Cosa10 4-4

ROBIN HUDSONS PATHLESS PATH TO QUANTUM
STOCHASTIC CALCULUS
DAVID APPLEBAUM
Abstract. Robin Hudsons work on quantum central limit theorems, quan-
tum Brownian motion, quantum stopping times and formal quantum sto-
chastic calculus is reviewed and reappraised.
1. Introduction
Robin Hudson and K. R. Parthasarathy are the creators of quantum stochastic
calculus. The key paper which contained almost all the basic results was published
in 1984 in Communications in Mathematical Physics [19]. Here we nd, in
particular, the construction of quantum stochastic integrals, quantum Itos formula,
the existence and uniqueness of linear quantum stochastic dierential equations
(QSDEs), necessary and sucient conditions for unitarity of solutions and the
dilation of quantum dynamical semigroups (at least for one degree of freedom). In
this article I will focus on the pre-history of quantum stochastic calculus with a
particular emphasis on Robin Hudsons contribution. This will cover work that was
published in the period 1971-84. As can be seen by a quick journey to MathSciNet,
this was a highly productive period for Robin. I am not going to survey all his
papers from this period in this article or even all of those that he wrote in the area
of quantum probability. What I will present is four key milestones - the quantum
central limit theorem, quantum Brownian motion, quantum stopping times and
the heuristic version of quantum stochastic calculus that preceded its rigorous
development in [19].
A brief comment on the title. In the ancient Chinese philosophy of Taoism, the
mysterious tao is often described (at least in contemporary English translation) as
a pathless path. Of course in quantum theory, a particle does not have a path
in the usual sense and consequently path space techniques are inappropriate tools
for studying quantum processes.
Notation. If H is a complex Hilbert space then B(H) is the algebra of all
bounded linear operators on H. If T is a densely dened closeable linear operator
dened on H with adjoint T
, then any proposition involving T

#
should be read
twice, once for T and once for T
.
Received 2010-4-12; Communicated by the editors.
2000 Mathematics Subject Classication. Primary 81S25; Secondary 81Q12, 81S05, 81R15,
81R30.
Key words and phrases. Quantum central limit theorem, quantum Brownian motion, quan-
tum stop times, Fock space, quantum stochastic calculus, quantum diusions.
481
Serials Publications
www.serialspublications.com
Communications on Stochastic Analysis
Vol. 4, No. 4 (2010) 481-491
482 DAVID APPLEBAUM
2. Quantum Central Limit Theorem
Robins rst paper on quantum probability was joint work with his PhD student
Clive Cushen [9]. The opening words of the introduction to this paper are almost a
clarion call for quantum probability: In recent years there has been an increasing
awareness that the foundations of quantum mechanics lie in a non-commutative
analogue of axiomatic probability theory. In order to formulate a quantum central
limit theorem (CLT), Cushen and Hudson rst needed to decide what should a
quantum random variable be and how could a sequence of these be identically
distributed and independent? The basic (bosonic) quantum random variable is
a canonical pair (q, p) of linear self-adjoint operators acting in a complex Hilbert
space H and satisfying the Heisenberg commutation relation
[p, q] := pq qp = iI,
on a suitable dense domain. The distribution of the pair (q, p) is determined by
a mixed state which is identied with its density operator . Now consider an
innite sequence ((q
n
, p
n
), n N) of such canonical pairs satisfying
[q
i
, q
j
] = [p
i
, p
j
] = 0; [p
i
, q
j
] = i
ij
I,
for each i, j N and equipped with the state . They are said to be independent
if all nite subsets are independent in the sense that if A N is nite with
A = {i
1
, . . . , i
N
} then
A
is unitarily equivalent to
i1

iN
. Here
A
is the
reduced density operator dened on L
2
(R
N
) by
tr(
A
T) = tr((T)),
for all T B(L
2
(R
N
)) and is the canonical embedding of B(L
2
(R
N
)) into B(H)
that is determined by von Neumanns uniqueness theorem. The reduced states
i1
, . . . ,
iN
are similarly obtained by taking A = {i
1
}, . . . , {i
N
} (respectively).
The sequence ((q
n
, p
n
), n N) comprises identically distributed quantum random
variables if
i1
= =
iN
for every nite set A N. Now we average. For each
n N, dene
p
n
=
1
n
(p
1
+ +p
n
), q
n
=
1
n
(q
1
+ +q
n
).
It is easy to see that (q
n
, p
n
) form a canonical pair and the main result of the
paper is to prove the quantum central limit theorem:
lim
n
tr(
n
T) = tr(
T), (2.1)
for all T B(L
2
(R)). Here
n
is the reduced density operator corresponding
to the canonical pair (q
n
, p
n
) and
is a quantum Gaussian state on L

2
(R), i.e.
a thermal state of the quantum harmonic oscillator having variance 1 (see
Example 2 in [3] for insight into the sense in which this state is Gaussian and
[28] for an expository account of quantum Gaussian states.)
A key ingredient in the proof is the use of quasi-characteristic functions, which
are dened for x, y R by
f
p,q
(x, y) = tr(U
x,y
),
where U(x, y) = e
i(xp+yq)
is the Weyl operator. Indeed the authors establish a
Glivenko-type convergence theorem to the eect that for (q
n
, p
n
) to converge in
ROBIN HUDSONS PATHLESS PATH 483
distribution (i.e. in the sense of 2.1) it is sucient for the associated sequence
of quasi-characteristic functions to converge pointwise to a function on R
2
that is
continuous at the origin.
This paper was followed by the fermionic version [13]. In this case, the ap-
propriate analogue of the canonical pairs are fermionic annihilation and creation
operators (a
n
, a
n
), n N) which satisfy the canonical anticommutation relations
(CARs):
{a
i
, a
j
} = {a
i
, a
j
} = 0; {a
i
, a
j
} =
ij
I,
for i, j N, where {A, B} := AB + BA is the anticommutator. Once again we
get a new representation of the CARs by averaging:
a
#
n
:=
1
n
(a
#
1
+ +a
#
n
),
and the fermionic central limit theorem yields convergence of corresponding re-
duced states to a fermionic quasi-free state (i.e. a fermionic Gaussian). In this
work, the key tool was cumulants rather than quasi-characteristic functions. The
development of the appropriate fermionic version of the latter required the use of
Grassman algebra techniques [2].
The Cushen-Hudson work is without doubt a landmark paper, and not just for
its inuence on quantum probability. The study of quantum central limit theorems
is a ourishing enterprise in its own right which has attracted the attention of a
large number of authors since the early 1970s, see e.g. [11], [10], [12] and [21]. In-
deed the recent article [21] lists seven distinct areas in which quantum central limit
theorems have been developed and applied including quantum information theory,
graph theory and combinatorics. K.R.Parthasarathy told the author
1
that read-
ing this paper for the rst time deeply inuenced his subsequent mathematical
life (sic.)
3. Quantum Brownian Motion
The rst paper to study quantum Brownian motion was published by Robin
together with another of his PhD students
2
Anne Cockcroft in 1977 [7]. In this
paper, the passage of time is modelled by the closed interval [0, 1] , but the authors
could just as easily used R
+
:= [0, ) and this became the standard choice in later
work. A quantum Brownian motion
3
is a pair (P(t), Q(t), t [0, 1]) of self-adjoint
operator-valued functions acting in a complex Hilbert space H together with a
distinguished vector to determine expectations such that:
(i) [P(s), P(t)] = [Q(s), Q(t)] = 0; [P(s), Q(t)] = is t
for all s, t [0, 1].
(ii) P(0) = Q(0) = 0.
1
E-mail communication in April 2010
2
Robin has always been extremely generous in sharing his ideas with others and many PhD
students, including the author, have been beneciaries of this largesse.
3
In [7] the authors used the terminology quantum Wiener process, but quantum Brownian
motion became the preferred usage amongst practitioners.
484 DAVID APPLEBAUM
(iii) For := (a, b] [0, 1], dene the canonical pair (p
, q
) by
p
:=
p(b) p(a)
b a
, q
:=
q(b) q(a)
b a
.
For arbitrary pairwise disjoint (
n
, n N), the sequence ((p
n
), q
n
)), n
N) consists of independent and identically distributed (i.i.d.) canonical
pairs having quantum Gaussian distributions with mean 0 and variance
2
1 in the state determined by .
Note that each of (Q(t), t 0) and (P(t), t 0) are separately equivalent to
the probabilists Brownian motion but the non-trivial commutation relation in (i)
ensures that these are not simultaneously diagonisable. The key probabilistic input
of the denition is in (iii) which extends to a non-commutative framework the fact
that a classical Brownian motion (B(t), t 0) has stationary and independent
increments with each random variable
B(t)B(s)
ts
N(0,
2
).
The main result of this paper is to show that any quantum Brownian motion is
unitarily equivalent to the pair of co-ordinate and momentum eld operators
which are indexed by the indicator function 1
[0,t)
and are associated to a cyclic
representation of the extremal universally invariant quasi-free state
on the Weyl
CCR algebra over H dened on Weyl operators W(f) by
(W(f)) = e
1
2
2
||f||
2
for each f H. The case = 1 is the Fock state.
In later years, the development of quantum stochastic calculus, made it more
convenient to identify quantum Brownian motion with the annihilation/creation
operator valued process (A(t), A
(t), t 0) dened by
A(t) =
1
2
(Q(t) +iP(t)), A
(t) =
1
2
(Q(t) iP(t)),
which satisfy the commutation relations (CCRs):
[A(s), A(t) = [A(s)
, A(t)
] = 0, [A(s), A
(t)] = s tI,
for all s, t 0. The Cockroft-Hudson theory then tells us that every quantum
Brownian motion for which = 1 is unitarily equivalent to
(a(1
[0,t)
), a
(1
[0,t)
), t 0),
where a(), a
() are the Fock annihilation and creation operators acting in boson

Fock space (L
2
(R
+
)) with distinguished vector the Fock vacuum . When >
1, quantum Brownian motion is often said to be non-Fock. In this case, the
reference Hilbert space is (L
2
(R
+
)) (L
2
(R
+
)) and we have
A(t) = a(1
[0,t)
) I +I a
(1
[0,t)
), A
(t) = a
(1
[0,t)
) I +I a(1
[0,t)
),
where
2
2
= 1,
2
+
2
=
2
. The distinguished vector is . The non-Fock
quantum Brownian motions have a deep and beautiful mathematical structure
(see e.g. [16]) and it may well be that they havent yet been exploited to their full
potential.
The Cockcroft-Hudson paper is justly celebrated as marking the birth of quan-
tum Brownian motion. Perhaps less well-known is the follow-up paper [8] by the
same authors (but now augmented with S.Gudder) which directly followed it in the
same volume of the Journal of Multivariate Analysis. Here the authors establish
a functional central limit theorem for quantum Brownian motion. The set-up is
as follows. Suppose that we have a sequence of canonical pairs ((p
n
, q
n
), n N)
that are i.i.d. with respect to a state for which
(q
n
) = (p
n
) = ({p
n
, q
n
}) = 0; (q
2
n
) = (p
2
n
) =
2
,
for all n N, where
2
1. For each t [0, 1] consider the operators dened by
P
n
(t) =
1
n
(p
1
+ +p
[nt]
+ (nt [nt])p
[nt]+1
),
Q
n
(t) =
1
n
(q
1
+ +q
[nt]
+ (nt [nt])q
[nt]+1
).
It follows that for each s, t [0, 1]
[P
n
(s), P
n
(t)] = [Q
n
(s), Q
n
(t)] = 0, [P
n
(s), Q
n
(t)] = i(s t +r
n
),
where lim
n
r
n
= 0. The authors demonstrate that the sequence ((P
n
, Q
n
),
n N) converges weakly to quantum Brownian motion of variance
2
. A large
part of the paper grapples with the question of what weak convergence might
mean in this context. The authors build an elaborate technical apparatus which
inter alia requires the compact uniform closure of a C
-algebra with respect to

a sequence of states. Readers who want to know more about this are referred to
the original paper.
The importance of the Cockroft-Hudson paper [7] lies rstly in its identica-
tion of what would become two of the key fundamental noise processes of quan-
tum stochastic calculus and secondly in providing a model for latter versions of
non-commutative Brownian motions appearing in dierent contexts such as the
fermionic [2], free [32], twisted [6] and monotone [26]. There have not been
many developments in the literature on quantum probabilistic properties of quan-
tum Brownian motion outside its use as noise in quantum stochastic calculus,
although a recent paper by the author [3] has established a Levy-Cielsielski type
series expansion in terms of a Schauder system. On the other hand, classical
Brownian motion remains a topic of intense study for classical probabilists as it
continues to yield deep and fascinating secrets (see e.g. [24] for an account of
recent progress.) Is quantum probability missing an opportunity here?
4. Quantum Stop Times
Stopping times play a very important role in classical probability, probabilistic
potential theory and many applications (e.g. consider the problem of pricing an
American option in mathematical nance.) In the classic book by Chris Rogers
and David Williams there is a wonderful quote from Sid Port that I cant resist
including here (see [30], p.9
4
): The one thing probabilists can do which analysts
cant is stop - and they can never forgive us for it.
In [14] Robin introduced the concept of a quantum stopping time and proved
the strong Markov property for quantum Brownian motion. Before going on to
4
The page reference is to the Cambridge University Press edition.
486 DAVID APPLEBAUM
describe this it may be worth recalling the classical result. Let (B(t), t 0) be
a Brownian motion dened on a probability space (, F, P) and adapted to a
ltration (F
t
, t 0). Let T be a stopping time, i.e. a random variable dened on
that takes values in [0, ] such that the event (T t) F
t
for all 0 t < .
The strong Markov property asserts that (B(T + t) B(t), t 0) is a Brownian
motion adapted to the ltration (F
T+t
, t 0) and independent of F
T
:= {A
F, A (T t) F
t
for all t 0}.
In [14] Robin works with the quantum Brownian motion (P(t), Q(t)), t 0) of
variance
2
1 with distinguished state vector . The role of the -algebra is
played by the von Neumann algebra N := {P(t), Q(t), t 0}
, i.e. the smallest

von Neumann algebra containing all the spectral projections of the Ps and Qs
and a ltration in this context is the family of increasing sub-algebras (N
, 0)
where N
:= {P(t), Q(t), 0 t }
. A stopping time T is then a positive

self-adjoint operator having spectral decomposition T =
0
dE() which is such
that E() N
for all 0.
5
At least formally the random time-shifted quantum
Brownian motion should be
P
T
(t) :=

0
(P(t +) P())dE(), Q
T
(t) :=

0
(Q(t +) Q())dE()
for each t 0. In order to give these formal expressions a rigorous meaning, Robin
denes them indirectly as innitesimal generators of the unitary operator-valued
spectral integrals dened for each x R by
U
P(t)
(x) : =

0
e
ixP(t+)
e
ixP()
dE(),
V
Q(t)
(x) : =

0
e
ixQ(t+)
e
ixQ()
dE() (4.1)
so (U
P(t)
(x), x R) and (V
Q(t)
(x), x R) are each strongly continuous one-
parameter unitary groups and we have
U
P(t)
(x) = e
ixP(t)
, V
Q(t)
(x) = e
ixQ(t)
,
for each t 0, x R. Much of the technical work in the paper involves the
construction of integrals of the type considered in (4.1) as limits of Riemann sums
in the strong operator topology.
Before we can state the quantum strong Markov property, we need the concepts
of pre-T and post-T von Neumann algebras which well denote as N
T]
and N
[T
respectively. These are dened by
N
T]
:= {A N, AE() = E()A N
for all 0},

N
[T
:= {P
T
(t), Q
T
(t), t 0}
.
The strong Markov property states that N
T]
and N
[T
are independent in the
state
6
and that ((P
T
(t), Q
T
(t)), t 0) is a quantum Brownian motion of vari-
ance
2
.
5
Later literature on quantum stop times usually dened these directly in terms of projection-
valued measures - see e.g. [29].
6
i.e. , AB = , A, B for all A N
T]
, B N
[T
.
A corresponding strong Markov property was established by the author for
fermion Brownian motion in [2]. A key later development of quantum stop-
ping times was the paper [29] by Parthasarathy and Sinha in which the tenso-
rial factorisation of Fock space over L
2
(R
+
) corresponding to the splitting f
f1
[0,t)
+f1
[t,)
was extended to the case where t is replaced by a quantum stopping
time. Another paper worth mentioning (which sadly has never been followed up in
the literature) is a very interesting study of rst exit times by J.-L.Sauvageot [31].
Although there has continued to be sporadic work on quantum stopping times (see
e.g. [15] for a recent survey article by Robin) it seems that a breakthrough is still
needed to forge it into a tool that is of similar value in quantum probability to its
commutative counter-part.
5. Formal Quantum Stochastic Calculus
In the last part of this survey I will focus on work carried out during the early
1980s. A great deal of the standard conceptual structure of quantum stochastic
calculus was developed by Robin and co-workers (principally K.R.Parthasarathy
and R.F.Streater) from a heuristic viewpoint. The rigorous development came a
lot later. In many ways these formal calculations (which are quite satisfactory to
most physicists) constitute the essence of the subject.
At this time, the basic quantum processes were understood to be the annihila-
tion/creation pair (A(t), A
(t), t 0) (where A
#
(t) = a
#
(1
[0,t)
) acting in boson
Fock space (L
2
(R
+
)) and equipped with the vacuum vector to determine ex-
pectations. The ltration was induced by the canonical isomorphism between
(L
2
(R
+
)) and (L
2
([0, t))) (L
2
([t, )) which maps each exponential vector
e(f) to e(f1
[0,t)
) e(f1
[t,)
). In order to dene formal quantum stochastic inte-
grals we write dA
#
(t) := a
#
(1
[t,t+dt)
). Everything follows from the eigenrela-
tion:
A(t)e(f) =
t
0
f(s)ds
e(f),
for each f L
2
(R
+
). Taking a deep breath, we then nd that formal dierentiation
yields:
dA(t)e(f) = f(t)e(f)dt, (5.1)
and so for suitable operator-valued processes (F(t), t 0) we can dene the quan-
tum stochastic annihilation integral
t
0
F(s)dA(s) by its action on exponential
vectors:
t
0
F(s)dA(s)
e(f) =
t
0
F(s)f(s)ds
e(f).
The creation integral is obtained by formal adjunction:
e(f),
t
0
G(s)dA
(s)
e(g)
t
0
G
(s)dA(s)
e(f), e(g)
t
0
f(s)e(f), G(s)e(g),
for each f, g L
2
(R
+
). The celebrated quantum Ito formula is summarised in the
following table:
488 DAVID APPLEBAUM
dA
(t) dA(t) dt
dA(t) dt 0 0
dA
(t) 0 0 0
dt 0 0 0
These formal relations are suggested by the following type of calculation using
the CCRs and (5.1):
e(f), dA(t)dA
(t)e(g) = dte(f), e(g) +e(f), dA
(t)dA(t)e(g)
= dte(f), e(g) +dA(t)e(f), dA(t)e(g)
= (dt +o(dt))e(f), e(g)
The preceeding heuristic calculations were all given a precise rigorous meaning
in the seminal paper [19].
The non-trivial Ito correction term dA(t)dA
(t) = dt will only contribute to

formal dierentiation of terms that violate Wick ordering. This insight was the
basis of a short note by Hudson and Streater [20] whose title says it all - Itos
formula is the chain rule with Wick ordering. They consider processes that take
the Wick-ordered form
M(t) :=
j
c
j
f
j
(A(t)
, t)g
j
(A(t), t),
where each c
j
C and f
j
and g
j
are smooth. Dene formal partial derivatives by
M(t)
A(t)
:=
j
c
j
1
f
j
(A(t)
, t)g
j
(A(t), t),
M(t)
A(t)
:=
j
c
j
f
j
(A(t)
, t)
1
g
j
(A(t), t)
and
M(t)
t
:=
j
c
j
[
2
f
j
(A(t)
, t)g
j
(A(t), t) +f
j
(A(t)
, t)
2
g
j
(A(t), t)],
where for i = 1, 2,
i
denotes partial dierentiation with respect to the ith variable.
The authors then show that
dM(t) =
M(t)
A(t)
dA
(t) +
M(t)
A(t)
dA(t) +
M(t)
t
dt.
In the two papers [17] and [18], Hudson and Parthasarathy investigate quantum
diusions. These are prototypes for the quantum stochastic processes (in the sense
of [1]) that eventually became known as quantum stochastic ows or Evans-Hudson
ows (see e.g. [25] and [27]). The authors work in the space h := h
0
(L
2
(R
+
))
where h
0
is a complex, separable Hilbert space which carries a representation of
the CCRs. So we have a pair (a, a
) of mutually adjoint linear operators acting in

h
0
and satisfying [a, a
] = 1. This bosonic system is then perturbed by quantum

noise under the constraint that the commutation relation is preserved in time.
So we obtain mutually adjoint processes (a
#
t
, t 0) that satisfy [a
t
, a
t
] = 1 for
all t 0. These are required to be adapted to the Fock ltration in that each
a
#
t
= a
#
1
(t) I where a
#
1
(t) operates non-trivially on h
0
(L
2
([0, t))). The form
of the perturbation is given by
da
t
= F(t)dA(t) +G(t)dA
(t) +H(t)dt,
and applying quantum Itos formula to the CCRs yields the restraint equations
(which are to be read pointwise in t):
[F, a
] = [a, G
] = 0,
[H, a
] + [a, H
] = F
F GG
.
Furthermore they obtain formal conditions for the dynamics to be induced by
a unitary operator-valued process (U(t), t 0). Indeed the unitarity requirement
implies the form:
dU(t) = U(t)
LdA
(t) L
dA(t) +
iH
1
2
L
dt
,
with U(0) = I, where L and H are (ampliations of) linear operators acting on h
0
with H being formally self-adjoint. In order to obtain
a
#
(t) = U(t)(a
#
I)U(t)
for all t 0, it is shown that we must have

