Abstract
Using fermion martingale integrators, we construct quantum stochastic integrals in the plane; thus extending the Itô-Clifford theory to a two-parameter set-up and at the same time providing an extension of the classical stochastic integrals of the first and second type of Wong and Zakai to a non-commutative quantum context. It is shown that these non-commutative stochastic integrals are centred martingales and are mutually pairwise orthogonal.
Original language | English |
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Pages (from-to) | 389-399 |
Number of pages | 11 |
Journal | Reports on Mathematical Physics |
Volume | 42 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1998 |