Displacement Operator and Generalization of Cameron-Martin-Girsanov Theorem
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- Ji, Un Cig
- Department of Mathematics, Institute for Industrial and Applied Mathematics, Chungbuk National University
書誌事項
- タイトル別名
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- Displacement Operator and Generalization of Cameron-Martin-Girsanov Theorem (Mathematical Aspects of Quantum Fields and Related Topics)
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説明
We study the displacement operators within the framework of quantum white noise calculus. The displacement operators are characterized by implementation problems which are equivalent to linear differential equations associated with the quantum white noise derivatives for white noise operators. Then the displacement operators are applied to study a generalization of the Cameron-Martin-Girsanov theorem. More precisely, we prove that the affine transform, with an isometric dilation and a regular drift, of a Brownian motion is again a Brownian motion with respect to a new probability measure which is derived explicitly in terms of the displacement operators.
収録刊行物
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- 数理解析研究所講究録
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数理解析研究所講究録 2089 53-70, 2018-08
京都大学数理解析研究所
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詳細情報 詳細情報について
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- CRID
- 1050285299787410432
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- NII論文ID
- 120006861224
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- NII書誌ID
- AN00061013
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- ISSN
- 18802818
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- HANDLE
- 2433/251604
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- NDL書誌ID
- 029523691
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- 本文言語コード
- en
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- 資料種別
- departmental bulletin paper
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- データソース種別
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