F = [L, a], G = [a, L
], H = i[H, a]
1
2
(L
La 2L
aL +aL
L),
so H = L(a) where L is the Lindblad generator. Indeed it is precisely the generator
of the quantum dynamical semigroup (T
t
, t 0) dened by
T
t
(X) = E
0
(U(t)(X I)U(t)
),
for each X B(h
0
), where E
0
denotes the vacuum conditional expectation. A
fermionic version of some of these ideas was developed in [4].
As was pointed out above, these ideas were made fully rigorous in [19] which
also introduced the conservation process
7
into quantum stochastic calculus and
thus completed the trio of basic integrators. The theory developed therein has
been described and extended in a number of monographs and surveys (see e.g.
[27], [25], [5], [23]) so the reader will surely forgive me if I stop at this point.
In conclusion, the period 1971-1984 saw a remarkable period of activity from
Robin and his collaborators which led from the quantum central limit theorem to
quantum Brownian motion and then to the development of quantum stochastic
calculus. It is perhaps a little unfair to compare this to the gap between the
rst use of the central limit theorem by Abraham de Moivre in 1733 and the
discovery of stochastic calculus by Kiyosi Ito in the 1940s (see [22] for a concise
historical account of developments leading to the birth of the latter), nonetheless
it is certainly a considerable achievement.
7
Sometimes called the gauge or number process
490 DAVID APPLEBAUM
References
1. Accardi, L., Frigerio, A, and Lewis, J. T.: Quantum stochastic processes, Publ. Res. Inst.
Math. Sci. (Kyoto Univ.) 18 (1982) 97133.
2. Applebaum, D.: The strong Markov property for fermion Brownian motion, J. Funct. Anal.
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David Applebaum: School of Mathematics and Statistics, University of Sheffield,
Sheffield S3 7RH England.
E-mail address: d.applebaum@sheffield.ac.uk
URL: http://www.applebaum.staff.shef.ac.uk/
ON THE CHARACTERISTIC FUNCTION OF RANDOM
VARIABLES ASSOCIATED WITH BOSON LIE ALGEBRAS
LUIGI ACCARDI AND ANDREAS BOUKAS
Abstract. We compute the characteristic function of random variables de-
ned as self-adjoint linear combinations of the Schrodinger algebra generators.
We consider the extension of the method to innite dimensional Lie algebras.
We show that, unlike the second order (Schrodinger) case, in the third order
(cube of a Gaussian random variable) case the method leads to a nonlinear
innite system of ODEs whose form is explicitly determined.
1. Introduction
It is known (see [5] and the bibliography therein) that, while the usual Heisen-
berg algebra and sl(2; R) admit separately a continuum limit with respect to the
Fock representation, the corresponding statement for the Lie algebra generated by
these two, i.e. the Schrodinger algebra is false.
Stated otherwise: there is a standard way to construct a net of C
algebras
each of which, intuitively speaking, is associated to all possible complex valued
step functions dened in terms of a xed nite partition of R into disjoint in-
tervals (see [6]), but there are obstructions to the natural extension of the Fock
representation to this net of C
algebras: these obstructions are called no-go the-

orems. The detailed analysis of these theorems is a deep problem relating the
theory of representations of Lie algebras with the theory of innitely divisible
processes.
To formulate these connections in a mathematically satisfactory way is a prob-
lem, which requires the explicit knowledge of all the vacuum characteristic func-
tions of the self-adjoint operators associated to the Fock representation of a given
sub-algebra of the full oscillator algebra.
For the rst order case these characteristic functions have been known for a
long time and correspond to the standard Gaussian and Poisson distributions on
R.
For the full second order case they have been identied in [7] with the three
remaining (i.e. in addition to Gaussian and Poisson) Meixner classes.
Received 2010-9-28; Communicated by D. Applebaum.
2000 Mathematics Subject Classication. Primary 60B15, 17B35; Secondary 17B65, 81R05,
81R10.
Key words and phrases. Heisenberg algebra, oscillator algebra, sl(2), Schrodinger algebra,
universal enveloping algebra, characteristic function, quantum random variable, Gaussian ran-
dom variable, splitting lemma.
493
Vol. 4, No. 4 (2010) 493-504
494 LUIGI ACCARDI AND ANDREAS BOUKAS
For the Schrodinger algebra they were not known and it is intuitively obvious
that they should form a family of characteristic functions interpolating among all
the ve Meixner classes: this is because the generators of the Schrodinger algebra
are obtained by taking the union of the generators of the Heisenberg algebra with
those of sl(2; R).
It is also intuitively clear that the class of these characteristic functions cannot
be reduced to those corresponding to the Meixner distributions because these are
known to be innitely divisible while, from the no-go theorem, one can deduce that
some of the characteristic functions associated to the Schrodinger algebra cannot
be innitely divisible.
Our goal is to describe this latter class of characteristic functions. This will pro-
vide a deeper insight into the no-go theorems (which up to now have been proved
by trial and error, showing that the scalar product, canonically associated to the
Fock representation, is not positive denite) as well as a deeper understanding of
the quantum decomposition of some classes of innitely divisible random variables.
The rst step towards achieving this goal is to calculate these characteristic
functions. This is done by solving some systems of Riccati equations. This leads,
in particular, to a representation of the Meixner characteristic functions in a unied
form that we have not found in the literature (where there are many explicit unied
forms for some classes of the Meixner distributions). In the last part of the paper
we show that, by applying the same method to hermitian operators involving the
cube of creators and annihilators, one obtains an innite chain of coupled Riccati
equations whose explicit solution at the moment is not known.
2. The Full Oscillator Algebra
Denition 2.1. If a and a
are a Boson pair, i.e.

[a, a
] := a a
a = 1
then
(i) the Heisenberg algebra 1 is the Lie algebra generated by a, a
, 1
(ii) the sl(2) algebra is the Lie algebra generated by
a
2
, a
2
, a
a +
1
2
(iii) the oscillator algebra O is the Lie algebra generated by

a, a
, a
a +
1
2
, 1
(iv) the Schrodinger algebra o is the Lie algebra generated by
a, a
, a
2
, a
2
, a
a +
1
2
, 1
(v) the universal enveloping Heisenberg algebra | (containing 1, sl(2), O and o
as sub-algebras) is the Lie algebra generated by
a
n
a
k
; n, k = 0, 1, 2, ...
ON THE CHAR. FUNCTION OF RVS ASSOCIATED WITH BOSON LIE ALGEBRAS 495
Dening duality by (a)
= a
, we can view 1, sl(2), O, o and | as -Lie

algebras. In particular, 1, sl(2), O and o are -Lie sub-algebras of |.
Remark 2.2. The reason for the additive term
1
2
, in the generators of sl(2), O and
o, is explained in the remark following Proposition 2.4.
Lemma 2.3. If a and a
are a Boson pair then

[a
a, a
] = a
; [a, a
a] = a
[a
2
, a
2
] = 2 + 4 a
a ; [a
2
, a
a] = 2 a
2
; [a
a, a
2
] = 2 a
2
and
[a
2
, a
] = 2 a ; [a, a
2
] = 2 a
Proof. This is a well known fact that can be checked without diculty.
Proposition 2.4. (Commutation relations in o) Using the notation S
1
0
= a
,
S
0
1
= a, S
2
0
= a
2
, S
0
2
= a
2
, S
1
1
= a
a +
1
2
, S
0
0
= 1 we can write the commutation
relations among the generators of o as
[S
n
k
, S
N
K
] = (k N K n) S
n+N1
k+K1
(2.1)
with (S
n
k
)
= S
k
n
, for all n, k, N, K 0, 1, 2 with n +k 2 and N +K 2.
Proof. The proof follows by using Lemma 2.3.
Remark 2.5. The concise formula (2.1) for the commutation relations among the
generators of o, in particular the inclusion of [S
0
2
, S
2
0
] = 4 S
1
1
, was the reason
behind the inclusion of the additive
1
2
term in the denition of the generators of
o.
To describe the commutation relations in |, using the notation
_
y,z
x
_
=
_
y
x
_
z
(x)
,
n,k
= 1
n,k
where
n,k
is Kroneckers delta, x
(y)
= x(x 1) (x y + 1) for
x y, x
(y)
= 0 for x < y, x
(0)
= 1, we dene
L
(N, K; n, k) = H(L 1)
_
K,0
n,0
_
K, n
L
_
k,0
N,0
_
k, N
L
__
(2.2)
where H(x) is the Heaviside function (i.e., H(x) = 1 if x 0 and H(x) = 0
otherwise). Notice that if L exceeds (K n) (k N) then
L
(N, K; n, k) = 0.
Proposition 2.6. (Commutation relations in |) Using the notation B
x
y
= a
x
a
y
,
for all integers n, k, N, K 0
[B
N
K
, B
n
k
] =
L1
L
(N, K; n, k) B
N+nL
K+kL
where
L
(N, K; n, k) is as in (2.2).
Proof. The proof follows from a discretization of Lemma 2.3 of [5] (i.e. by elimi-
nating the time indices t and s and replacing the Dirac delta function by 1) and
is a consequence of the General Leibniz Rule, Proposition 2.2.2. of [11] .
Denition 2.7. (The Heisenberg Fock space) The Heisenberg Fock space T is
the Hilbert space completion of the linear span c of the set of exponential vectors
y() = e
a
; C, where is the vacuum vector such that a = 0 and

[[[[ = 1, with respect to the inner product
y(), y() = e
1, O, sl(2), o and | can all be represented as operators acting on the exponential

vectors domain c of the Heisenberg Fock space T according to
a
n
a
k
y() =
k

n

n
[
=0
y( +) ; n, k = 0, 1, 2, ...
If s R and X is a self-adjoint operator on the Heisenberg Fock space T
then, through Bochners theorem, , e
i s X
can be viewed as the characteristic
function (i.e. the Fourier transform of the corresponding probability measure) of
a classical random variable whose quantum version is X.
The dierential method (see [11], [10] and Lemma 3.3 below) for the compu-
tation of , e
i s X
relies on splitting the exponential e
s X
into a product of
exponentials of the Lie algebra generators. In the case of a Fock representation,
where the Lie algebra generators are divided into creation (raising) operators, an-
nihilation (lowering) operators that kill the vacuum vector , and conservation
(number) operators having as an eigenvector, the exponential e
s X
is split into
a product of exponentials of creation operators.
The coecients of the creation operators appearing in the product exponentials
are, in general, functions of s satisfying certain ordinary dierential equations
(ODEs) and vanishing at zero. In the case of a nite dimensional Lie algebra (see
section 3) the ODEs can be solved explicitly and the characteristic function of the
random variable in consideration can be explicitly determined.
For innite dimensional Lie algebras such as, for example, the sub-algebra of
| generated by a
3
and a
3
, the situation is dierent. As illustrated in section 5,
the ODEs form an innite non-linear system which, in general, is hard (if at all
possible) to solve explicitly.
3. Schrodinger Stochastic Processes
In this section, using the notation of Proposition 2.4, we compute the charac-
teristic function , e
i s V
, s R, of the quantum random variable
V = a S
1
0
+ a S
0
1
+b S
2
0
+
b S
0
2
+ S
0
0
+ S
1
1
where a, b C with b ,= 0 (the case b = 0 is discussed in the remarks following
Proposition 3.4) and , R with 4 [b[
2
2
,= 0.
The above form of V is the extention of the forms considered in [2]-[4] to the
full Schrodinger algebra. The splitting lemmas for the Heisenberg and sl(2) Lie
algebras can be found in [11]. An analytic proof of the splitting lemma for sl(2)
can be found in [8].
Remark 3.1. Here, and in what follows, the terms splitting and disentanglement
refer to the expression of the exponential of a linear combination of operators as
a product of exponentials.
Lemma 3.2. For all a, b C,
(i)
S
0
2
e
a S
2
0
= 4 a
2
S
2
0
e
a S
2
0
+ 4 a e
a S
2
0
S
1
1
+e
a S
2
0
S
0
2
(ii)
S
0
2
e
b S
1
0
= b
2
e
b S
1
0
(iii)
S
0
1
e
a S
2
0
= 2 a S
1
0
e
a S
2
0
+e
a S
2
0
S
0
1
(iv)
S
1
1
e
a S
1
0
= a S
1
0
e
a S
1
0
+e
a S
1
0
S
1
1
(v)
S
1
1
e
a S
1
0
=
_
a S
1
0
+
1
2
_
e
a S
1
0
(vi)
S
1
1
e
b S
2
0
= 2 b S
2
0
e
b S
2
0
+e
b S
2
0
S
1
1
(vii)
S
1
1
e
b S
2
0
=
_
2 b S
2
0
+
1
2
_
e
b S
2
0
Proof. The proof of (i) through (iii) can be found in [2]. The proof of (iv) and (vi)
follows, respectively, from Propositions 2.4.2 and 3.2.1 of [11] with, in the notation
of [11] , D = S
0
1
, X = S
1
0
, X D = S
1
1

1
2
, H = t 1, and f(X) = e
a X
for (iv), and
S
2
0
= 2 R, S
0
2
= 2 , S
1
1
= , and f(R) = e
b R
for (vi). Finally, (v) and (vii) follow
from the fact that S
1
1
=
1
2
.
The following lemma is the extention of the splitting lemmas of [1]-[3] to the
full Schrodinger algebra.
Lemma 3.3. For all s C
e
s V
= e
w1(s) S
2
0
e
w2(s) S
1
0
e
w3(s)
where, letting
K =
_
4 [b[
2
2
; L = arctan
_

K
_
; =
a
2

b
=
a
K
+ tan L ; = ( cos L + sin L)
we have that
w
1
(s) =
K tan (K s +L)
4
b
(3.1)
w
2
(s) = tan (K s +L) + sec (K s +L) + (3.2)
and
w
3
(s) = c
0
+c
1
s +c
2
ln (cos (K s +L))
+c
3
ln (sec (K s +L) + tan (K s +L))
+c
4
tan (K s +L) +c
5
sec (K s +L) (3.3)
where
c
1
= + a +
b (
2
2
)
c
2
=
_
a + 2
b
K
+
1
2
_
c
3
=
a + 2
b
K
c
4
=
b (
2
+
2
)
K
c
5
=
2
b
K
c
0
= (c
2
ln (cos L) +c
3
ln (sec L + tan L)
+c
4
tan L +c
5
sec L)
Proof. We will show that w
1
(s), w
2
(s) and w
3
(s) satisfy the dierential equations
w
1
(s) = 4
b w
1
(s)
2
+ 2 w
1
(s) +b
w
2
(s) = (4
b w
1
(s) +) w
2
(s) +a + 2 a w
1
(s)
w
3
(s) = + a w
2
(s) + 2
b w
1
(s) +
b w
2
(s)
2
+

2
with w
1
(0) = w
2
(0) = w
3
(0) = 0, whose solutions are given by (3.1), (3.2) and
(3.3) respectively. We remark that the dierential equations dening w
1
(s) and
w
2
(s) are, respectively, of Riccati and linear type. Moreover, unlike the innite
dimensional case treated in section 5, the ODE for w
1
does not involve w
2
and w
3
.
So let
E := e
s (b S
2
0
+
b S
0
2
+a S
1
0
+ a S
0
1
+S
0
0
+ S
1
1
)
(3.4)
Then, by the disentanglement assumption,
E = e
w1(s) S
2
0
e
w2(s) S
1
0
e
w3(s)
(3.5)
where w
i
(0) = 0 for i 1, 2, 3. Then, (3.5) implies that
s
E =
_
w
1
(s) S
2
0
+w
2
(s) S
1
0
+w
3
(s)
_
E (3.6)
and, since by Lemma 3.2,
S
0
2
E = (4 w
1
(s)
2
S
2
0
+ 4 w
1
(s) w
2
(s) S
1
0
(3.7)
+2 w
1
(s) +w
2
(s)
2
) E
S
0
1
E =
_
2 w
1
(s) S
1
0
+w
2
(s)
_
E (3.8)
and
S
1
1
E =
_
2 w
1
(s) S
2
0
+w
2
(s) S
1
0
+
1
2
_
E (3.9)
from (3.4) we also obtain
s
E = ((b + 4
b w
1
(s)
2
+ 2 w
1
(s)) S
2
0
(3.10)
+(a + 2 a w
1
(s) + 4
b w
1
(s) w
2
(s) + w
2
(s)) S
1
0
+ + a w
2
(s) + 2
b w
1
(s) +
b w
2
(s)
2
+

2
) E
From (3.6) and (3.10), by equating coecients of S
2
0
, S
1
0
and 1, we obtain (3.1),
(3.2) and (3.3) thus completing the proof.
Proposition 3.4. (Characteristic Function of V ) In the notation of Lemma 3.3,
for all s R
, e
i s V
= exp (c
0
+i c
1
s +c
2
ln (cos (K i s +L))
+c
3
ln (sec (K i s +L) + tan (K i s +L))
+c
4
tan (K i s +L) +c
5
sec (K i s +L))
Proof. Using the fact that for any z C
e
z S
0
2
= e
z S
0
1
=
by Lemma 3.3 we have
, e
s V
= , e
w1(s) S
2
0
e
w2(s) S
1
0
e
w3(s)
= e
w2(s) S
0
1
e
w1(s) S
0
2
, e
w3(s)
= , e
w3(s)
= e
w3(s)
,
= e
w3(s)
= exp (c
0
+c
1
s +c
2
ln (cos (K s +L))
+c
3
ln (sec (K s +L) + tan (K s +L))
+c
4
tan (K s +L) +c
5
sec (K s +L))
and the formula for the characteristic function of V is obtained by replacing s by
i s where s R.
Remark 3.5. In the well known (see [13] and [11]) Gaussian case a = 1, b = =
= 0, the dierential equations for w
1
(s), w
2
(s) and w
3
(s) in the proof of Lemma
3.3 are greatly simplied and yield
w
1
(s) = 0 ; w
2
(s) = s ; w
3
(s) =
s
2
2
which implies that
, e
i s V
= , e
i s (S
1
0
+S
0
1
)
= e
s
2
2
(3.11)
i.e. V = S
1
0
+S
0
1
is a Gaussian random variable.
Remark 3.6. In the case when a = 0 we nd that = = = 0, c
1
= , c
2
=
1
2
,
c
3
= c
4
= c
5
= 0, c
0
=
1
2
ln (cos L) and so
w
3
(s) =
1
2
ln (cos L)
1
2
ln (cos (K s +L)) +s
Therefore, by Proposition 3.4, assuming that cos L ,= 0, for all s C such that
cos (i K s +L) ,= 0, the characteristic function of V = b S
2
0
+
b S
0
2
+ S
0
0
+ S
1
1
is
, e
i s V
= (cos L)
1/2
(sec (i K s +L))
1/2
e
i s
which, in the case = 0, is the characteristic function of a continuous binomial
random variable (see [11]).
Remark 3.7. If b = 0 then the ODEs for w
1
, w
2
, w
3
in the proof of Lemma 3.3 take
the form
w
1
(s) = 2 w
1
(s)
w
2
(s) = w
2
(s) +a + 2 a w
1
(s)
w
3
(s) = + a w
2
(s) +

2
with w
i
(0) = 0 for i 1, 2, 3. Therefore, for ,= 0
w
1
(s) = 0
w
2
(s) =
a
(e
s
1)
w
3
(s) =
[a[
2
2
(e
s
1) +
_
+

2
+
[a[
2
_
s
Therefore, the characteristic function of V = a S
1
0
+ a S
0
1
+ S
0
0
+ S
1
1
is
, e
i s V
= e
|a|
2
2
(e
i s
1)+i
2
+
|a|
2
s
which, for +

2
+
|a|
2
= 0, reduces to the characteristic function of a Poisson

random variable (see [13] and also Proposition 5.2.3 of [11]).
4. Random Variables in |: The General Scheme
In analogy with section 3, using the notation B
n
k
= a
n
a
k
, we consider quantum
random variables of the form
W =
n,k0
_
c
n,k
B
n
k
+ c
n,k
B
k
n
_
where c
n,k
C.
Extending the framework and terminology of [11] and [12] to the innite di-
mensional case, the group element (in terms of coordinates of the rst kind)
e
s W
= e
s
n,k0
(c
n,k
B
n
k
+ c
n,k
B
k
n
)
can be put, through an appropriate splitting lemma, in the form of coordinates of
the second kind
e
s W
=
n,k0
e
f
n,k
(s) B
n
k
e
f
n,k
(s) B
k
n
for some functions f
n,k
(s). Since B
n
k
= 0 for all k ,= 0, after several commuta-
tions, we nd that
e
s W
=
n0
e
wn(s) B
n
0
for some functions w

n
(s) (we may call them the vacuum coordinates of the second
kind). Therefore, as in Proposition 3.4,
, e
i s W
= e
w0(i s)
For nite-dimensional Lie algebras (see, for example, Lemma 3.3) solving the
dierential equations that dene the w
n
s is relatively easy. As shown in the next
section, in the case of an innite dimensional Lie algebra the situation is much
more complex.
5. Example: The Cube of a Gaussian Random Variable
To illustrate the method described in section 4, we will consider the character-
istic function , e
i s W
of the quantum random variable
W = (a +a
)
3
= (B
0
1
+B
1
0
)
3
By (3.11) W is the cube of a Gaussian random variable. Using a a
= 1 + a
a
we nd that
(a +a
)
2
= a
2
+a
2
+ 2 a
a + 1
and
(a +a
)
3
= a
3
+ 3 a
+ 3 a
2
a + 3 a + 3 a
a
2
+a
3
Thus
W = a
3
+ 3 a
+ 3 a
2
a + 3 a + 3 a
a
2
+a
3
Lemma 5.1. For all analytic functions f and for all w
i
C, i = 1, 2, 3, 4
[a, f(a
)] = f
(a
) (5.1)
[f(a), a
] = f
(a) (5.2)
Moreover, if a = 0 then for n 1
a
n
f(a
) = f
(n)
(a
) (5.3)
where f
(n)
denotes the n-th derivative of f.
Proof. The proof of (5.1) and (5.2) can be found in [11]. To prove (5.3) we notice
that, by Proposition 2.6, for n 1 and k 0
[a
n
, a
k
] =
l1
_
n
l
_
k
(l)
a
kl
a
nl
Thus, assuming that f(a
) =
k0
c
k
a
k
, we have that
a
n
f(a
) = [a
n
, f(a
)]
=
k0
c
k
[a
n
, a
k
]
=
k0
c
k
l1
_
n
l
_
k
(l)
a
kl
a
nl
k0
c
k
k
(n)
a
kn
= f
(n)
(a

