کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4592971 1335167 2006 32 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The optional stopping theorem for quantum martingales
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
The optional stopping theorem for quantum martingales
چکیده انگلیسی

In classical probability theory, a random time T is a stopping time in a filtration (Ft)t⩾0 if and only if the optional sampling holds at T for all bounded martingales. Furthermore, if a process (Xt)t⩾0 is progressively measurable with respect to (Ft)t⩾0, then XT is FT-measurable. Unfortunately, this is not the case in noncommutative probability with the definition of stopped process used until now. It is shown in this article that we can define the stopping of noncommutative processes in Fock space in such a way that all the bounded martingales can be stopped at any stopping time T, are adapted to the filtration of the past before T and satisfy the optional stopping theorem.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 238, Issue 1, 1 September 2006, Pages 149-180