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QUANTUM TANAKA FORMULA IN TERMS OF QUANTUM BROWNIAN MOTION
Published online by Cambridge University Press: 01 April 2011
Abstract
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A quantum local time, which is a generalized operator-valued process, is defined for quantum Brownian motion, and a quantum analogue of the classical Tanaka formula is then established.
MSC classification
Secondary:
81S25: Quantum stochastic calculus
- Type
- Research Article
- Information
- Copyright
- Copyright © Australian Mathematical Publishing Association Inc. 2011
Footnotes
The research was supported by the Natural Science Foundation of China (11061032).
References
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