Use this URL to cite or link to this record in EThOS: http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.573336
Title: A quantum stochastic calculus
Author: Spring, William Joseph
Awarding Body: University of Hertfordshire
Current Institution: University of Hertfordshire
Date of Award: 2012
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Abstract:
Martingales are fundamental stochastic process used to model the concept of fair game. They have a multitude of applications in the real world that include, random walks, Brownian motion, gamblers fortunes and survival analysis, Just as commutative integration theory may be realised as a special case of the more general non-commutative theory for integrals, so too, we find classical probability may be realised as a limiting, special case of quantum probability theory. In this thesis we are concerned with the development of multiparameter quantum stochastic integrals extending non-commutative constructions to the general n parameter case, these being multiparameter quantum stochastic integrals over the positive n - dimensional plane, employing martingales as integrator. The thesis extends previous analogues of type one, and type two stochastic integrals, for both Clifford and quasi free representations. As with one and two dimensional parameter sets, the stochastic integrals constructed form orthogonal, centred L2 - martingales, obeying isometry properties. We further explore analogues for weakly adapted processes, properties relating to the resulting quantum stochastic integrals, develop analogues to Fubini’s theorem, and explore applications for quantum stochastic integrals in a security setting.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.573336  DOI: Not available
Keywords: quantum ; processes ; stochastic ; multiparameter ; martingales ; adapted processes
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