2004
DOI: 10.1112/s0024611504014820
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Fock Space and the Poisson Process

Abstract: Using the Wiener–Poisson isomorphism, we show that if (Ft)0 ⩽ t ⩽ 1 is a real, bounded, predictable process adapted to the filtration of a compensated Poisson process (Xt)0 ⩽ t ⩽ 1, and if M^t is the operator corresponding to multiplication by Mt=∫0tFsdXs, then for any regular self‐adjoint quantum semimartingale J=(Jt)0⩽t⩽1, the essentially self‐adjoint quantum semimartingale false(M^t+Jtfalse)0⩽t⩽1 satisfies the quantum Ito formula. We also introduce a generalisation of the Poisson process to a measure space … Show more

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“…We work with exponential vectors and Wick exponentials rather than finite tensor products and Wick polynomials. A parallel approach to generalized Poisson processes, based on an earlier version of this article, may be found in [30,31].…”
Section: Introductionmentioning
confidence: 99%
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“…We work with exponential vectors and Wick exponentials rather than finite tensor products and Wick polynomials. A parallel approach to generalized Poisson processes, based on an earlier version of this article, may be found in [30,31].…”
Section: Introductionmentioning
confidence: 99%
“…We are particularly interested in the extent to which classical commutative properties lie within and derive from non-commutative models. For example, the correction term in the classical and quantum Itô's formula is a direct consequence of the following form of the infinitesimal commutation relations of Hudson and Parthasarathy [11,27,31,41]: It is well known that W and S are identical, however, we distinguish them to emphasize the difference in their construction [5,15,23,36].…”
Section: Introductionmentioning
confidence: 99%
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