Corollary 5.2. For an analytic function g and n 1, 2, 3,
a
n
e
g(a
)
= G
n
(a
) e
g(a
where
G
1
(a
) = g
(a
)
G
2
(a
) = g
(a
) +g
(a
)
2
G
3
(a
) = g
(a
) + 3 g
(a
) g
(a
) +g
(a
)
3
Proof. The proof follows from Lemma 5.1 by taking f(a
) = e
g(a
)
.
Corollary 5.3. Let g(a
) =
k=0
w
k
a
k
. Then, for n 1, 2, 3,
a
n
e
g(a
)
= G
n
(a
) e
g(a
where G
1
(a
) =
k=0
(k + 1) w
k+1
a
k
and
G
2
(a
) =
k=0
(k + 1) (k + 2) w
k+2
a
k
+
k,m=0
(k + 1) (m+ 1) w
k+1
w
m+1
a
k+m
G
3
(a
) =
k=0
(k + 1) (k + 2) (k + 3) w
k+3
a
k
+3
k,m=0
(k + 1) (m+ 1) (m+ 2) w
k+1
w
m+2
a
k+m
+
k,m,=0
(k + 1) (m+ 1) ( + 1) w
k+1
w
m+1
w
+1
a
k+m+
Proof. The proof follows directly from Corollary 5.2.
Lemma 5.4. Let s C. Then
e
s W
=
n=0
e
wn(s) a
n
=
n=0
e
wn(s) B
n
0
where w
n
(0) = 0 for all n 0 and the w
n
satisfy the nonlinear innite system of
disentanglement ODEs
w
0
(s) = w
1
(s)
3
+ 3 w
1
(s) (1 + 2 w
2
(s)) + 6 w
3
(s)
w
1
(s) = 3 w
1
(s)
2
(1 + 2 w
2
(s)) + 18 w
3
(s) w
1
(s)
+12 w
2
(s)
2
+ 12 w
2
(s) + 24 w
4
(s) + 3
w
2
(s) = 12 w
2
(s)
2
w
1
(s) + (54 w
3
(s) + 12 w
1
(s)) w
2
(s)
+3 w
1
(s) + 27 w
3
(s) + 36 w
1
(s) w
4
(s)
+9 w
1
(s)
2
w
3
(s) + 60 w
5
(s)
w
3
(s) = 54 w
3
(s)
2
+ (30 w
1
(s) w
2
(s) + 18 w
1
(s)) w
3
(s)
+24 w
4
(s) w
2
(s) + 60 w
1
(s) w
5
(s) + 72 w
2
(s) w
4
(s)
+12 w
1
(s)
2
w
4
(s) + 120 w
6
(s) + 6 w
2
(s) + 48 w
4
(s)
+12 w
2
(s)
2
+ 1
and for n 4,
w
n
(s) = (n + 1) (n + 2) (n + 3) w
n+3
(s)
+3 (n 1) w
n1
(s) + 3 (n + 1)
2
w
n+1
(s)
+3
k,m0
k+m=n
(k + 1) (m+ 1) (m+ 2) w
k+1
(s) w
m+2
(s)
+
k,m,0
k+m+=n
(k + 1) (m+ 1) ( + 1) w
k+1
w
m+1
w
+1
+3
k,m0
k+m=n1
(k + 1) (m+ 1) w
k+1
(s) w
m+1
(s)
Proof. As in the proof of Lemma 3.3, let
E := e
s (a
3
+3 a
+3 a
2
a+3 a+3 a
a
2
+a
3
)
. (5.4)
Then by the disentanglement assumption for e
s W
, we also have that
E =
n=0
e
wn(s) a
n
(5.5)
where w
n
(0) = 0 for all n 0. Then, (5.5) implies that
s
E =
n=0
w
n
(s) a
n
E (5.6)
and, using Corollary 5.3, from (5.4) we also obtain
s
E = (a
3
+ 3 a
+ 3 a
2
a + 3 a + 3 a
a
2
+a
3
) E
=
k0
(k + 1) (k + 2) (k + 3) w
k+3
(s) a
k
+3
k,m0
(k + 1) (m+ 1) (m+ 2) w
k+1
(s) w
m+2
(s) a
k+m
+
k,m,=0
(k + 1) (m+ 1) ( + 1) w
k+1
w
m+1
w
+1
a
k+m+
+3 a
+ 3
k0
(k + 1) w
k+1
(s) a
k+2
+3
k0
(k + 1) w
k+1
(s) a
k
+ 3
k0
(k + 1) (k + 2) w
k+2
(s) a
k+1
+3
k,m0
(k + 1) (m+ 1) w
k+1
(s) w
m+1
(s) a
k+m+1
+a
3
E (5.7)
and the dierential equations dening the w
n
s are obtained from (5.6) and (5.7)
by equating coecients of the powers of a
.
Remark 5.5. As in the nite dimensional case, w
0
is determined by straight-
forward integration. However, unlike the nite-dimensional (Schrodinger) case
of Lemma 3.3, in the innite-dimensional case the disentanglement ODEs are cou-
pled, with the ODE for each w
n
depending on w
1
, ..., w
n+3
. The ODEs for w
1
, w
2
,
and w
3
are of pseudo (due to coupling)-Riccati type.
Proposition 5.6. (Characteristic function of W) For all s R
, e
i s W
= e
w0(i s)
where w
0
is as in Lemma 5.4.
Proof. The proof is similar to that of Proposition 3.4.
References
1. Accardi, L., Boukas, A.: Fock representation of the renormalized higher powers of white noise
and the VirasoroZamolodchikovw Lie algebra, J. Phys. A Math. Theor., 41 (2008).
2. Accardi, L., Boukas, A.: Random variables and positive denite kernels associated with
the Schroedinger algebra, Proceedings of the VIII International Workshop Lie Theory and
its Applications in Physics, Varna, Bulgaria, June 16-21, 2009, pages 126-137, American
Institute of Physics, AIP Conference Proceedings 1243.
3. Accardi, L., Boukas, A.: Central extensions and stochastic processes associated with the Lie
algebra of the renormalized higher powers of white noise, with Luigi Accardi, Proceedings
of the 11th workshop: non-commutative harmonic analysis with applications to probability,
Bedlewo, Poland, August 2008, Banach Center Publ. 89 (2010), 13-43.
4. Accardi, L., Boukas, A.: The Fock kernel for the Galilei algebra and associated random
variables, submitted.
5. Accardi, L., Boukas, A., Franz, U.: Renormalized powers of quantum white noise, Innite
Dimensional Analysis, Quantum Probability, and Related Topics, Vol. 9, No. 1 (2006), 129
147.
6. Accardi, L., Dhahri, A.: Polynomial extensions of the Weyl C
-algebra submitted to Comm.

Math. Phys. , May 2010
7. Accardi, L., Franz, U., Skeide, M.: Renormalized squares of white noise and other non-
Gaussian noises as Levy processes on real Lie algebras, Comm. Math. Phys. 228 (2002)
123150 Preprint Volterra, N. 423 (2000)
8. Accardi, L., Ouerdiane, H., Rebe, H.: The quadratic Heisenberg group, submitted to Innite
Dimensional Analysis, Quantum Probability, and Related Topics.
9. Feinsilver, P. J., Kocik, J., Schott, R.: Representations of the Schroedinger algebra and
Appell systems, Fortschr. Phys. 52 (2004), no. 4, 343359.
10. Feinsilver, P. J., Kocik, J., Schott, R.: Berezin quantization of the Schrodinger algebra, In-
nite Dimensional Analysis, Quantum Probability, and Related Topics, Vol. 6, No. 1 (2003),
5771.
11. Feinsilver, P. J., Schott, R.: Algebraic structures and operator calculus. Volumes I and III,
Kluwer, 1993.
12. Feinsilver, P. J., Schott, R. Dierential relations and recurrence formulas for representations
of Lie groups, Stud. Appl. Math., 96 (1996), no. 4, 387406.
13. Hudson, R. L., Parthasarathy, K. R.: Quantum Itos formula and stochastic evolutions,
Comm. Math. Phys. 93 (1984), 301323.
Luigi Accardi: Centro Vito Volterra, Universit a di Roma Tor Vergata, Via di
Torvergata, 00133 Roma, Italy
E-mail address: accardi@volterra.mat.uniroma2.it
Andreas Boukas: Department of Mathematics, American College of Greece, Aghia
Paraskevi 15342, Athens, Greece
E-mail address: andreasboukas@acg.edu
QUANTUM FILTERING IN COHERENT STATES
JOHN E. GOUGH AND CLAUS K
OSTLER*
Abstract. We derive the form of the Belavkin-Kushner-Stratonovich equa-
tion describing the ltering of a continuous observed quantum system via
non-demolition measurements when the statistics of the input eld used for
the indirect measurement are in a general coherent state.
1. Introduction
One of the most remarkable consequences of the Hudson-Parthasarathy quan-
tum stochastic calculus [21] is V. P. Belavkins formulation of a quantum theory of
ltering based on non-demolition measurements of an output eld that has inter-
acted with a given system [4, 6, 7, 8]. Specically, we must measure a particular
feature of the eld, for instance a eld quadrature, or the count of the eld quanta,
and this determines a self-commuting, therefore essentially classical, stochastic
process. The resulting equations have structural similarities with the classical
analogues appearing in the work of Kallianpur, Striebel, Kusnher, Stratonovich,
Zakai, Duncan and Mortensen on nonlinear ltering, see [16, 23, 24, 28]. This
showed that the earlier models of repeated quantum photon counting measure-
ments developed by Davies [14, 15] could be realized using a concrete theory: this
was rst shown by taking the pure-jump process limit of diusive quantum ltering
problems [3].
There has been recent interest amongst the physics community in quantum
ltering as an applied technique in quantum feedback and control [1, 2, 10, 11, 12,
17, 19, 22, 26, 27]. An additional driver is the desire to go beyond the situation
of a vacuum eld and derive the lter for other physically important states such
as thermal, squeezed, single photon states, etc. In this note we wish to present
the lter for non-demolition quadrature and photon-counting measurements when
the choice of state for the input eld is a coherent state with intensity function
. The resulting lters are a deformation of the vacuum lters and reduce to the
latter when we take 0, this is perhaps to be expected given that the coherent
states have a continuous-in-time tensor product factorization property. We derive
the lters using the reference probability approach, as well as the characteristic
function approach.
2000 Mathematics Subject Classication. Primary 15A15 ; Secondary 15A09, 15A23.
Key words and phrases. Quantum ltering and estimation, coherent state.
* This research is supported by the Engineering and Physical Sciences Research Council,
project grant EP/G039275/1.
505
Vol. 4, No. 4 (2010) 505-521
506 JOHN E. GOUGH AND CLAUS K
OSTLER
1.1. Classical Non-linear Filtering. We consider a state based model where
the state X
t
evolves according to a stochastic dynamics and we make noisy obser-
vations Y
t
on the state. The dynamics-observations equations are the SDEs
dX
t
= v (X
t
) dt +
X
(X
t
) dW
proc
t
, (1.1)
dY
t
= h(X
t
) dt +
Y
dW
obs
t
(1.2)
and we assume that the process noise W
proc
and the observation noise W
obs
are
uncorrelated multi-dimensional Wiener processes. The generator of the state dif-
fusion is then
/ = v
i
i
+
1
2
ij
XX
2
ij
,
where
XX
=
X
X
. The aim of ltering theory to obtain a least squares estimate
for the state dynamics. More specically, for any suitable function f of the state,
we would like to evaluate the conditional expectation
t
(f) := E[f (X
t
) [ T
Y
t]
],
with T
Y
t]
being the -algebra generated by the observations up to time t.
1.1.1. Kallianpur-Striebel Formula. By introducing the Kallianpur-Striebel like-
lihood function
L
t
(x[y) = exp
_
t
0
_
h(x
s
)
dy
s
1
2
h(x
s
)
h(x
s
) ds
_
for sample state path x = x
s
: 0 s t conditional on a given sample observa-
tion y = y
s
: 0 s t, we may represent the conditional expectation as
t
(f) =
_
C
x
0
[0,t]
f (x
t
) L
t
(x[y) P[dx]
_
C
x
0
[0,t]
L
t
(x[y) P[dx]
y=Y ()
=

t
(f)
t
(1)
where P is canonical Wiener measure and
t
(f) () =
_
C
x
0
[0,t]
f (x
t
) L
t
(x[Y ()) P[dx] .
1.1.2. Duncan-Mortensen-Zakai and Kushner-Stratonovich Equations. Using the
Ito calculus, we may obtain the Duncan-Mortensen-Zakai equation for the un-
normalized lter
t
(f), and the Kushner-Stratonovich equation for the normalized
version
t
(f). These are
d
t
(f) =
t
(/f) dt +
t
_
fh
_
dY
t
,
d
t
(f) =
t
(/f) dt +
_
t
_
fh
t
(f)
t
_
h
_
dI
t
,
where (I
t
) are the innovations:
dI
t
:= dY
t
t
(h) dt, I (0) = 0.
We note that there exist variants of these equations for more general processes
than diusions (in particular for point processes which will be of relevance for
photon counting), and for the case where the process and observation noises are
correlated.
QUANTUM FILTERING IN COHERENT STATES 507
1.1.3. Pure versus Hybrid Filtering Problems. We remark that we follow the tra-
ditional approach of adding direct Wiener noise W
obs
to the observations. We could
of course consider a more general relation of the form dY
t
= h(X
t
) dt +
Y
dW
obs
t
but for constant coecients
Y
a simple rearrangement returns us to the above
setup.
The situation where we envisage dY
t
= h(X
t
) dt +
Y
(X
t
) dW
obs
t
, with
Y
a
known function of the unobserved state, must be considered as being too good to
be true since we can then obtain information about the unobserved state by just
examining the quadratic variation of the observations process, since we then have
dY (t) dY (t)
=
Y
(X
t
)
Y
(X
t
)
dt. For instance, in the case of scalar processes,

if we have
Y
(X) = [X[ then knowledge of the quadratic variation yields the
magnitude [X
t
[ of the signal without any need for ltering. Such situations are
rarely if ever arise in practice, and one naturally restricts to pure ltering problems.
2. Quantum Filtering
We wish to describe the quantum mechanical analogue of the classical ltering
problem. To begin with, we note that in quantum theory the physical degrees
of freedom are modeled as observables, that is self-adjoint operators on a xed
Hilbert space h. The observables will generally not commute with each other. In
place of the classical notion of a state, we will have a normalized vector h and
the averaged of an observable X will be give by the real number [X. (Here we
following the physicist convention of taking the inner product [ to be linear
in the second argument and conjugate linear in the rst .) More generally we
dene a quantum state to be a positive, normalized linear functional E on the set
of operators. Every such expectation may be written as
E[X] = tr
h
X
where is a positive trace-class operator normalized so that tr
h
= 1. The operator
is referred to as a density matrix. The set of all states is a convex set whose
extreme points correspond to the density matrices that are rank-one projectors
onto the subspace spanned by a unit vectors h.
To make a full analogy with classical theory, we should exploit the mathematical
framework of quantum probability which gives the appropriate generalization of
probability theory and stochastic processes to the quantum setting. The standard
setting is in terms of a von Neumann algebra of observables over a xed Hilbert
space, which will generalize the notion of an algebra of bounded random variables,
and take the state to be an expectation functional which is continuous in the
normal topology. The latter condition is equivalent to the -niteness assumption
in probability theory and results in all the states of interest being equivalent to a
density matrix.
In any given experiment, we may only measure commuting observables. Quan-
tum estimation theory requires that the only observables that we may estimate
based on a particular experiment are those which commute with the measured
observables. In practice, we do not measure a quantum system directly, but apply
an input eld and measure a component of the output eld. The input eld results
in a open dynamics for the system while measurement of the output ensures that
OSTLER
we met so called non-demolition conditions which guarantee that quantum mea-
surement process itself does not destroy the statistical features which we would
like to infer. We will now describe these elements in more detail below.
2.1. Quantum Estimation. We shall now describe the reference probability
approach to quantum ltering. Most of our conventions following the presentation
of Bouten and van Handel [12]. For an alternative account, including historical
references, see [9].
Let A be a von Neumann algebra and E be a normal state. In a given experiment
one may only measure a set of commuting observables Y
: A. Dene the
measurement algebra to be the commutative von Neumann algebra generated by
the chosen observables
M= vNY
: A A.
We may estimate an observable X A from an experiment with measurement
algebra M if and only if
X M
:= A A : [A, Y ] = 0, Y M,
That is, if it is physically possible to measure X in addition to all the Y
. There-
fore the algebra vNX, Y
: A must again be commutative. We may then

set about dening the conditional expectation of estimable observables onto the
measurement algebra.
Denition 2.1. For commutative von Neumann algebra M, the conditional ex-
pectation onto M is the map
E[ [ M] : M
M
dened by
E[ E[X [ M] Y ] E[XY ], Y M. (2.1)
In contrast to the general situation regarding conditional expectations in the
non-commutative setting of von Neumann algebras [25], this particular denition is
always nontrivial insofar as existence is guaranteed. Introducing the norm|A|
2
:=
E[A
A], we see that the conditional expectation always exists and is unique up to
norm-zero terms. It moreover satises the least squares property
|X E[X [ M]| |X Y |, Y M.
As the set vNX, Y
: A is a commutative von Neumann algebra for each

X M
, it will be isomorphic to the space of bounded functions on a measurable

space by Gelfands theorem. The state induces a probability measure on this space
and we may obtain the standard conditional expectation of the random variable
corresponding to X onto the -algebra generated by the functions corresponding
to the Y
. This classical conditional expectation then corresponds to a unique

element E[X [ M] M and this gives the construction of the quantum conditional
expectation. We sketch the conditional expectation in gure 1. Note that while
this may seem trivial at rst sight, it should be stressed that the commutant M
itself will typically be a non-commutative algebra, so that while our measured

observables commute, and what we wish to estimate must commute with our
measured observables, the object we can estimate need not commute amongst
themselves.
_
_
`
?
,
,
X
E[X[M]
M
M
Figure 1. Quantum Conditional Expectation E[[M] as a least
squares projection onto M from its commutant.
The following two lemmas will be used extensively, see [12] and [13].
Lemma 2.2 (Unitary rotations). Let U be unitary and dene

E[X] := E
_
U
XU
and let

M= U
MU. Then
E[U
XU [

M] = U
E[X [ M] U.
Here we think of going from the Schrodinger picture where the state E is xed
and observables evolve to U
XU, to the Heisenberg picture where the state evolves

to

E and the observables are xed. Lemma 2.2 tells us how we may transform the
conditional expectation between these two picture.
Lemma 2.3 (Quantum Bayes formula). Let F M
with E
_
F
= 1 and set
E
F
[X] := E
_
F
XF
. Then
E
F
[X [ M] =
E
_
F
XF [ M
E[F
F [ M]
.
Proof. For all Y M,
E
_
E
_
F
XF [ M
= E
_
F
XFY
= E
F
[XY ], since [F, Y ] = 0,
= E
F
[E
F
[X [ M] Y ]
= E
_
F
FE
F
[X [ M] Y
, since F M
= E
_
E
_
F
F [ M
E
F
[X [ M] Y
Note that the proof only works if F M
!
2.2. Quantum Stochastic Processes. We begin by reviewing the theory of
quantum stochastic calculus developed by Hudson and Parthasarathy [21] which
gives the mathematical framework with which to generalize the notions of the
classical Ito integration theory.
We take R
+
= [0, ). We shall denote by L
2
symm
(R
n
+
) the space of all square-
integrable functions of n positive variables that are completely symmetric: that
OSTLER
is, invariant under interchange of any pair of its arguments. The Bose Fock space
over L
2
(R
+
) is then the innite direct sum Hilbert space
F :=
n=0
L
2
symm
(R
n
+
)
with the n = 0 space identied with C. An element of F is then a sequence
= (
n
)
n=0
with
n
L
2
symm
(R
n
+
) and ||
2
=
n=0
_
[0,)
n
[
n
(t
1
, , t
n
) [
2
dt
1
dt
n
< . Moreover, the Fock space has inner product
[ =
n=0
_
[0,)
n
n
(t
1
, , t
n
)
(t
1
, , t
n
) .
Th physical interpretation is that = (
n
)
n=0
F describes the state of a quan-
tum eld consisting of an indenite number of indistinguishable (Boson) particles
on the half-line R
+
. A simple example is the vacuum vector dened by
:= (1, 0, 0, )
clearly corresponding to no particles. (Note that the no-particle state is a genuine
physical state of the eld and is not just the zero vector of F!) An important class
of vectors are the coherent states () dened by
[()]
n
(t
1
, , t
n
) := e
2 1
n!
(t
1
) (t
n
),
for L
2
(R
+
). (The n = 0 component understood as e
2
.) The vacuum then
corresponds to (0).
For each t > 0 we dene the operators of annihilation B(t), creation B
(t) and
gauge (t) by
[B(t) ]
n
(t
1
, , t
n
) :=
n + 1
_
t
0
n+1
(s, t
1
, , t
n
) ds,
[B
(t) ]
n
(t
1
, , t
n
) :=
1
n
n
j=1
1
[0,t]
(t
j
)
n1
_
t
1
, ,

t
j
, , t
n
_
,
[(t) ]
n
(t
1
, , t
n
) :=
n
j=1
1
[0,t]
(t
j
)
n
(t
1
, , t
n
) .
The creation and annihilation process are adjoint to each other and the gauge is
self-adjoint. We may dene a eld quadrature by
Q(t) = B(t) +B
(t)
and this yields a quantum stochastic process which is essentially classical in the
sense that it is self-adjoint and self-commuting, that is [Q(t) , Q(s)] = 0 for
all t, s 0. We remark that for each [0, 2) we may dene quadratures
Q
(t) = e
i
B(t) + e
i
B
(t) which again yield essentially classical processes,

however dierent quadratures will not commute! For the choice of the vacuum
state, Q(t) : t 0 then yields a representation of the Wiener process: for real
k ()
[ e
i
0
k(t)dQ(t)
= e
1
2
0
k(t)
2
dt
.
Table 1. Quantum Ito Table
dB d dB
dt
dB 0 dB dt 0
d 0 d dB
0
dB
0 0 0 0
dt 0 0 0 0
.
We also note that (t) : t 0 is also an essentially classical process and for
the choice of a coherent state yields a non-homogeneous Poisson process: for real
k ()
() [ e
i
0
k(t)d(t)
() = exp
_

