Results 21 to 30 of about 183 (46)
Sesquilinear quantum stochastic analysis in Banach space [PDF]
, 2014 A theory of quantum stochastic processes in Banach space is initiated. The processes considered here consist of Banach space valued sesquilinear maps.
Das, Bata Krishna +2 more
core +1 more source
E-semigroups Subordinate to CCR Flows [PDF]
, 2010 The subordinate E-semigroups of a fixed E-semigroup are in one-to-one correspondence with local projection-valued cocycles of that semigroup. For the CCR flow we characterise these cocycles in terms of their stochastic generators, that is, in terms of ...
Wills, Stephen J.
core +3 more sources
Simply Generated Trees, B-series and Wigner Processes [PDF]
, 2004 We consider simply generated trees and study multiplicative functions on rooted plane trees. We show that the associated generating functions satisfy differential equations or difference equations.
Mazza, Christian
core +4 more sources
Monotone independence, comb graphs and Bose-Einstein condensation [PDF]
, 2004 The adjacency matrix of a comb graph is decomposed into a sum of monotone independent random variables with respect to the vacuum state. The vacuum spectral distribution is shown to be asymptotically the arcsine law as a consequence of the monotone ...
Accardi, L., Ben Ghorbal, A., Obata, N.
core +1 more source
Approximation of quantum Levy processes by quantum random walks [PDF]
, 2007 Every quantum Levy process with a bounded stochastic generator is shown to arise as a strong limit of a family of suitably scaled quantum random walks.Comment: 7 ...
Franz, Uwe, Skalski, Adam
core +1 more source
Analysis of unbounded operators and random motion
, 2009 We study infinite weighted graphs with view to \textquotedblleft limits at infinity,\textquotedblright or boundaries at infinity. Examples of such weighted graphs arise in infinite (in practice, that means \textquotedblleft very\textquotedblright large ...
Dunford N. +6 more
core +1 more source
The Quantum Black-Scholes Equation [PDF]
, 2006 Motivated by the work of Segal and Segal on the Black-Scholes pricing formula in the quantum context, we study a quantum extension of the Black-Scholes equation within the context of Hudson-Parthasarathy quantum stochastic calculus.
Accardi, Luigi, Boukas, Andreas
core +1 more source
Quantum Feynman-Kac perturbations
, 2013 We develop fully noncommutative Feynman-Kac formulae by employing quantum stochastic processes. To this end we establish some theory for perturbing quantum stochastic flows on von Neumann algebras by multiplier cocycles.
Belton, Alexander C. R. +2 more
core +1 more source
Classical dilations \`a la Hudson-Parthasarathy of Markov semigroups
, 2007 We study the Classical Probability analogue of the dilations of a quantum dynamical semigroup defined in Quantum Probability via quantum stochastic differential equations.
Gregoratti, M.
core +2 more sources
Unbounded operators, Lie algebras, and local representations
, 2014 We prove a number of results on integrability and extendability of Lie algebras of unbounded skew-symmetric operators with common dense domain in Hilbert space.
Jorgensen, Palle, Tian, Feng
core +1 more source