JournalsprimsVol. 27, No. 1pp. 149–184

Stochastic Integration on the Full Fock Space with the Help of a Kernel Calculus

  • Roland Speicher

    Universität des Saarlandes, Saarbrücken, Germany
Stochastic Integration on the Full Fock Space with the Help of a Kernel Calculus cover
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Abstract

We develop a stochastic integration theory with respect to creation, annihilation and gauge operators on the full Fock space. This is done by using a kernel representation for a large class of bounded operators on the full Fock space. It is shown that the kernels form a Banach algebra. Having established the definition of processes and stochastic integrals we go on to prove an Ito formula and use this for examining stochastic evolutions and constructing dilations of special completely positive semigroups. Explicit solutions of the corresponding stochastic differential equations are given.

Cite this article

Roland Speicher, Stochastic Integration on the Full Fock Space with the Help of a Kernel Calculus. Publ. Res. Inst. Math. Sci. 27 (1991), no. 1, pp. 149–184

DOI 10.2977/PRIMS/1195170235