0
[ (t) [
2
_
e
ik(t)
1
_
dt.
We consider a quantum mechanical system with Hilbert space h being driven by
an external quantum eld input. the quantum eld will be modeled as an idealized
Bose eld with Hilbert space
_
L
2
(R
+
, dt)
_
which is the Fock space over the one-
particle space L
2
(R
+
, dt). Elements of the Fock space may be thought of as vectors
=
n=0
n
where
n
=
n
(t
1
, , t
n
) is a completely symmetric functions with
n=0
_
[0,)
n
[
n
(t
1
, , t
n
) [
2
dt
1
dt
n
< .
The Hudson-Parthasarathy theory of quantum stochastic calculus gives a gen-
eralization of the Ito theory of integration to construct integral processes with
respect to the processes of annihilation, creation, gauge and, of course, time. This
leads to the quantum Ito table 1.
We remark that the Fock space carries a natural ltration in time obtained
from the decomposition F

= F
t]
F
(t
into past and future subspaces: these are
the Fock spaces over L
2
[0, t] and L
2
(t, ) respectively.
2.3. Continuous-Time Quantum Stochastic Evolutions. On the joint space
h F, we consider the quantum stochastic process V () satisfying the QSDE
dV (t) =
_
(S I) d(t) +L dB
(t)
L
S dB(t) (
1
2
L
L +iH) dt
_
V (t),
with V (0) = 1, and where S is unitary, L is bounded and H self-adjoint. This
specic form of QSDE may be termed the Hudson-Parthasarathy equation as the
algebraic conditions on the coecients are necessary and sucient to ensure uni-
tarity (though the restriction for L to be bounded can be lifted). The process
is also adapted in the sense that for each t > 0, V (t) acts non-trivially on the
component h F
t]
and trivially on F
(t
.
2.3.1. The Heisenberg-Langevin Equations. For a xed system operator X we set
j
t
(X) := V
(t) [X I] V (t) . (2.2)

Then from the quantum Ito calculus we get
dj
t
(X) = j
t
(/
11
X) d(t) +j
t
(/
10
X) dB
(t))
+j
t
(/
01
X) dB(t) +j
t
(/
00
X) dt (2.3)
OSTLER

input
system
output
Figure 2. Input - Output component
where the Evans-Hudson maps /
are explicitly given by

/
11
X = S
XS X,
/
10
X = S
[X, L],
/
01
X = [L
, X]S
/
00
X = /
(L,H)
and in particular /
00
takes the generic form of a Lindblad generator:
/
(L,H)
=
1
2
L
[X, L] +
1
2
[L
, X]L i [X, H] . (2.4)

2.3.2. Output Processes. We introduce the processes
B
out
(t) := V
(t) [I B(t)] V (t) ,
out
(t) := V
(t) [I (t)] V (t) . (2.5)

We note that we equivalently have B
out
(t) V
(T) [1 B(t)] V (T), for t T.

Again using the quantum Ito rules, we see that
dB
out
= j
t
(S)dB(t) +j
t
(L)dt,
d
out
= d(t) +j
t
(L
S)dB
(t) +j
t
(S
L)dB(t) +j
t
(L
L)dt. (2.6)
2.3.3. The Measurement Algebra. We wish to consider the problem of continu-
ously measuring a quantum stochastic process associated with the output eld.
we shall chose to measure an observable process of the form
Y
out
(t) := V (t)
[I Y
in
(t)]V (t) (2.7)
which corresponds to a quadrature of the eld when
Y
in
(t) = Q(t) = B
(t) +B(t),
or counting the number of output photons when
Y
in
(t) = (t).
We introduce von Neumann algebra
Y
in
t]
= vN
_
Y
in
(s) : 0 s t
_
,
and dene the measurement algebra up to time t to be
Y
out
t]
= vN
_
Y
out
(s) : 0 s t
_
V (t)
Y
in
t]
V (t) . (2.8)
Note that both algebras are commutative:
_
Y
out
(t) , Y
out
(s)
= V (T)
_
I
_
Y
in
(t) , Y
in
(s)
_
V (T) = 0
for T = ts. The family
_
Y
out
t]
: t 0
_
then forms an increasing family (ltration)
of von Neumann algebras.
2.3.4. The Non-Demolition Property. The system observables may be estimated
from the current measurement algebra
j
t
(X)
_
Y
out
t]
_
. (2.9)
The proof follows from the observation that for t s
_
j
t
(X) , Y
out
(s)
= V (t)
_
X I, I Y
in
(s)
V (t) = 0.
2.4. Constructing The QuantumFilter. The ltered estimate for j
t
(X) given
the measurements of the output eld is then
t
(X) := E
_
j
t
(X) [ Y
out
t]
_
.
Let

E
t
[X] = E[j
t
(X)], then by lemma 2.2
t
(X) = E
_
j
t
(X) [ Y
out
t]
_
= V (t)

E
t
_
X[Y
in
t]
_
V (t) .
2.4.1. Reference Probability Approach. Suppose that there is an adapted process
F () such that F (t)
_
Y
in
t]
_
and

E
t
[X[] = E
_
F (t)
(X 1) F (t)
_
for all system
operators X, then by lemma 2.3
t
(X) = E
_
j
t
(X) [ Y
out
t]
_
= V (t)

E
t
_
X [ Y
in
t]
_
V (t)
= V (t)
E
_
F (t)
(X 1) F (t) [ Y
in
t]
_
E
_
F (t)
F (t) [ Y
in
t]
_ V (t)
This is essentially a non-commutative version of the Girsanov transformation from
stochastic analysis. The essential feature is that the transformation operators F (t)
giving the change of representation for the expectation lie in the commutant of
the measurement algebra up to time t.
We therefore obtain an operator-valued Kallianpur-Striebel relation
t
(X) =

t
(X)
t
(1)
, (2.10)
which may be called the quantum Kallianpur-Striebel, where
t
(X) := V (t)
E
_
F (t)
(X 1) F (t) [ Y
in
t]
_
V (t) . (2.11)
OSTLER
3. Coherent State Filters
We shall consider the class of states
E
[ ] =
(3.1)
of the form
= () (3.2)
where is a normalized vector in the system Hilbert space and () is the coherent
state with test function L
2
[0, ). We note that
dB(t) () = (t) dt () ,
d(t) () = (t) dB
(t) () .
We see that
E
[dj
t
(X)] = E
[j
t
_
/
(t)
X
_
]dt (3.3)
where
/
(t)
X = /
00
X + (t)
/
10
X + (t) /
01
X +[ (t) [
2
/
11
X (3.4)
The generator is again of Lindblad form and in particular we have
/
(t)
/
(L
(t)
,H)
with
L
(t)
= S (t) +L. (3.5)
e may dene a parameterized family of density matrices on the system by setting
tr
h
t
X = E
[j
t
(X)], in which case we deduce the master equation

t
= /
(t)
() ,
where the adjoint is dened through the duality tr
h
/X =tr
h
/
X.
From the input-output relation for the eld
dB
out
= j
t
(S) dB(t) +j
t
(L) dt
we obtain the average
E
[dB
out
] = j
t
(S) (t) +j
t
(L) dt
= j
t
_
L
(t)
_
dt.
3.1. Quadrature Measurement. We take Y
in
(t) = B(t) + B
(t) which is a
quadrature of the input eld. Setting (t) = V (t) we have that
d (t) = ((S 1) (t) +L) dB
(t) (t) (L
S (t) +
1
2
L
L +iH)dt (t) (3.6)

At this stage we apply a trick which is essentially a quantum Girsanov transfor-
mation. This trick is due to Belavkin [5] and Holevo [20]. We now add a term
proportional to dB(t) (t) to get
d (t) = ((S 1) (t) +L) [dB
(t) +dB(t)] (t)
_
L
S (t) +
1
2
L
L +iH + ((S 1) (t) +L) (t)

_
dt (t)

L
t
dY
in
(t) (t) +

K
t
dt (t) ,
where
L
t
= L + (S I) (t) = L
(t)
(t) ,
K
t
= L
S (t)
1
2
L
L iH L
(t)
(t) + (t)
2
.
It follows that (t) F (t) where F (t) is the adapted process satisfying the
QSDE
dF (t) =

L
t
dY
in
(t) F (t) +

K
t
dt F (t) , F (0) = I.
Moreover F (t) is in the commutant of Y
in
t]
and therefore allows us to perform the
non-commutative Girsanov trick.
From the quantum Ito product rule we then see that
d [F
(t) XF (t)] = F
(t)
_
X
L
t
+

L
t
X
_
F (t) dY
in
(t)
+F
(t)
_
t
X
L
t
+X

K
t
+

K
t
X
_
F (t) dt
and this leads to the SDE for the un-normalized lter
d
t
(X) =
t
_
X
L
t
+

L
t
X
_
dY
out
(t)
+
t
_
t
X
L
t
+X

K
t
+

K
t
X
_
dt.
After a small bit of algebra, this may be written in the form
d
t
(X) =
t
_
X
L
t
+

L
t
X
_
_
dY
out
(t)
_
(t) + (t)
_
dt
+
t
_
/
(t)
X
_
dt.
This is the quantum Zakai equation for the lter based on continuous measurement
of the output eld quadrature.
To obtain the quantum Kushner-Stratonovich equation we rst observe that
the normalization satises the SDE
d
t
(I) =
t
_
L
t
+

L
t
_
_
dY
out
(t)
_
(t) + (t)
_
dt
and by Itos formula

d
1
t
(I)
=
t
_
L
t
+

L
t
_
t
(I)
2
_
dY
out
(t)
_
(t) + (t)
_
dt
t
_
L
t
+

L
t
_
2
t
(I)
3
dt.
The product rule then allows us to determine the SDE for
t
(X) =

t
(X)
t
(I)
:
d
t
(X) =
t
_
/
(t)
X
_
+dt
_
t
_
X
L
t
+

L
t
X
_
t
(X)
t
_
L
t
+

L
t
__
dI (t) ,
OSTLER
where the innovations process satises
dI (t) = dY
out
(t)
_
t
_
L
t
+

L
t
_
+ (t) + (t)
_
dt.
We note that the innovations is martingale with respect to ltration generated
by the output process for the choice of probability measure determined by the
coherent state.
3.1.1. The Quadrature Measurement Filter for a Coherent state. In it convenient
to write the ltering equations in terms of the operators L
(t)
. The result is the
Belavkin-Kushner-Stratonvich equation for the ltered estimate based on optimal
estimation of continuous non-demolition eld-quadrature measurements in a co-
herent state ().
d
t
(X) =
t
_
/
(t)
X
_
dt
+
_
t
_
XL
(t)
+L
(t)
X
_
t
(X)
t
_
L
(t)
+L
(t)
__
dI
quad
(t) ,
(3.7)
with the innovations
dI
quad
(t) = dY
out
(t)
t
_
L
(t)
+L
(t)
_
dt. (3.8)
3.2. Photon Counting Measurement. For convenience we shall derive the
lter based on measuring the number of output photons under the assumption
that the function is bounded away from zero. We discuss how this restriction
can be removed later. We now set Y
in
(t) = (t). We again seek to construct an
adapted process F (t) in the commutant of Y
in
t]
such that (t) = F (t) . We start
with 3.6 again but now note that
dB
(t) (t) =
1
(t)
d(t) (t)
and making this substitution gives
d (t) =
1
(t)
L
t
dY
in
(t) (t)
_
1
2
L
L +iH +L
S (t)
_
dt (t) .
We are then lead to the Zakai equation
d
t
(X) =
1
[ (t) [
2
t
_
t
X
L
t
+(t)
L
t
+

L
t
X (t)
_
dY
out
(t)
t
_
1
2
XL
L +
1
2
L
LX +i [X, H] XL
S (t) (t)
LX
_
dt
which may be rearranged as
d
t
(X) =
t
_
/
X
_
dt
+
1
[ (t) [
2
t
_
t
X
L
t
+(t)
L
t
+

L
t
X (t)
_
_
dY
out
(t) [ (t) [
2
dt
.
To determine the normalized lter, we note that
d
t
(I) =
1
[ (t) [
2
t
_
t

L
t
+(t)
L
t
+

L
t
(t)
_
_
dY
out
(t) [ (t) [
2
dt
and that
d
1
t
(I)
=
t
_
t

L
t
+(t)
L
t
+

L
t
(t)
_
t
(I)
2
dt
t
_
t

L
t
+(t)
L
t
+

L
t
(t)
_
t
(I)
_
t
_
t

L
t
+(t)

L
t
+

L
t
(t)
_
+[ (t) [
2
_dY
out
(t) .
Applying the Ito product formula yields the quantum analogue of the Kushner-
Stratonovich equation for the normalized lter;
d
t
(X) =
t
_
/
X
_
dt +
1
t
_
t

L
t
+(t)

L
t
+

L
t
(t)
_
+[ (t) [
2
dI (t)
t
(
t
X
L
t
+(t)
L
t
+

L
t
X (t))
t
(X)
t
(
t

L
t
+(t)
L
t
+

L
t
(t))
_
and the innovations process is now
dI (t) = dY
out
(t)
_
t
_
t

L
t
+(t)
L
t
+

L
t
(t)
_
+[ (t) [
2
_
dt.
We note that the innovations is again a martingale with respect to ltration gen-
erated by the output process for the choice of probability measure determined by
the coherent state.
The derivation above relied on the assumption that (t) ,= 0, however this is
not actually essential. In the case of a vacuum input, it is possible to apply an
additional rotation W (t) satisfying dW (t) = [z
dB(t) zdB
(t)
1
2
[z[
2
dt]W (t) ,
with W (0) = I, and apply the reference probability technique to the von Neumann
algebra generated by N (t) = W (t) (t) W (t)
: this leads to a Zakai equation

that explicitly depends on the choice of z C however the Kushner-Stratonovich
equation for the normalized lter will be z-independent. Similarly for the general
coherent state considered here, we could take z to be a function of t in which case
we must chose z so that (t) + z (t) ,= 0. The Kushner-Stratonovich equation
obtained will then be identical to what we have just derived.
3.2.1. Photon Counting Measurement in a Coherent State. Again it is convenient
to re-express the lter in term of L
(t)
. We now obtain the Belavkin-Kushner-
Stratonvich equation for the ltered estimate based on optimal estimation of con-
tinuous non-demolition eld-quanta number measurements in a coherent state ().
d
t
(X) =
t
_
/
(t)
X
_
dt +
_
t
_
L
(t)
XL
(t)
_
t
_
L
(t)
L
(t)
_
t
(X)
_
dI
num
(t) , (3.9)
with the innovations
dI
num
(t) = dY
out
(t)
t
_
L
(t)
L
(t)
_
dt. (3.10)
OSTLER
4. Characteristic Function Approach
As an alternative to the reference probability approach, we apply a method
based on introducing a process C (t) satisfying the QSDE
dC (t) = f (t) C (t) dY (t) , (4.1)
with initial condition C (0) = I. Here we assume that f is integrable, but otherwise
arbitrary. This approach is a straightforward extension of a classical procedure
and as far as we are aware was rst used in the quantum domain by Belavkin [4].
The technique is to make an ansatz of the form
d
t
(X) = T
t
(X) dt +1
t
(X) dY (t) (4.2)
where we assume that the processes T
t
(X) and 1
t
(X) are adapted and lie in Y
t]
.
These coecients may be deduced from the identity
E[(
t
(X) j
t
(X)) C (t)] = 0
which is valid since C (t) Y
t]
. We note that the Ito product rule implies I +
II +III = 0 where
I = E[(d
t
(X) dj
t
(X)) C (t)] ,
II = E[(
t
(X) j
t
(X)) dC (t)] ,
III = E[(d
t
(X) dj
t
(X)) dC (t)] .
We illustrate how this works in the case of quadrature and photon counting in
a coherent state. For convenience of notation we shall write S
t
for j
t
(S), etc.
4.1. Quadrature Measurement. Here we have
dY (t) = S
t
dB(t) +S
t
dB(t)
+ (L
t
+L
t
) dt
so that
I = E
[T
t
(X) C (t) +1
t
(X) (S
t
t
+S
t
+L
t
+L
t
) C (t)] dt
E
__
(/
00
X)
t
+ (/
01
X)
t
t
+ (/
10
X)
t
t
+ (/
11
X)
t
[
t
[
2
_
C (t)
_
dt,
II = E
[(
t
(X) X
t
) f (t) C (t) (S
t
t
+S
t
+L
t
+L
t
)] dt,
III = E
[1
t
(X) (/
01
X)
t
S
t
(/
11
X)
t
S
t
f (t) C (t)] dt.
Now from the identity I +II +III = 0 we may extract separately the coecients
of f (t) C (t) and C (t) as f (t) was arbitrary to deduce
t
((
t
(X) X
t
) (S
t
t
+S
t
+L
t
+L
t
))
+
t
(1
t
(X) (/
01
X)
t
S
t
(/
11
X)
t
S
t
) = 0,
t
_
T
t
(X) +1
t
(X) (S
t
t
+S
t
+L
t
+L
t
)
_
/
(t)
X
_
t
_
= 0.
Using the projective property of the conditional expectation (
t

t
=
t
) and the
assumption that T
t
(X) and 1
t
(X) lie in Y
t]
, we nd after a little algebra that
1
t
(X) =
t
_
XL
(t)
+L
(t)
X
_
t
(X)
t
_
L
(t)
+L
(t)
_
,
T
t
(X) =
t
_
/
(t)
X
_
1
t
(X)
t
_
L
(t)
+L
(t)
_
,
so that the equation (4.2) reads as
d
t
(X) =
t
_
/
(t)
X
_
dt +1
t
(X)
_
dY (t)
t
_
L
(t)
+L
(t)
_
dt
_
.
4.2. Photon Counting Measurement. We now have
dY (t) = d(t) +L
t
S
t
dB(t) +S
t
L
t
dB(t)
+L
t
L
t
dt
so that
I = E
__
T
t
(X) +1
t
(X)
_
[
t
[
2
+L
t
S
t
t
+S
t
L
t
t
+L
t
L
t
__
C (t)
_
dt
E
__
_
/
(t)
X
_
t
_
C (t)
_
dt
II = E
_
(
t
(X) X
t
) f (t) C (t)
_
[
t
[
2
+L
t
S
t
t
+S
t
L
t
t
+L
t
L
t
__
dt,
III = E
_
1
t
(X)
_
[
t
[
2
+L
t
S
t
t
+S
t
L
t
t
+L
t
L
t
_
f (t) C (t)
_
dt
E
[(/
01
X)
t
S
t
L
t
+ (/
01
X)
t
t
f (t) C (t)] dt
E
__
(/
11
X)
t
[
t
[
2
+ (/
11
X)
t
S
t
L
t
t
_
f (t) C (t)
_
dt.
This time, the identity I +II +III = 0 implies
t
_
(
t
(X) X
t
) L
(t)
t
L
(t)
t
+1
t
(X) L
(t)
t
L
(t)
t
_
t
_
(/
01
X)
t
S
t
L
(t)
t
+ (/
11
X)
t
S
t
L
(t)
t

