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QUANTUM TANAKA FORMULA IN TERMS OF QUANTUM BROWNIAN MOTION

Published online by Cambridge University Press:  01 April 2011

YULAN ZHOU*
Affiliation:
School of Mathematics and Information Science, Northwest Normal University, Lanzhou 730070, PR China (email: zhouylw123@163.com)
CAISHI WANG
Affiliation:
School of Mathematics and Information Science, Northwest Normal University, Lanzhou 730070, PR China (email: wangcs@nwnu.edu.cn)
*
For correspondence; e-mail: zhouylw123@163.com
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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

Type
Research Article
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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