural way to add stochastic derivations. Our discussion on quantum stochastic processes emphasizes the origin of the Itô correction to the Leibniz rule in terms of normal ordering of white noise ...

متن کامل

Quantum Probability, Renormalization and Infinite-Dimensional ∗-Lie Algebras⋆

The present paper reviews some intriguing connections which link together a new renormalization technique, the theory of ∗-representations of infinite dimensional ∗Lie algebras, quantum probability, white noise and stochastic calculus and the theory of classical and quantum infinitely divisible processes.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007