t
_
= 0,
t
_
T
t
(X) +1
t
(X) L
(t)
t
L
(t)
t

_
/
(t)
X
_
t
_
= 0.
Again, after a little algebra, we nd that
1
t
(X) =
t
_
L
(t)
XL
(t)
_
t
_
L
(t)
L
(t)
_
t
(X) ,
T
t
(X) =
t
_
/
(t)
X
_
1
t
(X)
t
_
L
(t)
L
(t)
_
,
so that the equation (4.2) reads as
d
t
(X) =
t
_
/
(t)
X
_
dt +1
t
(X)
_
dY (t)
t
_
L
(t)
L
(t)
_
dt
_
.
In both cases, the form of the lter is identical to what we found using the
reference probability approach.
OSTLER
5. Conclusion
Both the quadrature lter (3.7) and the photon counting lter (3.9) take on the
same form as in to the vacuum case and of course reduce to these lters when we
set 0. In both cases it is clear that averaging over the output gives
E
[d
t
(X)] = E
_
j
t
_
/
(t)
X
__
dt
which is clearly the correct unconditioned dynamics in agreement with (3.3), and
we obtain the correct master equation.
It is worth commenting on the fact that the pair of equations now replacing
the dynamical and observation relations (1.1,1.2) are the Heisenberg-Langevin
equation (2.3) and the appropriate component of the input-output relation (2.6).
The process and observation noise have the same origin however the nature of
the quantum ltering based on a non-demolition measurement scheme results in
a set of equations that resemble the uncorrelated classical Kushner-Stratonovich
equations.
5.1. Is Quantum Filtering still a Pure Filtering Problem? The form of the
input-output relations (2.6) might suggest that it is possible to learn something
about the system dynamics by examining the quadratic variation of the output
process, however, this is not the case! We in fact have an enforced too good to be
true situation here as the output elds satisfy the same canonical commutation
relations as the inputs with the result that the quantum Ito table for the output
processes B
out
, B
out
and
out
has precisely the same structure as table 1. Therefore
we always deal with a pure ltering theory in the quantum models considered here.
Acknowledgment. The authors gratefully acknowledge the support of the UK
Engineering and Physical Sciences Research Council under grant EP/G039275/1.
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John E. Gough: Institute of Mathematics and Physics, Aberystwyth University,
SY23 3BZ, Wales, United Kingdom
E-mail address: jug@aber.ac.uk
Claus K ostler: Institute of Mathematics and Physics, Aberystwyth University,
SY23 3BZ, Wales, United Kingdom
E-mail address: cck@aber.ac.uk
MARKOV CHAINS AND DYNAMICAL SYSTEMS:
THE OPEN SYSTEM POINT OF VIEW
ST
EPHANE ATTAL*
Abstract. This article presents several results establishing connections be-
tween Markov chains and dynamical systems, from the point of view of open
systems in physics. We show how all Markov chains can be understood as
the information on one component that we get from a dynamical system on a
product system, when losing information on the other component. We show
that passing from the deterministic dynamics to the random one is character-
ized by the loss of algebra morphism property; it is also characterized by the
loss of reversibility. In the continuous time framework, we show that the solu-
tions of stochastic dierential equations are actually deterministic dynamical
systems on a particular product space. When losing the information on one
component, we recover the usual associated Markov semigroup.
1. Introduction
This article aims at exploring the theory of Markov chains and Markov processes
from a particular point of view. This point of view is very physical and commonly
used in the theory of open systems. Open systems are physical systems, in classical
or in quantum mechanics, which are not closed, that is, which are interacting with
another system. In general the system we are interested in is small (for example,
it has only a nite number of degrees of freedom), whereas the outside system is
very large (often called theenvironment, it may be a heat bath typically).
This is now a very active branch of research to study such systems coupled to an
environment. In classical mechanics they are used to study conduction problems
(Fouriers law for example, see [3], [5]) but more generally out of equilibrium dy-
namics (see [14], [4]). In quantum mechanics, open systems appear fundamentally
for the study of decoherence phenomena (see [8]), but also it is the basis of quan-
tum communication (see [11]). Problems of dissipation, heat conduction, out of
equilibrium dynamics in quantum mechanics (see [9], [10]) lead to very important
problems which are mostly not understood at the time we write this article.
The aim of this article is to make clear several ideas and connections between
deterministic dynamics of closed systems, eective dynamics of open systems and
Markov processes.
2000 Mathematics Subject Classication. Primary 37A50, 60J05, 60J25, 60H10; Secondary
37A60, 82C10.
Key words and phrases. Markov chains, dynamical systems, determinism, open systems, sto-
chastic dierential equations, Markov processes.
* Work supported by ANR project HAM-MARK N
ANR-09-BLAN-0098-01.
523
Vol. 4, No. 4 (2010) 523-540
524 ST
EPHANE ATTAL
Surprisingly enough these ideas are made rather clear in the literature when
dealing with the quantum systems, but not that much with classical ones! Indeed,
it is common in quantum mechanics to consider a bipartite system on which one
component is not accessible (it might be an environment which is too complicated
to be described, or it might be Bob who is sharing the photons of a correlated
pair with Alice, in Quantum Information Theory). It is well-known that, tracing
out over one component of the system, the unitary Schrodinger dynamics becomes
described by completely positive maps, in discrete time, or completely positive
semigroups, in continuous time.
In [2], for example, the authors show how every discrete time semigroup of
completely positive maps can be described by a realistic physical system, called
Repeated Quantum Interactions. They show that in the continuous time limit
these Hamiltonian dynamics spontaneously converge to a dynamics described by
a quantum Langevin equation.
In this article we establish many similar results in the context of classical dy-
namical systems and Markov chains. The article is structured as follows. In
Section 2, we show that Markov chains appear from any dynamical system on a
product space, when averaging out one of the two components. This way, Markov
chains are interpreted as what remains on one system when it interacts with some
environment but we do not have access to that environment. The randomness
appears directly for the determinism, solely by the fact that we have lost some
information. We show that any Markov chain can be obtained this way. We also
show two results which characterize what properties are lost when going from a
deterministic dynamical system to a Markov chain: typically the loss of algebra
morphism property and the loss of reversibility.
In Section 3 we explore the context of classical Markov process in the continuous
time setup. We actually concentrate on stochastic dierential equations. Despite
their random character, we show that stochastic dierential equations are ac-
tually deterministic dynamical systems. They correspond to a natural dynamical
system which is used to dilate some Markov processes into a deterministic dy-
namics. The role of the environment is played by the canonical probability space
(here the Wiener space), the action of the environment is the noise term in the
stochastic dierential equation.
2. Markov Chains and Dynamical Systems
2.1. Basic Denitions. Let us recall some basic denitions concerning dynam-
ical systems and Markov chains.
Let (E, c) be a measurable space. Let

T be a measurable function from E to
E. We then say that

T is a dynamical system on E. Such a mapping

T induces a
natural mapping T on /
(E) dened by
Tf(x) = f(
Tx) .
Note that this mapping clearly satises the following properties (proof left to the
reader).
MARKOV CHAINS AND DYNAMICAL SYSTEMS 525
Proposition 2.1.
(1) T is a -homomorphism of the -algebra /
(E),
(2) T(1l
E
) = 1l
E
,
(3) |T| = 1.
What is called dynamical system is actually the associated discrete-time semi-
group (
T
n
)
nN
, when acting on points, or (T
n
)
nN
, when acting on functions.
When the mapping

T is invertible, then so is the associated operator T. The
semigroups (
T
n
)
nN
and (T
n
)
nN
can then be easily extended into one-parameter
groups (
T
n
)
nZ
and (T
n
)
nZ
, respectively.
Let us now recall basic denitions concerning Markov chains. Let (E, c) be a
measurable space. A mapping from E c to [0, 1] is a Markov kernel if
(a) x (x, A) is a measurable function, for all A c,
(b) A (x, A) is a probability measure, for all x E.
When E is a nite set, then is determined by the quantities
P(i, j) = (i, j)
which form a stochastic matrix, i.e. a square matrix with positive entries and sum
of each row being equal to 1.
In any case, such a Markov kernel acts on /
(E) as follows:
f(x) =
_
E
f(y) (x, dy) .
A linear operator T on /
(E, c) which is of the form

Tf(x) =
_
E
f(y) (x, dy) ,
for some Markov kernel , is called a Markov operator.
In a dual way, a Markov kernel acts on probability measures on (E, c). Indeed,
if P is a probability measure on (E, c) then so is the measure P dened by
P (A) =
_
E
(x, A) P(dx) .
Finally, Markov kernels can be composed. If
1
and
2
are two Markov kernels
on (E, c) then so is
1

2
(x, A) =
_
E
2
(y, A)
1
(x, dy) .
This kernel represents the Markov kernel resulting from making a rst step fol-
lowing
1
and then another step following
2
.
A Markov chain with state space (E, c) is a discrete-time stochastic process
(X
n
)
nN
dened on a probability space (, T, P) such that each X
n
: E is
measurable and
E[f(X
n+1
) [ X
0
, X
1
, . . . , X
n
] = E[f(X
n+1
) [ X
n
]
526 ST
EPHANE ATTAL
for all bounded function f : E R and all n N. In particular, if T
n
denotes
the -algebra generated by X
0
, X
1
, . . . , X
n
, then the above implies
E[f(X
n+1
) [ T
n
] = L
n
f(X
n
)
for some function L
n
f. The Markov chain is homogeneous if furthermore L
n
does
not depend on n. We shall be interested only in this case and we denote by L this
unique value of L
n
:
E[f(X
n+1
) [ T
n
] = Lf(X
n
) . (2.1)
Applying successive conditional expectations, one gets
E[f(X
n
) [ T
0
] = L
n
f(X
0
) .
If (x, dy) denotes the conditional law of X
n+1
knowing X
n
= x, which coincides
with the conditional law of X
1
knowing X
0
= x, then is a Markov kernel and
one can easily see that
Lf(x) =
_
E
f(y) (x, dy) = f(x) .
Hence L is the Markov operator associated to .
With our probabilistic interpretation we get easily that f(x) is the expecta-
tion of f(X
1
) when X
0
= x almost surely. The measure P is the distribution
of X
1
if the distribution of X
0
is P.
We complete this section with the following nal denition. A Markov kernel
is said to be deterministic if for all x E the measure (x, ) is a Dirac mass.
This is to say that there exists a measurable mapping

T : E E such that
(x, dy) =
T(x)
(dy) .
In other words, the Markov chain associated to is not random at all, it maps
with probability 1, each point x to

T(x): it is a dynamical system.
2.2. Reduction of Dynamical Systems. Now consider two measurable spaces
(E, c) and (F, T), together with a dynamical system

T on E F, equipped with
the product -eld. As above, consider the lifted mapping T acting on /
(EF).
For any bounded measurable function f on E, we consider the bounded (mea-
surable) function f 1l on E F dened by
(f 1l)(x, y) = f(x) ,
for all x E, y F.
Assume that (F, T) is equipped with a probability measure . We shall be
interested in the mapping L of /
(E) dened by
Lf(x) =
_
F
T(f 1l)(x, y) d(y) =
_
F
(f 1l)
T(x, y) d(y) . (2.2)

In other words, we have a deterministic dynamical system on a product space.
We place ourselves from one component point of view only (we have access to E
only). Starting from a point x E and a function f on E we want to see how
they evolve according to T, but seen from the E point of view. The function f on
E is naturally lifted into a function f 1l on EF, that is, it still acts on E only,
but it is now part of a larger world. We make f 1l evolve according to the
deterministic dynamical system T. Finally, in order to come back to E we project
the result onto E, by taking the average on F according to a xed measure on F.
This is to say that, from the set E, what we see of the action of the environment
F is just an average with respect to some measure .
Theorem 2.2. The mapping L is a Markov operator on E.
Proof. As

T is a mapping from E F to E F, there exist two measurable
mappings:
X : E F E and Y : E F F ,
such that
T(x, y) = (X(x, y), Y (x, y))

for all (x, y) E F.
Let us compute the quantity Lf(x), with these notations. We have
Lf(x) =
_
F
T(f 1l)(x, y) d(y)
=
_
F
(f 1l)(X(x, y), Y (x, y)) d(y)
=
_
F
f(X(x, y)) d(y) .
Denote by (x, dz) the probability measure on E, which is the image of by the
function X(x, ) (which goes from F to E, for each xed x). By a standard result
from measure theory, the Transfer Theorem, we get
Lf(x) =
_
E
f(z) (x, dz) .
Hence L acts on /
(E) as the Markov transition kernel (x, dz).

Note the following important fact: the mapping Y played no role at all in the
proof above.
Note that the Markov kernel associated to

T restricted to E is given by
(x, A) = (y F; X(x, y) A) . (2.3)
In particular, when E is nite (or even countable), the transition kernel is
associated to a Markovian matrix P whose coecients are given by
P(i, j) = (i, j) = (k; X(i, k) = j) .
What we have obtained here is important and deserves more explanation. Math-
ematically, we have obtained a commuting diagram:
T
/
(E F) /
(E F)
1l
_
/
(E) /
(E) .
L
528 ST
EPHANE ATTAL
In more physical language, what we have obtained here can be interpreted in two
dierent ways. If we think of the dynamical system

T rst, we have emphasized
the fact that losing the information of a deterministic dynamics on one of the
components creates a random behavior on the other component. The randomness
here appears only as a lack of knowledge of deterministic behavior on a larger
world. A part of the universe interacting with our system E is inaccessible to us
(or at least we see a very small part of it: an average) which results in random
behavior on E.
In the converse direction, that is, seen from the Markov kernel point of view,
what we have obtained is a dilation of a Markov transition kernel into a dynamical
system. Consider the kernel L on the state space E. It does not represent the
dynamics of a closed system, it is not a dynamical system. In order to see L as
coming from a true dynamical system, we have enlarged the state space E with
an additional state space F, which represents the environment. The dynamical
system

T represents the true dynamics of the closed system E+environment.
Equation (2.2) says exactly that the eective pseudo-dynamics L that we have
observed on E is simply due to the fact that we are looking only at a subpart of
a true dynamical system and an average of the F part of the dynamics.
These observations would be even more interesting if one could prove the con-
verse: every Markov transition kernel can be obtained this way. This is what we
prove now, with only a very small restriction on E.
Recall that a Lusin space is a measurable space which is homeomorphic (as a
measurable space) to a Borel subset of a compact metrisable space. This condition
is satised for example by all the spaces R
n
.
Theorem 2.3. Let (E, c) be a Lusin space and a Markov kernel on E. Then
there exists a measurable space (F, T), a probability measure on (F, T) and a
dynamical system

T on E F such that the Markov kernel L associated to the
restriction of

T to E is equal to .
Proof. Let (x, dz) be a Markov kernel on (E, c). Let F be the set of functions
from E to E. For every nite subset = x
1
, . . . , x
n
E and every A
1
, . . . , A
n

c consider the set
F(x
1
, . . . , x
n
; A
1
, . . . , A
n
) = y F ; y(x
1
) A
1
, . . . , y(x
n
) A
n
.
By the Kolmogorov Consistency Theorem (which applies for E is is a Lusin space!)
there exists a unique probability measure on F such that
(F(x
1
, . . . , x
n
; A
1
, . . . , A
n
)) =
n
i=1
(x
i
, A
i
) .
Indeed, it is easy to check that the above formula denes a consistent family of
probability measures on the nitely-based cylinders of F, then apply Kolmogorovs
Theorem.
Now dene the dynamical system
T : E F E F
(x, y) (y(x), y) .
With the same notations as in the proof of Theorem 2.2, we have X(x, y) = y(x)
in this particular case and hence
(y F ; X(x, y) A) = (y F ; y(x) A) = (x, A) .
This proves our claim by (2.3).
Note that in this dilation of L, the dynamical system T has no reason to be
invertible in general. It is worth noticing that one can construct a dilation where
T is invertible.
Proposition 2.4. Every Markov kernel , on a Lusin space E, admits a dilation
T which is an invertible dynamical system.

Proof. Consider the construction and notations of Theorem 2.3. Consider the
space F
= E F. Let x
0
be a xed element of E and dene the mapping

T
on
E F
by
_
(x, (x
0
, y)) = (y(x), (x, y)),
(x, (y(x), y)) = (x

0
, (x, y)),
(x, (z, y)) = (z, (x, y)), if z ,= x

0
and z ,= y(x) .
It is easy to check that

T
is a bijection of E F
. Now extend the measure on

F to the measure
x0
on F
. Then the dynamical system

T
is invertible and
dilates the same Markov kernel as

T.
2.3. Iterating the Dynamical System. We have shown that every dynamical
system on a product set gives rise to a Markov kernel when restricted to one of the
sets. We have seen that every Markov kernel can be obtained this way. But one
has to notice that our construction allows the dynamical system

T to dilate the
Markov kernel L as a single mapping only. That is, iterations of the dynamical
system T
n
do not in general dilate the semigroup L
n
associated to the Markov
process. Let us check this with a simple counter-example.
Put E = F = 1, 2. On F dene the probability measure (1) = 1/4 and
(2) = 3/4. Dene the dynamical system

T on E F which is the anticlockwise
rotation:
T(1, 1) = (2, 1),

T(2, 1) = (2, 2),

T(2, 2) = (1, 2),

T(1, 2) = (1, 1) .
With the same notations as in previous section, we have
X(1, 1) = 2, X(2, 1) = 2, X(2, 2) = 1, X(1, 2) = 1 .
Hence, we get
(X(1, ) = 1) =
3
4
, (X(1, ) = 2) =
1
4
,
(X(2, ) = 1) =
3
4
, (X(2, ) = 2) =
1
4
.
Hence the Markovian matrix associated to the restriction of

T to E is
L =
_
3
4
1
4
3
4
1
4
_
.
530 ST
EPHANE ATTAL
In particular
L
2
= L.
Let us compute

T
2
. We get
T
2
(1, 1) = (2, 2),

T
2
(2, 1) = (1, 2),

T
2
(2, 2) = (1, 1),

T
2
(1, 2) = (2, 1) .
Hence the associated X-mapping, which we shall denote by X
2
, is given by
X
2
(1, 1) = 2, X
2
(2, 1) = 1, X
2
(2, 2) = 1, X
2
(1, 2) = 2 .
This gives the Markovian matrix
L
2
=
_
0 1
1 0
_
,
which is clearly not equal to L
2
.
It would be very interesting if one could nd a dilation of the Markov kernel L
by a dynamical system

T such that any power T
n
would also dilate L
n
. We would
have realized the whole Markov chain as the restriction of iterations of a single
dynamical system on a larger space.
This can be performed in the following way (note that this is not the only way,
nor the more economical). Let L be a Markov operator on a Lusin space E with
kernel and let T be a dynamical system on E F which dilates L. Consider
the set

F = F
N
equipped with the usual cylinder -eld T

N
and the product

measure =
N
. The elements of

F are sequences (y
n
)
nN
in F. Put
S : E

F E

F
(x, y) (X(x, y
1
), (y))
where X is as in the the proof of Theorem 2.2 and is the usual shift on

F:
(y) = (y
n+1
)
nN
.
Then

S can be lifted into a morphism S of /
(E

F), as previously. Fur-
thermore, any function f in /
(E) can be lifted into f 1l on /
(E

F), with
(f 1l)(x, y) = f(x).
Theorem 2.5. For all n N
, all x E and all f /
(E) we have
_
F
S
n
(f 1l)(x, y) d (y) = (L
n
f)(x) .
Proof. Recall that we noticed in the proof of Theorem 2.2, that the mapping Y
associated to

T played no role in the proof of this theorem, only the mapping X
was of importance. In particular this implies that Theorem 2.5 is true for n = 1,
for the dynamical systems

T and

S share the same X-mapping.
By induction, let us assume that the relation
_
F
S
k
(f 1l)(x, y) d (y) = (L
k
f)(x)
holds true for all f /
(E), all x E and all k n. Set

F
[2
to be the set of
sequences (y
n
)
n2
with values in

F and
[2
the restriction of to

F
[2
. We have
_
F
S
n+1
(f 1l)(x, y) d (y) =
=
_
F
S
n
(f 1l) (X(x, y
1
), (y)) d (y)
=
_
F
_
F
[2
S
n
(f 1l) (X(x, y
1
), y) d
[2
(y) d(y
1
) .
Put x = X(x, y
1
), the above is equal to
_
F
_
F
[2
S
n
(f 1l) ( x, y) d
[2
(y) d(y
1
)
=
_
F
L
n
(f)( x) d(y
1
) (by induction hypothesis)
=
_
F
L
n
(f)(X(x, y
1
)) d(y
1
)
= L
n+1
(f)(x) .
With this theorem and with Theorem 2.3, we see that every Markov chain on E
can realized as the restriction on E of the iterations of a deterministic dynamical
system

T acting on a larger set.
The physical interpretation of the construction above is very interesting. It
represents a scheme of repeated interactions. That is, we know that the result
of the deterministic dynamics associated to

T on E F gives rises to the Markov
operator L on E. The idea of the construction above is that the environment is
now made of a chain of copies of F, each of which is going to interact, one after the
other, with E. After, the rst interaction between E and the rst copy of F has
happened, following the dynamical system

T, the rst copy of F stops interacting
with E and is replaced by the second copy of F. This copy now interacts with
E following

T. And so on, we repeat these interactions. The space E keeps the
memory of the dierent interactions, while each copy of F arrives independently
in front of E and induces one more step of evolution following

T.
As a result of this procedure, successive evolutions restricted to E correspond
to iterations of the Markov operator L. This gives rise to behavior as claimed: an
entire path of the homogeneous Markov chain with generator L.
2.4. Defect of Determinism and Loss of Invertibility. We end up this sec-
tion with some algebraic characterizations of determinism for Markov chains. The
point is to characterize what exactly is lost when going from the deterministic
dynamics T on E F to the Markov operator L on E.
Theorem 2.6. Let (E, c) be a Lusin space. Let (X
n
) be a Markov chain with
state space (E, c) and with transition kernel . Let L be the Markov operator on
532 ST
EPHANE ATTAL
/
(E) associated to :
Lf(x) =
_
E
f(y) (x, dy) .
Then the Markov chain (X
n
) is deterministic if and only if L is a -homomorphism
of the algebra /
(E).
Proof. If the Markov chain is deterministic, then L is associated to a dynamical
system and hence it is a -homomorphism (Proposition 2.1).
Conversely, suppose that L is a -homomorphism. We shall rst consider the
case where (E, c) is a Borel subset of a compact metric space.
Take any A c, any x E and recall that we always have
(x, A) = L(1l
A
)(x) .
The homomorphism property gives
L(1l
A
)(x) = L(1l
2
A
)(x) = L(1l
A
)
2
(x) = (x, A)
2
.
Hence (x, A) satises (x, A)
2
= (x, A). This means that (x, A) is equal to 0
or 1, for all x E and all A c.
Consider a covering of E with a countable family of balls (B
i
)
iN
, each of
which with diameter smaller than 2
n
(this is always possible as E is separable).
From this covering one can easily extract a partition (S
i
)
iN
of E by measurable
sets, each of which with diameter smaller than 2
n
. We shall denote by o
n
this
partition.
Let x E be xed. As we have
ES
n (x, E) = 1 we must have (x, E) = 1
for one and only one E o
n
. Let us denote by E
(n)
(x) this unique set. Clearly,
the sequence (E
(n)
(x))
nN
is decreasing (for otherwise there will be more than
one set E o
n
such that (x, E) = 1). Let A =
n
E
(n)
(x). The set A satises
(x, A) = 1, hence A is non-empty. But also, the diameter of A has to be 0, for it
is smaller than 2
n
for all n. As a consequence A has to be a singleton y(x), for
some y(x) E. Hence we have proved that for each x E there exists a y(x) E
such that n(x, y(x)) = 1. This proves the deterministic character of our chain.
The case where E is only homeomorphic to a Borel subset E
of a compact met-
ric space is obtained by using the homeomorphism to transfer suitable partitions
o
n
of E
to E.
The result above is quite amazing. It gives such a clear and neat characterization
of the dierence between a true Markov operator and a deterministic one! One can
even think of several applications of this characterization, for example one may be
able to measure the level of randomness of some Markov operator by evaluating
for example
sup
_
_
T(f
2
) T(f)
2
_
_
; f /
(E, c), |f| = 1 .

