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Quasifree martingales
Lindsay, J. Martin...
Quasifree martingales by Lindsay, J. Martin ( Author )
Australian National University
27-07-2023
A noncommutative Kunita-Watanabe-type representation theorem is established for the martingales of quasifree states of CCR algebras. To this end the basic theory of quasifree stochastic integrals is developed using the abstract It\^o integral in symmetric Fock space, whose interaction with the operators of Tomita-Takesaki theory we describe. Our results extend earlier quasifree martingale representation theorems in two ways: the states are no longer assumed to be gauge-invariant, and the multiplicity space may now be infinite-dimensional. The former involves systematic exploitation of Araki's Duality Theorem. The latter requires the development of a transpose on matrices of unbounded operators, defying the lack of complete boundedness of the transpose operation.
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Article
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29.34 KB
English
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MYR 0.01
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http://arxiv.org/abs/1203.6693
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