As stochastic gradient and Skorohod
integral operators, is an adjoint pair of
unbounded operators on Guichardet Spaces. In this paper, we define an adjoint
pair of operator , where with being the conditional expectation
operator. We show that (resp.) is essentially a kind of localization of the stochastic gradient
operators (resp. Skorohod integral operators δ). We examine that and satisfy a local CAR
(canonical ani-communication relation) and forms a mutually
orthogonal operator sequence although each is not a projection operator.
We find that is s-adapted operator
if and only if is s-adapted operator.
Finally we show application exponential vector formulation of QS calculus.
References
[1]
Attal, S. and Lindsay, J.M. (2004) Quantum Stochastic Calculus with Maximal Operator Domains. The Annals of Probability, 32, 488-529. http://dx.doi.org/10.1214/aop/1078415843
[2]
Wang, C.S., Lu, Y.C. and Chai, H.F. (2011) An Alternative Approach to Privault’s Discrete-Time Chaotic Calculus. J.Math.Anal.Appl., 373, 643-654. http://dx.doi.org/10.1016/j.jmaa.2010.08.021
[3]
Hitsuda, M. (1972) Formula for Brownian Partial Derivatives. Proceedings of the 2nd Japan-USSR Symposium on Probability Theory Commun.Math.Phys., 2, 111-114.
[4]
Hudson, R.L. and Parthasarathy, K.R. (1984) Quantum Ito’s Formula and Stochastic Evolutions. Commun.Math.Phys., 93, 301-323. http://dx.doi.org/10.1007/BF01258530
[5]
Kuo, H.H. (1996) White Noise Distribution Theory. Probability and Stochastics Series, CRC Press.
[6]
Meyer, P.A. (1993) Quantum Probability for Probabilists. Lecture Notes in Mathematics, Spring-Verlag, Berlin.
http://dx.doi.org/10.1007/978-3-662-21558-6
[7]
Privault, N. (2009) Moment Identities for Skorohod Integrals on the Wiener Space and Applications. Electronic Communications in Probability, 14, 116-121.
[8]
Privault, N. (2010) Random Hermite Polynomials and Girsanov Identities on the Wiener Space. Infinite Dimensional Analysis, 13, 663-675.
[9]
Skorohod, A.V. (1975) On a Generalization of a Stochastic Integral. Theory Probab. Appl., 20, 219-233.