I do not know if such things have already been studied or not. It is not my purpose
here to develop this idea, I just mention it.
Another strong result on determinism of Markov chains is the way it is related
to non-invertibility.
Theorem 2.7. Let (E, c) be a Lusin space. Let L be a Markov operator on /
(E)
associated to a Markov chain (X
n
). If L is invertible in the category of Markov
operators then (X
n
) is deterministic.
Proof. Recall that a Markov operator L maps positive functions to positive func-
tions. Hence, in the same way as one proves Cauchy-Schwarz inequality, we always
have
L(f) = L(f)
and
L([f[
2
) L(

f)L(f)
(hint: write the positivity of T((f +g)(f +g)) for all C).
Let M be a Markov operator such that ML = LM = I. We have
[f[
2
=

ff = M L(

ff) M(L(

f)L(f)) M L(

f) M L(f) =

ff = [f[
2
.
Hence we have equalities everywhere above. In particular
M L(

ff) = M(L(

f)L(f)) .
Applying L to this equality, gives
L(

ff) = L(

f)L(f) ,
for all f /
(E).
By polarization it is easy to prove now that L is a homomorphism. By Theorem
2.6 it is the Markov operator associated to a deterministic chain.
The result above is more intuitive than the one of Theorem 2.6, from the point
of view of open systems. If the dynamical system

T on the large space E F is
invertible, this invertibility is always lost when projecting on E. The fact we do
not have access to one component of the coupled system means that we lose all
chance of invertibility.
3. Continuous Time
We now leave the discrete-time set-up to concentrate on continuous-time dy-
namical systems. We aim to show that stochastic dierential equations are actu-
ally a particular kind of continuous-time dynamical systems. In particular they
are deterministic. The type of dynamical system we shall obtain this way is a
continuous-time version of the construction of Theorem 2.5.
3.1. Preliminaries. Let us consider the d-dimensional Brownian motion W on
its canonical space (, T, P). This is to say that = C
0
(R
+
; R
d
) is the space
of continuous functions on R
+
with values in R
d
and which vanish at 0, equiped
with the topology of uniform convergence on compact sets, the -eld T is Borel
-eld of and the measure P is the Wiener measure, that is, the law of a d-
dimensional Brownian motion on . The canonical Brownian motion (W
t
) is
dened by W
t
() = (t), for all and all t R
+
. This is to say, coordinate-
wise: W
i
t
() =
i
(t), for i = 1, . . . , d.
534 ST
EPHANE ATTAL
We dene for all s R
+
the shift
s
as a function from to by
s
()(t) = (t +s) (s) .
We dene the shift operator
s
as follows. If X is any random variable on we
denote by
s
(X) the random variable X
s
, whatever is the state space of X.
In particular we have
s
(W
t
) = W
t+s
W
s
.
As the process Y
t
= W
t+s
W
s
, t R
+
, is again a d-dimensional Brownian mo-
tion, this implies that the mapping
s
preserves the measure P. As a consequence
s
is an isometry of L
2
((, T, P); R
d
).
Lemma 3.1. If H is a predictable process in R
d
, then, for all xed s R
+
, the
process K
t
=
s
(H
ts
), t s is also predictable.
Proof. The process K as a mapping from [s, +[ to R
d
is the composition of
H with the mapping (, t) = (
s
(), t s) from [s, +[ to R
+
. We just
need to check that is measurable for the predictable -algebra T.
Consider a basic predictable set A]u, v], with u < v and A T
u
, then
1
(A]u, v]) =
1
s
(A)]u +s, v +s] .
We just need to check that
1
s
(T
u
) T
u+s
. The -algebra T
u
is generated by
events of the form (W
i
t
[a, b]), for t u and i = 1, . . . , d. The set
1
s
(W
i
t
[a, b])
is equal to (W
i
t+s
W
i
s
[a, b]), hence it belongs to T
u+s
.
One needs also to note that
1
(A0) =
1
s
(A) s T
s
s
for all A T
0
. We have proved the predictable character of K.
In the following, the norm ||
2
is the L
2
((, T, P); R
d
)-norm. For a R
d
-valued
predictable process H we put
_
t
0
H
s
dW
s
=
d
i=1
_
t
0
H
i
s
dW
i
s
.
Lemma 3.2. Let H be a predictable process in R
d
such that
_
t+s
0
|H
u
|
2
2
du < .
Then we have
s
__
t
0
H
u
dW
u
_
=
_
t+s
s
s
(H
us
) dW
u
. (3.1)
Proof. If H is an elementary predictable process then the identity (3.1) is obvious
from the fact that
s
(FG) =
s
(F)
s
(G) for any scalar-valued F and G. A
general stochastic integral
_
t
0
H
s
dW
s
is obtained as a limit in the norm
_
_
_
_
_
t
0
H
s
dW
s
_
_
_
_
2
2
=
_
t
0
|H
s
|
2
2
ds ,
of stochastic integrals of elementary predictable processes. As
s
is an isometry,
it is clear that Equation (3.1) holds true for any stochastic integral.
We are now ready for the main result of this section. Beforehand recall the
following result on stochastic dierential equations (cf [13], Chapter V). Let f be
a locally bounded Lipschitz function from R
n
to R
n
and g a locally bounded Lips-
chitz function from R
n
to M
nd
(R). Consider the stochastic dierential equation
X
x
t
= x +
_
t
0
f(X
x
u
) du +
_
t
0
g(X
x
u
) dW
u
,
which is a shorthand for
(X
x
t
)
i
= x
i
+
_
t
0
f(X
x
u
)
i
du +
d
j=1
_
t
0
g(X
x
u
)
i
j
dW
j
u
,
for all i = 1, . . . , n. Then this equation admits a solution X
x
and this solution
is unique, in the sense that any other process on (, T, P) satisfying the same
equation is almost surely identical to X
x
.
Theorem 3.3. Let W be a d-dimensional Brownian motion on its canonical space
(, T, P). Let f be a locally bounded Lipschitz function from R
n
to R
n
and g a
locally bounded Lipschitz function from R
n
to M
nd
(R). Denote by X
x
the unique
stochastic process (in R
n
) which is a solution of the stochastic dierential equation
X
x
t
= x +
_
t
0
f(X
x
u
) du +
_
t
0
g(X
x
u
) dW
u
.
Then, for all s R
+
, for almost all , we have, for all t R
+
,
X
X
x
s
()
t
(
s
()) = X
x
s+t
() .
Remark 3.4. Let us be clear about the sentence for all s R
+
, for almost all
, we have, for all t R
+
above. It means that for all s R
+
, there exists a
null-set A
s
such that for all w A
s
we have, for all t R
+
...
Proof. Let s be xed. Dene, for all
Y
x
u
() =
_
_
X
x
u
() if u s ,
X
X
x
s
()
us
(
s
()) if u > s .
Then Y
x
s+t
satises
Y
x
s+t
() = X
X
x
s
()
t
(
s
())
= X
x
s
() +
__
t
0
f(X
X
x
s
u
) du
_
(
s
()) +
__
t
0
g(X
X
x
s
u
) dW
u
_
(
s
())
= x +
__
s
0
f(X
x
u
) du
_
() +
__
s
0
g(X
x
u
) dW
u
_
()+
+
_
t
0
f(X
X
x
s
u
)(
s
()) du +
__
s+t
s
s
_
g(X
X
x
s
us
)
_
dW
u
_
()
by Lemma 3.2.
536 ST
EPHANE ATTAL
Now, coming back to the denition of Y we get
Y
x
s+t
() = x +
_
s
0
f(Y
x
u
)() du +
__
s
0
g(Y
x
u
) dW
u
_
() +
_
t
0
f(Y
x
u+s
)() du+
+
__
s+t
s
g(Y
x
u
) dW
u
_
()
= x +
__
s
0
f(Y
x
u
) du +
_
s
0
g(Y
x
u
) dW
u
+
_
s+t
s
f(Y
x
u
) du+
+
_
s+t
s
g(Y
x
u
) dW
u
_
()
= x +
__
s+t
0
f(Y
x
u
) du +
_
s+t
0
g(Y
x
u
) dW
u
_
() .
This shows that Y
x
is solution of the same stochastic dierential equation as X
x
.
We conclude easily by uniqueness of the solution.
3.2. Stochastic Dierential Equations and Dynamical Systems. We are
now ready to establish a parallel between stochastic dierential equations and
dynamical systems. Recall how we dened discrete time dynamical systems

T in
Section 2 and their associated semigroups (
T
n
). In continuous time the denition
extends in the following way.
A continuous-time dynamical system on a measurable space (E, c) is a one-
parameter family of measurable functions (
T
t
)
tR
+ on E such that

T
s

T
t
=

T
s+t
for all s, t. That is,

T is a semigroup of functions on E.
Each of the mappings

T
t
can be lifted into an operator on /
(E), denoted by
T
t
and dened by
T
t
f(x) = f(
T
t
x) .
The following result is now a direct application of Theorem 3.3.
Corollary 3.5. Let W be a d-dimensional Brownian motion on its canonical space
(, T, P). Let f be a locally bounded Lipschitz function from R
n
to R
n
and let g be
n
to M
nd
(R). Consider the stochastic
dierential equation (on R
n
)
X
x
t
= x +
_
t
0
f(X
x
u
) du +
_
t
0
g(X
x
u
) dW
u
.
Then the mappings

T
t
on R
n
dened by
T
t
(x, ) = (X
x
t
(),
t
())
dene a continuous time dynamical system on R
n
, in the sense that there
exists a null set A such that for all A, for all x R
n
and for all
s, t R
+
we have
T
t
T
s
(x, ) = T
s
T
t
(x, ) = T
s+t
(x, ) .
Proof. The null set A
s
appearing in Theorem 3.3 also depends on the initial point
x R
n
. Let us denote by A
x,s
this set, instead. Let A
x,s,t
be the null set
A
x,s
A
x,t
. Finally put
A =
_
xQ
n
_
s,tQ
+
A
x,s,t
.
Then A is a null set and for all A the relations
T
t
T
s
(x, ) = T
s
T
t
(x, ) = T
s+t
(x, )
hold true for all x Q
n
and all s, t Q
+
, by Theorem 3.3.
The solution X
x
t
() is continuous in t, except for a null set A
of s. Hence,
by continuity, the relations above remain true for all s, t R
+
, if (A A
).
In the same way, as the solution X
x
t
depends continuously in x, we conclude
easily.
This is to say that, apart from this minor restriction to the complement of a null
set in , a stochastic dierential equation is nothing more than a deterministic
dynamical system on a product set R
n
, that is, it is a semigroup of point
transformations of this product set.
when this dynamical system is restricted to the R
n
-component. But before
establishing this result, we need few technical lemmas. In the following
t]
denotes
the space of continuous functions from [0, t] to R
d
. For all we denote by
t]
the restriction of to [0, t]. Finally P
t]
denotes the restriction of the measure P
to (
t]
, T
t
).
Lemma 3.6. The image of the measure P under the mapping

t]

(
t]
,
t
())
is the measure P
t]
P.
Proof. Recall that (s) = W
s
() and
t
()(s) = W
t+s
() W
t
(). If A is a nite
cylinder of
t]
and B a nite cylinder of , then the set
; (
t]
,
t
()) AB
is of the form
; W
t1
() A
1
, . . . , W
tn
() A
n
, (W
s1
W
t
)() B
1
, . . .
. . . , (W
s
k
W
t
)() B
k
for some t
1
, . . . , t
n
t and some s
1
, . . . , s
k
> t. By the independence of the
Brownian motion increments, the probability of the above event is equal to
P
t]
(
t]
; W
t1
() A
1
, . . . , W
tn
() A
n
)
P( ; (W
s1
W
t
)() B
1
, . . . , (W
s
k
W
t
)() B
k
) .
This is to say,
P( ; (
t]
,
t
()) AB) =
= P
t]
(
t]

t]
;
t]
A) P( ;
t
() B) .
538 ST
EPHANE ATTAL
This is exactly the claim of the lemma for the cylinder sets. As the measures P and
P
t]
P are determined by their values on the cylinder sets, we conclude easily.
Lemma 3.7. Let g be a bounded measurable function on
t]
. Then we have
_
t]
g(,
) dP
t]
() dP(
) =
_
g(
t]
,
t
()) dP() .
Proof. This is just the Transfer Theorem for the mapping of Lemma 3.6.
Theorem 3.8. Let (, T, P) be the canonical space of a d-dimensional Brownian
motion W. Let f be a locally bounded Lipschitz function from R
n
to R
n
and let g be
n
to M
nd
(R). Consider the stochastic
dierential equation (on R
n
)
X
x
t
= x +
_
t
0
f(X
x
u
) du +
_
t
0
g(X
x
u
) dW
u
and the associated dynamical system
T
t
(x, ) = (X
x
t
(),
t
()) .
For any bounded function h on R
n
consider the mapping
P
t
h(x) = E[ T
t
(h 1l)(x, )] =
_
h(X
x
t
()) dP() .
Then (P
t
)
tR
+ is a Markov semigroup on R
n
with generator
A =
n
i=1
f
i
(x)

x
i
+
1
2
n
i,j=1
d
=1
g
i
(x)g
j
(x)

2
x
i
x
j
.
Proof. The fact that each P
t
is a Markov operator is a consequence of Theorem
2.2. Let us check that they form a semigroup.
First of all note that, since X
x
is a predictable process, the quantity X
x
t
()
depends only on
t]
and not on the whole of . We shall denote by X
x
t
(
t]
) the
associated function of
t]
.
By denition of P
t
we have
P
t
(P
s
h)(x) = E[T
t
(P
s
h 1l)(x, )]
=
_
P
s
h(X
x
t
()) dP()
=
_
h
_
X
X
x
t
()
s
(
)
_
dP(
) dP()
=
_
t]
_
h
_
X
X
x
t
()
s
(
)
_
dP(
) dP
t]
()
=
_
h
_
X
X
x
t
(
t]
)
s
(
t
())
_
dP() (by Lemma 3.7)
=
_
h
_
X
x
s+t
()
_
dP() (by Theorem 3.3)
= P
s+t
h(x) .
We have proved the semigroup property.
The rest of the proof comes from the usual theory of Markov semigroups and
their associated generators (see for example [12], Chapter VII).
We have proved the continuous time analog of Theorem 2.5. Every Markov
semigroup, with a generator of the form above, can be dilated on a larger set (a
product set) into a deterministic dynamical system. What is maybe more surpris-
ing is that the deterministic dynamical system in question is a stochastic dieren-
tial equation. Theorem 3.8 and Corollary 3.5 show that a stochastic dierential
equation can actually be seen as a particular deterministic dynamical system.
Theorem 3.8 above again gives an open system point of view on Markov pro-
cesses: Markov processes are obtained by the restriction of certain types of dy-
namical systems on a product space, when one is averaging over one inaccessible
component. The role of the environment is now played by the Wiener space and
the role of the global dynamics on the product space is played by the stochastic
dierential equation.
In this section we have developed the Brownian case only. But it is clear that all
this discussion extends exactly in the same way to the case of the Poisson process.
Indeed, the arguments developed above are mostly only based on the independent
increment property.
We have said that stochastic dierential equations are particular dynamical sys-
tems which are continuous analogues of those of Section 2.3: repeated interactions.
In the article [7], the convergence of discrete-time repeated interactions models to
stochastic dierential equations is proved.
Remark 3.9. We do not pretend that all the results presented in this article are
new. Let us be clear about that. The fact that restrictions of dynamical systems
can give rise to Markov chains is rather well-known among specialists of dynamical
systems. The results of Subsection 2.4 are adaptations to the classical context of
similar results on completely positive maps for quantum systems. The fact that
stochastic dierential equations give rise to deterministic dynamical systems is also
not new and can be found for example in [6] (see also [1] for more general noises).
The originality of our article lies more in its survey character, in the way we
put all these results together, in the connection we make with repeated interaction
systems and in the physical point of view we adopt.
Acknowledgment. The author is very grateful to the referee of this article for
his very careful reading, his remarks and suggestions.
References
1. Applebaum, D.: Levy Processes and Stochastic Calculus, Second edition, Cambridge Studies
in Advanced Mathematics, 116. Cambridge University Press, Cambridge, 2009.
2. Attal, S. and Pautrat, Y.: From repeated to continuous quantum interactions,Annales Henri
Poincare (Theoretical Physics) 7 (2006) 59104.
3. Bernardin, C. and Olla, S.: Fouriers law for a microscopic heat conduction model,Journal
of Statistical Physics 121 (2005) 271289.
4. Bodineau,T. and Giacomin, G.: From dynamic to static large deviations in boundary driven
exclusion particle systems,Stochastic Processes and Applications 110 (2004) 6781.
540 ST
EPHANE ATTAL
5. Bonetto, F., Lebowitz, J. L., and Rey-Bellet, L.: Fourier Law: A challenge to theorists, In:
Mathematical Physics 2000, A. Fokas, A. Grigoryan, T. Kibble, and B. Zegarlinski (Eds.)
Imp. Coll. Press, London 2000.
6. Carverhill, A.: Flows of stochastic dynamical systems: ergodic theory,Stochastics 14 (1985)
273317.
7. Deschamps, J.: Continuous time limit of classical repeated interaction systemspreprint.
8. Haake, F. and Spehner, D.: Quantum measurements without macroscopic superposi-
tionsPhysical Review A 77, 052114 (2008), 24 pp.
9. Jaksic, V., Ogata, Y., and Pillet, C.-A. : The Green-Kubo formula and the Onsager reci-
procity relations in quantum statistical mechanics,Communications in Mathematical Physics
265, 3 (2006), 721738.
10. Karevski, D. and Platini, T.: Quantum non-equilibrium steady states induced by repeated
interactions,Phys Rev. Letter, to appear.
11. Preskill, J.: Quantum Information and Quantum Computation, Course Files on the Web:
http://www.theory.caltech.edu/people/preskill/ph229
12. Revuz, D. and Yor, M.: Continuous Martingales and Brownian Motion, Springer Verlag,
Grundlehren der mathematischen Wissenschaften 293 (2005).
13. Rogers, L. C. G. and Williams, D.: Diusions, Markov Processes and Martingales, Volume
2, Cambridge University Press (2000).
14. Ruelle, D.: A departure from equilibrium,Nature 414 no. 6861 (2001), 263264.
St ephane Attal: Universit e de Lyon, Universit e de Lyon 1, C.N.R.S., Institut
Camille Jordan, 21 av Claude Bernard, 69622 Villeubanne cedex, France
E-mail address: attal@math.univ-lyon1.fr
URL: http://math.univ-lyon1.fr/~attal
COSINE AND GAUSSIAN TRANSFORMS*
CARLOS LIZAMA AND ROLANDO REBOLLEDO
Abstract. This paper introduces and investigates probabilistic properties
of a class of Gaussian processes connected with cosine transforms, which
have been used to describe non Markovian classical open systems in physics.
Several examples of these processes are considered, namely, the fractional
Brownian motion with Hurst coecient > 1/2 and other processes appearing
in viscoelasticity models.
1. Introduction
This paper concerns the construction of Gaussian non Markovian processes
obtained from integration with respect to a Brownian motion on the frequency
domain. These processes are motivated by the non Markovian approach to Open
System Dynamics.
Indeed, consider rst a classical mechanical system which can be observed and
will be referred as the main system. This system is immersed in a reservoir or heat
bath composed of a great number of harmonic oscillators which collide with the
main system, where the frequencies vary over the positive real line. To describe the
action of the reservoir on the main system one supposes rst that the interaction
is produced at discrete frequencies jh, where j N and h > 0. Variations on the
momentum of the main system are described by a memory kernel and a random
force. The latter depends on the variation of initial conditions of each harmonic
oscillator. This is the setup used in a number of recent papers in physics (see eg.
[5]).
This paper is aimed at investigating probabilistic properties of non Markovian
Gaussian processes generated by the above approach to open system dynamics.
Moreover, we enlarge the class of such processes by tracing a parallel with the
theory of cosine transform. Cosine transforms appear naturally when considering
classical heat bath made of an innite number of harmonic oscillators.
In the next section we start studying positive cosine transforms, to follow in
section 3 with the denition of a Gaussian transform. In section 4, these Gaussian
transforms are represented as stochastic integrals. The case of discrete Gaussian
transforms and their limits are considered in section 5. We end the paper by
Received 2010-5-21; Communicated by the editors.
2000 Mathematics Subject Classication. 60G15; 60G22.
Key words and phrases. Cosine transform, non Markovian Gaussian processes, fractional
Brownian motion.
* This research has been supported by the Bicentennial Foundation grant PBCT-ADI13
Laboratorio de Analisis Estocastico and FONDECYT project 1100485.
541
Vol. 4, No. 4 (2010) 541-551
542 CARLOS LIZAMA AND ROLANDO REBOLLEDO
providing a number of examples. Applications to open systems in physics will be
considered in a separate paper.
2. Positive Cosine Transforms
Let v L
1
(R
+
) be a continuous positive convex function, therefore its second
derivative in distributions sense is positive. Dene
R(t) =
_
t
0
(t u)v(u)du, (2.1)
for all t 0. Note that R(t) is a positive function. We begin with the following
result.
Proposition 2.1. The function
K(t, s) = R(t) +R(s) R(t s) (2.2)
is positive denite.
Proof. Since v is convex, the function
2
_

