Quantum Lévy–Itô algebras and non-commutative stochastic analysis

Abstract

We review the basic concepts of quantum probability and revise the classical and quantum stochastic (QS) calculus using the universal Itô B*-algebra approach. A non-commutative generalization of Lévy process is defined in Fock–Guichardet space in terms of the underlying B*-Itô modular algebra. The main notions and results of classical and QS analysis are reformulated in terms of the non-commutative but associative stochastic covariation of quantum integrals defined as sesquilinear forms adapted to a quantum Lévy process in Fock space. The general semi-Markov QS dynamics is defined in terms of a hemigroup of semi-morphic transformations as adjoints to a semiunitary hemigroup resolving a QS Schrödinger equation in Fock space. The corresponding semi-Markov hemigroup of completely positive contractions resolving a quantum master equation with generalized Lindblad generator as a non-commutative analogue of Feller–Kolmogorov equation is derived by taking vacuum conditional expectation in Fock space.

Keywords:

• quantum Itô algebras
• stochastic analysis
• non-commutative covariation
• quantum stochastic integration
• quantum semi-Markov hemigroups

2000 Mathematics Subject Classification::

• quantum probability and stochastic analysis