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Quantum Stochastic Calculus


Let B_t={B_t(omega)/omega in Omega}, t>=0, be one-dimensional Brownian motion. Integration with respect to B_t was defined by Itô (1951). A basic result of the theory is that stochastic integral equations of the form

 X_t=X_0+int_0^tb(s,X_s)ds+int_0^tsigma(s,X_s)dB_s
(1)

can be interpreted as stochastic differential equations of the form

 dX_t=b(t,X_t)dt+sigma(t,X_t)dB_t,
(2)

where differentials are handled with the use of Itô's formula

(dB_t)^2=dt
(3)
dB_tdt=dtdB_t=(dt)^2=0.
(4)

Hudson and Parthasarathy (1984) obtained a Fock space representation of Brownian motion and Poisson processes. The boson Fock space Gamma=Gamma(L^2(R^+,C)) over L^2(R^+,C) is the Hilbert space completion of the linear span of the exponential vectors psi(f) under the inner product

 <psi(f),psi(g)>=e^(<f,g>),
(5)

where f,g in L^2(R^+,C) and <f,g>=int_0^(+infty)f^_(s)g(s)ds and z^_ is the complex conjugate of z.

The annihilation, creation and conservation operators A(f), A^|(f) and Lambda(F) respectively, are defined on the exponential vectors psi(g) of Gamma as follows,

A_tpsi(g)=int_0^tg(s)dspsi(g)
(6)
A_t^|psi(g)=partial/(partialepsilon)|_(epsilon=0)psi(g+epsilonchi_([0,t]))
(7)
Lambda_tpsi(g)=partial/(partialepsilon)|_(epsilon=0)psi(e^(epsilonchi_([0,t])))g).
(8)

The basic quantum stochastic differentials dA_t, dA_t^|, and dLambda_t are defined as follows,

dA_t=A_(t+dt)-A_t
(9)
dA_t^|=A_(t+dt)^|-A_t^|
(10)
dLambda_t=Lambda_(t+dt)-Lambda_t.
(11)

Hudson and Parthasarathy (1984) defined stochastic integration with respect to the noise differentials of Definition 3 and obtained the Itô multiplication table

·dA_t^|dLambda_tdA_tdt
dA_t^|0000
dLambda_tdA_t^|dLambda_t00
dA_tdtdA_t00
dt0000

The two fundamental theorems of the Hudson-Parthasarathy quantum stochastic calculus give formulas for expressing the matrix elements of quantum stochastic integrals in terms of ordinary Lebesgue integrals. The first theorem states that is

 M(t)=int_0^tE(s)dLambda(s)+F(s)dA(s) 
 +G(s)dA^|(s)+H(s)ds,
(12)

where E, F, G, H are (in general) time-dependent adapted processes. Let also u tensor psi(f) and v tensor psi(g) be in the exponential domain of H tensor Gamma, then

 <u tensor psi(f),M(t)v tensor psi(g)> 
=int_0^t<u tensor psi(f),(f^_(s)g(s)E(s)
 +g(s)F(s)+f^_(s)G(s)+H(s))v tensor psi(g)>ds
(13)

The second theorem states that if

 M(t)=int_0^tE(s)dLambda(s)+F(s)dA(s)+G(s)dA^|(s)+H(s)ds
(14)

and

 M^'(t)=int_0^tE^'(s)dLambda(s)+F^'(s)dA(s) 
 +G^'(s)dA^|(s)+H^'(s)ds,
(15)

where E, F, G, H, E^', F^', G^', H^' are (in general) time dependent adapted processes and also u tensor psi(f) and v tensor psi(g) be in the exponential domain of H tensor Gamma, then

 <M(t)u tensor psi(f),M^'(t)v tensor psi(g)>int_0^t{<M(s)u tensor psi(f),[f^_(s)g(s)E^'(s)+g(s)F^'(s)+f^_(s)G^'(s)+H^'(s)]v tensor psi(g)>+<[g^_(s)f(s)E(s)+f(s)F(s)+g^_(s)G(s)+H(s)]u tensor psi(f),M^'(s)v tensor psi(g)>+<[f(s)E(s)+G(s)]u tensor psi(f),[g(s)E^'(s)+G^'(s)]v tensor psi(g)>}ds.
(16)

The fundamental result that connects classical with quantum stochastics is that the processes B_t and P_t defined by

 B_t=A_t+A_t^|
(17)

and

 P_t=Lambda_t+sqrt(lambda)(A_t+A_t^|)+lambdat
(18)

are identified, through their statistical properties, e.g., their vacuum characteristic functionals

 <psi(0),e^(isB_t)psi(0)>=e^(-ts^2/2)
(19)

and

 <psi(0),e^(isP_t)psi(0)>=e^(lambda(e^(is)-1)t)
(20)

with Brownian motion and a Poisson process of intensity lambda, respectively.

Within the framework of Hudson-Parthasarathy quantum stochastic calculus, classical quantum mechanical evolution equations take the form

dU_t=-[(iH+1/2L^*L)dt+L^*WdA_t-LdA_t^|+(1-W)dLambda_t]U_t
(21)
U_0=1,
(22)

where, for each t>=0, U_t is a unitary operator defined on the tensor product H tensor Gamma(L^2(R^+,C)) of a system Hilbert space H and the noise (or reservoir) Fock space Gamma. Here, H, L, W are in B(H), the space of bounded linear operators on H, with W unitary and H self-adjoint. Notice that for L=W=-1, equation (21) reduces to a classical stochastic differential equation of the form (2). Here and in what follows we identify time-independent, bounded, system space operators X with their ampliation X tensor 1 to H tensor Gamma(L^2(R^+,C)).

The quantum stochastic differential equation (analogue of the Heisenberg equation for quantum mechanical observables) satisfied by the quantum flow

 j_t(X)=U_t^*XU_t,
(23)

where X is a bounded system space operator, is

dj_t(X)=j_t(i[H,X]-1/2(L^*LX+XL^*L-2L^*XL))dt+j_t([L^*,X]W)dA_t+j_t(W^*[X,L])dA_t^|+j_t(W^*XW-X)dLambda_t
(24)
j_0(X)=X
(25)

for t in [0,T].

The commutation relations associated with the operator processes A_t, A_t^| are the canonical (or Heisenberg) commutation relations, namely

 [A_t,A_t^|]=tI.
(26)

This entry contributed by Andreas Boukas

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References

Hudson, R. L. and Parthasarathy, K. R. "Quantum Ito's Formula and Stochastic Evolutions." Comm. Math. Phys. 93, 301-323, 1984.Itô, K. "On Stochastic Differential Equations." Mem. Amer. Math. Soc. No.  4, 1951.Parthasarathy, K. R. An Introduction to Quantum Stochastic Calculus. Boston, MA: Birkhäuser, 1992.

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Quantum Stochastic Calculus

Cite this as:

Boukas, Andreas. "Quantum Stochastic Calculus." From MathWorld--A Wolfram Web Resource, created by Eric W. Weisstein. https://mathworld.wolfram.com/QuantumStochasticCalculus.html

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