0
v(t) cos(xt)dt (2.3)
is positive as proved in [8]. Therefore, dene
f(x) =
_

0
v(t) cos(xt)dt, (2.4)
for all x 0. This is a function in L
2
(R
+
). Moreover, v(t) is the cosine transform
of the function f
2
, that is
v(t) =
_

0
f
2
(x) cos(xt)dx.
As a result, R can be written
R(t) =
_

0
_
f(x)
x
_
2
(1 cos(xt))dt.
Therefore, K can be written as
K(s, t) =
_

0
_
f(x)
x
_
2
[(1 cos(xt))(1 cos(xs)) + sin(xt) sin(xs)] dx. (2.5)
Now, take any nite set I of positive numbers and z(t) C, t I, then
s,tI
z(t)z(s)K(s, t) =
_

0
_
f(x)
x
_
2
tI
z(t)(1 cos(xt))
2
dx
+
_

0
_
f(x)
x
_
2
tI
z(t) sin(xt)
2
dx
0.
COSINE AND GAUSSIAN TRANSFORMS 543

Remark 2.2. Notice that K is decomposed as a sum of two positive denite kernels
K = K
1
+K
2
, where
K
1
(s, t) =
_

0
_
f(x)
x
_
2
(1 cos(xt))(1 cos(xs))dx (2.6)
K
2
(s, t) =
_

0
_
f(x)
x
_
2
sin(xt) sin(xs)dx. (2.7)
To each positive denite function one can associate a Hilbert space and a scalar
product. We recall briey the construction of a self-reproducing Hilbert space
h(K) associated to a positive denite kernel K due to Aroszajn (see for instance
[6]).
Consider the space 1(K) of all nite linear combinations
sR
a(s)K(s, ),
where a : R C is a function with nite support. Dene,
g, h =
s,t
a(s)b(t)K(s, t), (2.8)
where g =
s
a(s)K(s, ) and h =
t
b(t)K(t, ), a and b with nite support. So
that,
g, K(t, ) = g(t), (t R).
Thus, in particular, K(s, ), K(t, ) = K(s, t), s, t R
+
. The space h(K) is
then the completion of 1(K) for the scalar product (2.8).
Notice that, K
1
(s, ), K(t, ) = K
1
(s, t) = K
1
(s, ), K
1
(t, ). Therefore,
K
1
(s, ), K
2
(t, ) = K
1
(s, ), K(t, ) K
1
(t, )
= K
1
(s, ), K(t, ) K
1
(s, ), K
1
(t, )
= K
1
(s, t) K
1
(s, t)
= 0.
As a result we have the following easy consequence.
Corollary 2.3. Under the above notations, it holds:
h(K) = h(K
1
) h(K
2
). (2.9)
3. Gaussian Transforms
We keep the notations of the previous section. So that to each v L
1
(R
+
)
continuous, positive and convex function, we associate a positive denite kernel K
which is decomposed in two kernels K
1
and K
2
.
Applying Thm. 2.4 in [6] one easily obtains the following Proposition.
Proposition 3.1. There exist a probability space (, T, P) and two independent,
centered Gaussian processes X
i
= (X
i
(t); t 0) with covariances K
i
, i = 1, 2.
Moreover, a Hilbert space h(X
i
) L
2
(, T, P) is associated to each process X
i
by means of an isomorphism of Hilbert spaces dened through
s
a(s)K
i
(s, )
s
a(s)X
i
(s), where a has nite support, i = 1, 2.
Remark 3.2. As a result, if one denes X = (X
1
, X
2
) and Z = X
1
+X
2
, they are
centered Gaussian processes as well and it holds:
h(X) = h(X
1
) h(X
2
) (3.1)
h(Z) = h(X
1
) h(X
2
). (3.2)
Moreover, h(X) is isomorphic to h(K
1
) h(K
2
) and h(Z) is isomorphic to h(K).
The above processes are all continuous as applications from [0, [ into the space
L
2
(, T, P). The continuity of their trajectories will be obtained in Theorem 3.5.
Denition 3.3. Let 1 denote the class of all functions v L
1
(R
+
) which are
continuous, positive and convex. To each v 1 the previous Proposition associates
the centered Gaussian process Z, denoted from now on B
v
, whose covariance is K
given by (2.2) (equivalently by (2.5)). We say that the distribution of B
v
is the
Gaussian transform of the function v.
It is worth noticing that the process Z constructed in Proposition 3.1 is not
unique. However, its distribution is uniquely determined by K, so that the Gauss-
ian transform is dened as a probability distribution on the space of trajectories
of the process Z. To alleviate the notations we will abuse the language speaking
of the process B
v
as the Gaussian transform of v. We need the following Lemma.
Lemma 3.4. The function R given by (2.1) satises
_

1
_
2R(e
y
2
)dy (2 |v|
1
)
1/2
_

1
e
x
2
/2
dx < . (3.3)
Proof. Let x [1, [, then
R(e
x
2
) =
_
e
x
2
0
(e
x
2
u)v(u)du
e
x
2
_
e
x
2
0
v(u)du
e
x
2
|v|
1
.
Therefore,
_

1
_
2R(e
y
2
)dy (2 |v|
1
)
1/2
_

1
e
x
2
/2
dx < .
The following Theorem is the main result of this section.

Theorem 3.5. For each xed T > 0, the Gaussian transform process (B
v
(t); t
[0, T]) admits a uniformly continuous version and its modulus of continuity is
w(B
v
, u) C
_
log
_
1
u
_
R(u), (0 < u < 1), where C > 0 is a constant.
Proof. A straightforward computation gives
E
_
[B
v
(t) B
v
(s)[
2
_
= 2R([t s[).
So that |B
v
(t) B
v
(s)|
2
=
_
2R([t s[). The conclusion follows from a
straightforward application of a result due to Fernique, see for instance Prop.
3.4 in [6] (see also [1],[2],[3],[4])
Remark 3.6. As a result, note that there is a unique probability distribution P
v
on the space C of continuous functions, endowed with its Borel algebra B(C),
which corresponds to any continuous version of B
v
.
4. A Representation of B
v
as a Stochastic Integral
Within this section we construct a canonical version of the process (B
v
(t); t
[0, T]), where T > 0 is xed. To this end, let two independent Brownian motions
W
1
= (W
1
(x); x 0), W
2
= (W
2
(x); x 0) dened on some stochastic basis
(, T, (T
x
)
xR
+, P), be given.
Notice that the functions x
1
(x, t) =
_
f(x)
x
_
(1cos(xt)) and x
2
(x, t) =
_
f(x)
x
_
sin(xt) are in L
2
([0, [), they are deterministic, so trivially predictable,
therefore, they can be integrated with respect to W
1
and W
2
respectively. In this
way we obtain a process Z(x, t) given by
Z(x, t) =
_
x
0
1
(y, t)dW
1
(y) +
_
x
0
2
(y, t)dW
2
(y), (4.1)
(x, t) R
+
[0, T].
The following is one of the main results of this paper.
Theorem 4.1. The process Z dened by (4.1) is a centered Gaussian process with
trajectories in the space C(R
+
[0, T]) and covariance given by
K((y, s), (x, t)) =
_
xy
0
_
f(r)
r
_
2
[(1 cos(rt))(1 cos(rs)) + sin(rt) sin(rs)] dr.
(4.2)
Moreover, Z(x, t) converges in L
2
to a limit Z(, t), and this convergence is
uniform in t [0, T]. The distribution of the process (Z(, t); t [0, T]) coincides
with that of B
v
.
Proof. Z is clearly a Gaussian process since it is the sum of two independent sto-
chastic integrals of deterministic functions with respect to the Brownian motions
W
1
and W
2
.
The covariance is the sum of the covariances of each integral since they are
independent. These covariances are, respectively:
_
xy
0
1
(r, t)
1
(r, s)dr;
_
xy
0
2
(r, t)(r, s)dr.
This yields formula (4.2).
Moreover, notice that for k = 1, 2, sup
t[0,T]
_
x

2
k
(r, t)dr tends to 0 as x
since the functions t
2
k
(r, t)1
[x,[
(r) are continuous and decreasing to 0 on the
compact interval [0, T], thus they converge to 0 uniformly by Dinis lemma. As a
result, Z(, t) exists and t Z(, t) is a continuous centered Gaussian process
given by
Z(, t) =
_

0
_
f(x)
x
_
(1cos(xt))dW
1
(x) +
_

0
_
f(x)
x
_
sin(xt)dW
2
(x). (4.3)
Finally, the covariance of Z(, ) is
E(Z(, t)Z(, s)) =
_

0
_
f(x)
x
_
2
[(1 cos(xt))(1 cos(xs)) + sin(xt) sin(xs)] dx,
so that it coincides with K, the covariance of the Gaussian transform B
v
. There-
fore, the distribution of Z(, ) coincides with that of B
v
. This completes the
proof.
The following two Corollaries, provide concrete examples. The rst one, is
concerned with fractional Brownian motion. We recall that fractional Brownian
motion was dened some years ago to model diusive, subdifussive and superdi-
fussive transport processes, also known as anomalous difussion processes.
Corollary 4.2. The fractional Brownian motion with Hurst coecient H = 1
2
,
where 0 < < 1 corresponds to the Gaussian transform
_
(2 )(1 )B
v
=
_
2H(2H 1)B
v
of the function v(t) = t
, (t > 0).
Proof. Notice that v is convex on ]0, [, and one obtains
(f(x))
2
= 2
1
sin

2
(1 )x
1
,
for all x [0, [. Moreover,
R(t) =
_
t
0
_
s
0
u
duds =
1
(2 )(1 )
t
2
.
As a result, for all s, t 0,
K(s, t) = R(t) +R(s) R([t s[) =
1
(2 )(1 )
_
[t[
2H
+[s[
2H
[t s[
2H
_
,
where H = 1 /2.
Remark 4.3. The relationship between the cosine transform of f
2
(x) and v(t) helps
to explain, in a wide sense, the fundamental choice done by Kupfermann in [5, eq.
(2.3), p.295]. In fact, consider the linear integral convolution equation
Q(t) = Q
0
_
t
0
R(t s)Q(s)ds. (4.4)
In the case H = 1/2, we obtain R(t) = 1 and the above equation has solution
Q(t) = Q
0
e
t
which corresponds to the standard diusive model. For general
H = 1 /2, the equation is equivalent to the fractional dierential equation
D
t
Q(t) = Q(t),
where D
t
denotes the Riemann-Liouville fractional derivative of order (0, 1)
(equivalently, H (1/2, 1)). The solution is given by:
Q(t) = Q
0
t
1
E
,
(t
),
where E
,
denotes the Mittag-Leer function. Observe that the choice of the
memory kernel R(t) (equivalently, v(t)) is arbitrary (v convex) in our context.
The choice of an exponential function v yields another example.
Corollary 4.4. Let v(t) = e
t
for t 0. Then the Gaussian transform of v is
represented as
B
v
(t) =
_

0
1
x
2
(
2
+x
2
)
(1 cos(xt))dW
1
(x) (4.5)
+
_

0
1
x
2
(
2
+x
2
)
sin(xt)dW
2
(x).
Proof. Note that v is a convex function and,
(f(x))
2
=
2
_

0
e
t
cos(xt)dx =
2
(
2
+x
2
)
. (4.6)
Consequently,
R(t) =
1
2
e
t
+
1
t
1
2
, (4.7)
so that
K(s, t) =
1
2
_
e
t
+e
s
e
|ts|
_
+
1
(t +s [t s[)
1
2
. (4.8)
Therefore, the Gaussian transform of v is represented as (4.5).
5. Discrete Gaussian Transforms
The representation of B
v
as a stochastic integral suggests to introduce the fol-
lowing family of processes, based on approximations of Brownian motions by means
of random walks. We start by constructing a canonical probability space where
two mutually independent sequences (
n
)
nN
and (
n
)
nN
of A(0, 1)random vari-
ables are dened. This is done by a well-known standard procedure on the space
G = R
N
R
N
of all sequences g = (g
n
)
nN
which have values in R R, so
that g
n
= (g
1
n
, g
2
n
) and call
n
(g) = g
1
n
R and
n
(g) = g
2
n
R, n N. By
means of Kolmogorov Extension Theorem, one can built up a probability measure
P
G
on (G, (), where ( is the product of Borel elds B(R)
N
B(R)
N
such
that (
n
)
nN
, (
n
)
nN
be mutually independent identically distributed sequences
of random variables each of them with distribution A(0, 1).
Denote D = D([0, [, R) the space of functions w = (w(t); t 0) dened in
[0, [ with values in R, which have left-hand limits (w(t) = lim
st, s<t
w(s)) and
are right-continuous (w(t+) = lim
st, s>t
w(s) = w(t)) at each t 0 (with the
convention w(0) = w(0)). Thus D represents all possible trajectories followed
by states of particles of the main system. D is endowed with the -algebra T
generated by the maps w w(t) for all t 0.
Now, dene = DG, and T = T(. We extend the denition of the variables
n
,
n
to by writing
n
() =
n
(g),
n
() =
n
(g), for each = (w, g) . and
the probability P
G
is extended as well to the space through P(AB) = P
G
(B),
A T, B (.
Consider h > 0 and let us dene
Z
h
(x, t) =
h
[x/h]
k=1
f(kh)
kh
(sin(kht)
k
+ (1 cos(kht))
k
) , (5.1)
for (x, t) R
+
[0, T].
Introducing the -algebras T
h
x
generated by (
j
,
j
) j [x/h], the processes
W
h
1
(x) =
h
[x/h]
j=1
j
(5.2)
and
W
h
2
(x) =
h
[x/h]
j=1
j
(5.3)
become two independent martingales. It is well known that the distribution of
W
h
= (W
h
1
, W
h
2
) weakly converges to the distribution of a two-dimensional Wiener
process W = (W
1
, W
2
).
We start by studying the convergence in distribution of the family of processes
(Z
h
).
Lemma 5.1. Let a real separable Banach space b endowed with its Borel -eld,
be given and let L
2
([0, [, b) be a locally bounded function. Then, the process
I
h
() :=
_

0
(u)dW
h
1
(u) =
h
[/h]
j=1
(jh)
j
,
with trajectories in D(R
+
, b), converges in distribution to
I() :=
_

0
(u)dW
1
(u),
as h 0. Moreover, the process I() is a square integrable martingale.
Proof. This Lemma is an easy extension to the Banach space setting of a well-
known consequence of limit theorems for the convergence in distribution of sto-
chastic integrals. Here we state a more direct and self-contained proof.
Since, b is separable, the elds of Borel and that generated by cylinders
coincide when they are completed by null sets under any tight probability mea-
sure. On the other hand, the space D([0, [, b) of discontinuous functions with
no oscillatory discontinuities becomes a Polish space with the Skorokhod topology.
Introduce the family of D([0, [, b)-modulus as follows:
For any element D([0, [, b), > 0 and each N N, let
w
N
(, ) := inf
{xi}
max
0<ir
sup |(u) (v)| : u, v [x
i
, x
i+1
[ , (5.4)
where the inmum extends over the nite sets of points x
i
satisfying
_
0 = x
0
< x
1
< . . . < x
r
= N,
x
i
x
i1
> , i = 1, 2, . . . , r.
(5.5)
According to Prokhorovs Theorem, a family of processes (
h
)
h>0
with trajec-
tories in D([0, [, b) is tight if and only if the following two conditions below are
satised:
(T1) For all N N,
lim
a
sup
h>0
P
_
sup
x[0,N]
_
_
h
(x)
_
_
> a
_
= 0;
(T2) For all N N, for all > 0 it holds that
lim
0
sup
h>0
P
_
w
N
(
h
, ) >
_
= 0.
A straightforward computation shows that
P
_
sup
x[0,N]
_
_
I
h
(x)
_
_
> a
_
1
a
2
h
N/h
j=1
|(jh)|
2
N
a
2
_

0
|(u)|
2
du, (5.6)
which implies (T1) and
w
N
(I
h
, ) sup
u[0,N]
|(u)| w
N
(W
h
1
, ). (5.7)
Since (W
h
1
)
h>0
is a D([0, [, R)tight (even better, it is C([0, [, R)tight), from
the above inequality one obtains easily that (I
h
)
h>0
satises the hypothesis (T2)
and so is D([0, [, b)tight.
Finally, to nish the proof, one needs to prove that for any functional , in
the dual b
of the Banach space b and any nite family x

1
, . . . , x
m
of positive real
numbers, the random variables in R
m
_
, I
h
(x
1
), . . . , , I
h
(x
m
)
_
converge in distribution to
(, I(x
1
), . . . , , I(x
m
)) .
This is equivalent to show that for any nite family
1
, , . . . ,
m
, of func-
tionals in b
the convergence in distribution of
m
i=1
i
, I
h
(x
i
) to
m
i=1
i
, I(x
i
)
holds (Cramer-Wold device). However,
m
i=1
i
, I
h
(x
i
) =
_
maxi xi
0
_

i=1
i
, (u)1
[0,xi[
(u)
_
dW
h
1
(u), (5.8)
so that it suces to show that for any measurable and bounded real function g,
one has the convergence in distribution of (g W
h
1
)
x
=
_
x
0
g(u)dW
h
1
(u) towards (g
W
1
)
x
=
_
x
0
g(u)dW
1
(u) for any xed x [0, [. This is an easy consequence of the
Central Limit Theorem for Local Martingales. Indeed, the associated increasing
processes of the martingales g W
h
1
are given by
x h
[x/h]
j=1
(g(jh))
2
,
and this family converges to
_
x
0
(g(u))
2
du,
which is the associated increasing process of the continuous Gaussian martingale
g W
1
. Therefore, by the Martingale Central Limit Theorem [7], g W
h
1
converges
in distribution, as a process, to g W
1
. As a result g W
h
1
(x) converges to g W
1
(x)
for all x [0, [ and the proof is complete. Moreover, since L
2
([0, [, b) the
process I is a square-integrable martingale. As a result, there exists the terminal
variable I() b.
Consider the Banach space C of real-valued continuous functions dened on
[0, T], with the uniform norm ||. Denote S
x
(t) = sin(xt), C
x
(t) = cos(xt), for
all x R
+
. Call D(R
+
, C) the Polish space of all cadlag functions from R
+
to C
endowed with Skorokhods topology.
Writing Z
h
(x, ) =
[x/h]
k=1
f(kh)
kh
(
k
S
kh
+
k
(1 C
kh
)) one notices that each
process x Z
h
x
= Z
h
(x, ) has trajectories in D(R
+
, C). Moreover,
Z
h
x
= M
h
1
(x) +M
h
2
(x), (5.9)
where M
h
1
(x) =
[x/h]
k=1
f(kh)
kh

k
S
kh
and M
h
2
(x) =
[x/h]
k=1
f(kh)
kh

k
(1 C
kh
)
are two independent Cvalued martingales.
Proposition 5.2. Let f be dened by (2.4). Then the family ((M
h
1
, M
h
2
))
h>0
converges in distribution as h 0 to a Gaussian C C-valued martingale M =
(M
1
, M
2
) represented as
M(x) =
__
x
0
f(u)
u
S
u
dW
1
(u),
_
x
0
f(u)
u
(1 C
u
)dW
2
(u)
_
and Z
h
converges in distribution as h 0 to the C-valued process Z given by
Z(x, ) =
_
x
0
f(u)
u
S
u
dW
1
(u) +
_
x
0
f(u)
u
(1 C
u
)dW
2
(u). (5.10)
Proof. The proof follows from Lemma 5.1: take
1
(u) =
f(u)
u
S
u
and
2
(u) =
f(u)
u
(1 C
u
), so that
M
h
=
__

0
1
(u)dW
h
1
(u),
_

0
2
(u)dW
h
2
(u)
_
.
Each component having a limit in distribution with continuous trajectories, the
couple converges in distribution to
M =
__

0
1
(u)dW
1
(u),
_

0
2
(u)dW
2
(u)
_
,
and the process Z
h
converges to Z =
_
0

1
(u)dW
1
(u) +
_
0

2
(u)dW
2
(u).
Corollary 5.3. Under the above hypotheses, each martingale M
j
(j = 1, 2) has a
nal variable M
j
(), and
Z(, ) =
_

0
f(u)
u
S
u
dW
1
(u) +
_

0
f(u)
u
(1 C
u
)dW
2
(u) (5.11)
coincides with the canonical version of B
v
.
References
1. Dudley, R.: Gaussian processes on several parameters, The Annals of Mathematical Statistics
36 (1965) 771788.
2. Fernique, X.: Des resultats nouveaux sur les processus gaussiens, Seminaire de probabilites
de Strasbourg IX, Lecture Notes in Math. 465 (1975) 318335.
3. Fernique, X.: Sur la regularite de certaines fonctions aleatoires dOrnstein-Uhlenbeck. An-
nales de linstitut Henri Poincare Probab. Statist. 26 (1990) 399417.
4. Fernique, X.: Regularite de fonctions aleatoires gaussiennes, stationnaires, Probability The-
ory and Related Fields 88 (1991) 521536.
5. Kupferman, R.: Fractional kinetics in KacZwanzig heat bath models, Journal of Statistical
Physics 114 (2004) 291326.
6. Neveu, J.: Processus Aleatoires Gaussiens. Seminaire de Mathematiques Superieures. Presses
de lUniversite de Montreal, 1968 (Ed. polycopie. Cours Universite de Paris VI, 1972).
7. Rebolledo, R.: Central limit theorems for local martingales, Z. Wahrsch. Verw. Gebiete 51
(1980) 269286.
8. Tuck, E. O.: On positivity of Fourier transforms, Bull. Austral. Math. Soc., 74 (2006) 133
138.
Carlos Lizama: Centro de An alisis Estoc astico y Aplicaciones and Departamento
de Matem atica, Universidad de Santiago de Chile, Casilla 304, Santiago, Chile
E-mail address: carlos.lizama@usach.cl
Rolando Rebolledo: Centro de An alisis Estoc astico y Aplicaciones, Facultad de
Matem aticas, Universidad Cat olica de Chile, Casilla 306, Santiago 22, Chile
E-mail address: rrebolle@uc.cl
TRANSFORMATION OF QUANTUM L
EVY PROCESSES
ON HOPF ALGEBRAS
MICHAEL SCH
URMANN, MICHAEL SKEIDE*, AND SILVIA VOLKWARDT

Abstract. A quantum Levy process is given by its generator, a conditionally
positive linear functional on the underlying Hopf algebra or bialgebra. A
transformation between two bialgebras, in the sense of this paper, is a counit
preserving algebra homomorphism. We show that transformation on the level
of the corresponding quantum Levy processes is given by convolution product
integrals. This general result is applied to a bialgebra and its generator Hopf
algebra as well as to its Weyl bialgebra. It follows that a quantum Levy
process can be realized on Bose Fock space as a convolution product integral
of its generator process such that the vacuum vector is cyclic. At the same
time, it can be reconstructed from its Weyl process. A further application
are Trotter product formulae for quantum Levy processes.
1. Introduction
A stochastic process X
t
: E G, t 0, over some probability space E taking
values in a topological group G is called a (stationary) Levy process on G if the
increments X
s,t
= X
1
s
X
t
, 0 s t, of disjoint intervals are independent, if
the distribution of X
s,t
only depends on t s, and if, for t 0 from the right,
we have that X
t
converges in law to the Dirac measure concentrated at the unit
element of G. This can be generalized to stochastic processes (X
s,t
)
0st
taking
values in a monoid G if the evolution equations X
r,s
X
s,t
= X
r,t
hold. Classical
Levy processes are commutative in the following sense. If we replace G and E by
suitable algebras of functions (on G and E; e.g. replace G by L
(G) and E by
L
(E)) then X
s,t
: E G will give the algebra homomorphism j
s,t
mapping a
function f on G to the function j
s,t
(f) = fX
s,t
on E. The j
s,t
form a commutative
process in the sense that they are dened on a commutative algebra. Replacing
the monoid G by a bialgebra and the classical probability space E by what is
called a quantum probability space, the notion of a quantum Levy process (QLP)
on a bialgebra over a quantum probability space has been introduced in L.
Accardi, M. Sch urmann, and W. von Waldenfels [1].
2000 Mathematics Subject Classication. Primary 46L53, 16T10, 60G51; Secondary 81S25,
60J25, 60B15, 46L55.
Key words and phrases. Quantum probability, noncommutative processes with independent
increments, Levy processes, Hopf algebras in quantum theory, quantum stochastic dierential
equations.
* Supported by research funds of the Italian MIUR and of the University of Molise.
553
Vol. 4, No. 4 (2010) 553-577
554 MICHAEL SCH
URMANN, MICHAEL SKEIDE, AND SILVIA VOLKWARDT

A representation theorem for such processes, M. Sch urmann [11, Theorem 2.5.3],
says that they can always be realized on a Boson Fock space as solutions to
quantum stochastic dierential equations in the sense of R.L. Hudson and K.R.
Parthasarathy [4]. As pointed out in M. Skeide [14], QLPs can also be viewed
as tensor product systems of type I in the sense of W. Arveson [2]. They are
(up to stochastic equivalence) uniquely determined by their generators which are
precisely the hermitian, normalized conditionally positive linear functionals on the
underlying bialgebra. In this paper we are mainly interested in the following sit-
uation. If there are given two bialgebras and an algebra homomorphism between
them with the additional property that the homomorphism preserves the counits,
then generators are transformed into generators. The question arises how the two
QLPs given by the two generators can be transformed into each other. Using
innitesimal convolution products which can be regarded as convolution product
integrals, we establish a transformation on the level of the QLPs.
We describe very briey what we do in a simplied setting. (For a precise de-
scription of the general situation see Sections 2 and 3.) In this simplied setting
the situation is as follows. Suppose (B, , ) is a bialgebra. Then the comulti-
plication induces a convolution for algebra-valued linear mappings on B; see
Section 2. A QLP j =
_
j
s,t
_
0st
satises
j
s,t
(b) = j
t0,t1
j
tn1,tn
(b)
for all s = t
0
< t
1
< . . . < t
n1
< t
n
= t. Suppose on B there is a second
comultiplication
. We shall show that, in the canonical representation of j on a

pre-Hilbert space D with cyclic vector , the expressions
j
t0,t1

j
tn1,tn
(b)
(with the convolution with respect to replaced by the convolution with respect
to
) form a Cauchy net over the partitions of the interval [s, t]. From this it
is easy to show that their limits, which we denote by k
s,t
(b) determine on their
linear hull a unique QLP k over (B,
, ), the tranform of j. Moreover, we shall

show that under suitable cyclicity conditions this procedure can be reversed. See
Theorems 3.4, 3.6 and 3.7 for a precise formulation in a more general context.
The transformation has various applications. For example, there are two QLPs
associated with a given QLP in a natural way. One is the QLPs Weyl operator
type process, the other is the generator process of the QLP which is composed
of annihilation, preservation and creation processes on Boson Fock space. The
Weyl type process can be used to show in a nice way why the result of M. Skeide
[3] holds which says that the vacuum vector is always cyclic for the QLP. The
generator process allows for a construction of the QLP as a product system by
innitesimal convolution products as a kind of convolution product stochastic in-
tegral. Both types of processes admit direct realizations on the Boson Fock space.
Writing down the backwards transformations provides two dierent new proofs of
the fact that every QLP may be realized as a (cyclic) process on a Boson Fock
space. Other applications are the approximation of the Azema martingales by
innitesimal convolution products of the Wiener process (and vice versa), and
Trotter product formulae for QLPs.
EVY PROCESSES ON HOPF ALGEBRAS 555

In Section 2 we repeat the necessary denitions that, in Section 3, are used to
formulate the transformation theorems. Section 3 also provides the constructions
of several related bialgebras and applications of the theory. Section 4 presents
the proof of the transformation theorems.
There is work in progress (for a rst step into this direction see M. Sch urmann
and S. Voss [12]) to generalize the results of this article to QLPs on Dual Groups
in the sense of D. Voiculescu [15] and to a more general notion of non-commutative
independence.
Our method relies on nite-dimensional arguments based on the Fundamental
Theorem on (algebraic) Coalgebras, which says that a coalgebra is the union of
its nite-dimensional sub-coalgebras. A natural question is as to whether the
theory presented in this paper can be generalized to the topological context of
C
-bialgebras (cf. J.M. Lindsay and A. Skalski [7]). For compact quantum groups
there should not be a problem, because these unital C
bialgebras always have

a dense subalgebra which is a proper algebraic coalgebra. For the noncompact
case, this is an open problem.
2. Preliminaries
A vector space is a vector space V with an involution, i.e. an anti-linear
mapping v v
on V satisfying (v
= v. A algebra is an algebra / which is

also a vector space such that (ab)
= b
for all a, b /. If / is a algebra,

then so is // with involution dened by (a
1
a
2
)
= a
1
a
2
.
A complex vector space ( is a coalgebra if there are linear maps : ( ( (
and : ( C, called coproduct and counit respectively, satisfying
(id) = (id ) (coassociativity)
( id) = id = (id ) (counit property).
Following Sweedler we frequently use the notation c
(1)
c
(2)
for (c) suppressing
both summation and indices. Let
0
:= , and for n 1 dene
n
= (
n1
id) .
Sweedlers notation extends to writing c
(1)
c
(2)
c
(n)
for
n
(c), n 1.
Sometimes we shall need to equip also the conjugate vector space ( with a
coalgebra structure. Note that the canonical bijection i = i
1
: c c from ( to ( is
an anti-linear isomorphism. The same is true for the canonical bijections i
n
from
the nfold tensor power of ( to the nfold tensor power of (. We may write
i
n
(c
1
c
n
) = c
1
. . . c
n
= c
1
. . . c
n
.
Note that i
n
i
m
= i
n+m
(where the tensor product of antilinear mappings is well-
dened). By i
0
we denote complex conjugation of C. It is, then, easy to convince
oneself that := i
0
i
1
1
and := i
2
i
1
2
make ((, , ) a coalgebra.
We shall also need the tensor product ((
1
(
2
, , ) of two coalgebras ((
1
,
1
,
1
)
and ((
2
,
2
,
2
) where :=
1
2
and := (id id) (
1
2
) and denotes
the ip c d d c.
A bialgebra (B, , ) is a coalgebra which is also a unital algebra, and in
such a way that and are algebra homomorphisms. If / is a unital algebra
556 MICHAEL SCH

with the multiplication map m: // / dened by setting m(a
1
a
2
) = a
1
a
2
,
then we dene the convolution of two linear mappings j, k: B / by j k :=
m (j k) . In particular, the convolution of two linear functionals and
on B is = ( ) . Unitality for a bialgebra (B, , ) means that it is
unital as an algebra, i.e. there exists 1 B such that m(b 1) = m(1 b) = b
for all b B and the coproduct and counit are unital, i.e. (1) = 1 1 and
(1) = 1. We only consider unital algebras. A bialgebra B with an antipode S
(i.e. a mapping S: B B such that m (S id) = 1 = m (id S) ) is
called a Hopf algebra.
A linear functional on a algebra / is called positive if (a
a) 0 for all
a /. Let (/, ) be a quantum probability space, that is, a unital algebra
with a state (a normalized positive linear functional : / C). A quantum
stochastic process j =
_
j
i
_
iI
, indexed by some index set I, is a family of quantum
random variables j
i
(that is, of unital algebra homomorphisms j
i
: B /). By
i
:= j
i
we denote the distribution of j
i
. The notion of independence used for
quantum Levy processes on bialgebras in this paper is the tensor independence.
A (stationary) quantum Levy process on B over / is a quantum stochastic
process j =
_
j
s,t
_
, indexed by s, t R
+
, s t, satisfying the following four
conditions.
(LP1) The increments j
s,t
of disjoint intervals are tensor independent in ,
that is,
_
j
s1,t1
(b
1
) j
sn,tn
(b
n
)
_
=
s1,t1
(b
1
)
sn,tn
(b
n
)
for all n N, b
k
B, (s
1
, t
1
], . . . , (s
n
, t
n
] mutually disjoint intervals
of R
+
, and
[j
s
k
,t
k
(b
1
), j
s
l
,t
l
(b
2
)] = 0
for all k ,= l and all b
1
, b
2
B
(LP2) The increments are stationary, that is,
s,t
=
0,ts
for all 0 s t.
(LP3) The process is weakly continuous in , that is, lim
t0
0,t
(b) = (b)
for all b B.
(LP4) The j
s,t
are increments under convolution, that is, j
r,s
j
s,t
= j
r,t
for
all 0 r s t and j
t,t
(b) = (b)1 for all 0 t < .
(For a topological extension of this notion of a QLP to compact quantum groups
and operator space coalgebras see [7].) We observe that by (LP1) and (LP4) every
Levy process fullls the condition
(LP4)
r,s

s,t
=
r,t
for all 0 r s t and
t,t
= .
Therefore, by (LP2) and (LP3) the states
t
:=
0,t
form a weakly continuous
semigroup under convolution. By (LP1), (LP2) and (LP4) this convolution semi-
group determines all joint moments (that is exactly all expressions of the form
of the left-hand side of the rst equation of (LP1), even if we drop the condition
that the (s
k
, t
k
] are mutually disjoint). In other words, two Levy processes are
stochastically equivalent, if and only if they have the same convolution semigroup.
We can associate a generator with a convolution semigroup through
t
= e
t
for
all t 0. Essentially, this follows from the Fundamental Theorem on Coalgebras;

see [1] and Section 4.1. Then is a linear functional on B, satisfying (1) = 0,
and it is conditionally positive and hermitian which means that (b
b) 0 for all
b in the kernel of the counit and that (b
) = (b) for all b B. Thus, Levy

processes on bialgebras can also be characterized (up to equivalence) by their
generator.
If B is a Hopf algebra a quantum stochastic process j
t
on B indexed by time
t R
+
is called a QLP if the increments j
s,t
= (j
s
S) j
t
, 0 s t, form a
QLP in the above sense.
Let D be a pre-Hilbert space and denote by L
a
(D) the algebra of adjointable
operators on D, i.e. L
a
(D) consists of all mappings T on D for which there is a
mapping T
on D such that Tx, y = x, T
y for all x, y D. If is a unit vector

in D, then
_
L
a
(D), ,
_
is a quantum probability space. We call it a concrete
quantum probability space and write it as (D, ). If a Levy process j takes values
in a concrete quantum probability space, then we say j is a concrete Levy pro-
cess. By GNS-construction every quantum probability space (/, ) gives rise to a
concrete quantum probability space (D, ), determined uniquely by the properties
that there is a representation : / L
a
(D) such that () = , () and
that is cyclic for /, that is (/) = D.
Consequently, every Levy process gives rise to a concrete Levy process over
(D, ). We will say the Levy process is cyclic, if is cyclic for the subalgebra
/
j
:= span
_
j
t0,t1
(b
1
) j
tn1,tn
(b
n
): n N, b
k
B, 0 = t
0
t
n
_
of L
a
(D). Notice that by (LP1) this space does not change, if we allow that the
disjoint intervals are not consecutive, and by (LP4) it also does not change if we
allow for arbitrary intervals. By restricting to the invariant subspace /
j
of D
that is generated by the process from , we obtain from every Levy process over
D a cyclic Levy process on /
j
= D
j
.
By a GNS-type construction applied to a generator on B we obtain a pre-
Hilbert space K, a surjective mapping : B K and a representation : B
L
a
(K) such that
(ab) = (a)(b) + (a)(b)
and
(a
), (b) = (a)(b) (ab) + (a)(b) (2.1)

for all a, b B. The specied triple (, , ) is called a surjective Levy triple. There
is a one-to-one correspondence between Levy processes (modulo equivalence) on
B, convolution semigroups of states on B, generators on B and surjective Levy
triples on B (modulo unitary equivalence).
For every convolution semigroup =
_
t
_
tR+
there is (up to unitary equiv-
alence) at most one cyclic Levy process. (Unitary equivalence is much stronger
than stochastic equivalence.) Eectively, if j is a cyclic process on (D, ) which
fullls (LP1) - (LP3) and (LP4), then it is not dicult to show that also (LP4)
holds. M. Sch urmann [11, Proposition 1.9.5] shows that for every convolution
semigroup of states on a bialgebra there is a (unique up to unitary equiva-
lence) cyclic Levy process (even without continuity). This construction involves
the GNS-construction of all
t
, their tensor products and an inductive limit over
558 MICHAEL SCH

the interval partitions of R
+
. However, it is completely algebraic and does not
involve analytic tools. On the contrary, [11, Theorem 2.5.3] constructs a Levy
process as the solution of quantum stochastic dierential equations in the sense of
R.L. Hudson and K.R. Parthasarathy [4] of the form
dj
s,t
= j
s,t
dI
t
; j
t,t
= (2.2)
where
I
t
= A
t
((b
)) +
t
((b) (b)) + A
t
((b)) + (b)t (2.3)
denotes the generator process of j
s,t
with A
t
,
t
, A
t
the annihilation, preservation
and creation processes on Boson Fock space over
s
(L
2
(R
+
, K)) =
s
(L
2
(R
+
)K
where K denotes the completion of the index space K. For quite a long time it
was an open problem, to decide whether Fock space and dierential equation can
be set in such a way that the Fock vacuum is cyclic for the resulting Levy process.
Only quite recently and simultaneously, U. Franz, M. Sch urmann, and M. Skeide
came up, not with just one, but with a whole bunch of proofs for the armative
answer.
The proof due to M. Skeide (see U. Franz [3, Theorem 1.21]) uses in an essential
way the representation on the Fock space and equation (2.2) and shows that for
every b B with (b) = 1 the vectors
j
t0,t1
(b) j
tn1,tn
(b), (2.4)
s = t
0
t
1
. . . t
n1
t
n
= t, converge over the interval partitions of
(s, t] to an exponential vector of the form exp(k1
(s,t]
) where k K is a vector
depending on b. (Cyclicity is, then, a simply consequence of Skeides proof in [13]
of a result due to K.R. Parthasarathy and V.S. Sunder [9].) Immediately, from
this construction, the idea emerged to construct an explicit isomorphism from the
space of the abstract Levy process of [11, Proposition 1.9.5] to the Fock space of
the Levy process obtained via [11, Theorem 2.5.3]. Namely, if in (2.4) we replace
j and with the abstract process

j and its cyclic vector

, we know from [3,
Theorem 1.21] that they converge. Sending the limit to exp(k1
(s,t]
) establishes a
unitary from the abstract representation space

D to the Fock space. If we can
manage to do this without using [3, Theorem 1.21], then we will obtain a direct
proof of representability of the Levy process as a cyclic process on the Fock space.
The idea for a transformation of a (cyclic) Levy process originates in the fol-
lowing observation. Let us put B
1
:= b B: (b) = 1. Suppose the element
b B
1
is group-like, that is, (b) = b b. (Note that b B being group-like, the
counit property forces b = 0 or b B
1
.) Then
j
t0,t1
(b) j
tn1,tn
(b) = j
t0,t1
j
tn1,tn
(b) = j
s,t
(b)
so that the limit is over a constant and gives back what j
s,t
(b) does to the cyclic
vector. In general, there need not be group-like elements in B
1
, and if, then they
need not generate B. However, if we were able to dene a dierent comultiplication
on B for which all elements in B
1
are group-like, then
k
s,t
(b) = limj
t0,t1
(b) j
tn1,tn
(b)

would dene a family of homomorphisms k
s,t
that form a Levy process with re-
spect to the group-like comultiplication. In other words, we transformed one Levy
process into another.
It is easy to give a direct realization of such a group-like process on a suitable
Fock space; see Section 4.1. Thus, provided that the process k acts cyclicly on ,
we would nd the representation theorem. The easiest way to establish cyclicity is
to reconstruct j from k by a reverse transformation. Recall that the construction
of k involved replacing the original comultiplication with one that makes all b B
1
into group-like elements so that j
t0,t1
(b) j
tn1,tn
(b) is nothing but j
t0,t1

j
tn1,tn
with respect to the new comultiplication. Now we do just the opposite
and look at the limit of
k
t0,t1
k
tn1,tn
(b) (2.5)
for the original comultiplication. If this reverse transformation gives back j, then,
knowing that the representation space of the intermediate group-like process k is
isomorphic to a Fock space, we will know that also the representation space of j
is a Fock space. Technically, in general, it is not possible to equip B directly with
a comultiplication that makes the elements of B
1
group-like.
However, it is possible to associate with every bialgebra B its Weyl bialgebra
CB
1
. The vector space CB
1
contains the set B
1
as a basis consisting entirely
of group-like elements. And the k
s,t
(b) dened on elements of B
1
determine a
unique Levy process on CB
1
. But now the k
st
do no longer dene a linear mapping
B L
a
(D). (They do dene a linear mapping CB
1
L
a
(
D) where

D is the linear
span in D of what the k
s,t
(b) generate from .) So the convolutions in (2.5) with
respect to the comultiplication of B do no longer have a meaning. The problem is
solved if we associate again with B a special kind of bialgebra; see example 3.2.
We will equip this tensor bialgebra with a certain comultiplication, so that the
convolutions in (2.5) are dened with respect to this comultiplication.
3. Statement of Results and Applications
In Section 3.1 we state the main result of this paper (Theorem 3.4) on the
transformation of QLPs. We introduce two bialgebra structures on the tensor
algebra over the kernel of the counit of a bialgebra. Moreover, we show that
lifted generators give rise to QLPs on the tensor bialgebra which by restriction
lead back to a version of the original QLP (Proposition 3.3). Section 3.2 is on
the reversion of the transformation which is always possible if the transformation
is surjective. In Section 3.3 we treat applications of our results to classical Levy
processes, to realizations of QLPs by their Weyl process and by their generator
process, to the passage from the Wiener process to Azema martingales, and to
Trotter product formulae for QLPs.
3.1. Transformation of QLPs. Let (B, , ) and ((, , ) be two bialgebras.
A transformation of B is a unital algebra homomorphism : ( B satisfying
= . (3.1)
This means that preserves the counit. Since (1) = 1 it is easy to see that (3.1)
is equivalent to the condition ((
0
) B
0
where (
0
= ker , B
0
= ker . In the
560 MICHAEL SCH

sequel, if we have such a situation : ( B, we should warn the reader that we
call B the rst and ( the second bialgebra.
Example 3.1. (Generator Hopf algebra associated with a bialgebra)
For a vector space V the (unital) tensor algebra T(V ) over V is the vector space
T(V ) =
nN
V
n
where V
n
denotes the n-fold tensor product of V with itself, V
0
= C, with unit
element (1, 0, . . . ) and the multiplication given by
(v
1
v
n
)(w
1
w
m
) = v
1
v
n
w
1
w
m
for n, m N, v
1
, . . . , v
n
, w
1
, . . . , w
m
V . The tensor algebra satises the following
universal property. There exists a vector space embedding : V T(V ) of V into
T(V ) such that for any linear mapping f from V into an algebra / there is a unique
algebra homomorphism T(f): T(V ) / such that T(f)(v) = f(v) for all v V .
Then, any algebra homomorphisms g : T(V ) / is uniquely determined by its
restriction to V . In a similar way, an involution on V gives rise to a unique
extension as an involution on T(V ). Thus, for a vector space V we can form the
tensor algebra T(V ) over V . This algebra becomes a bialgebra if we extend
the mappings : V T(V ) T(V ), v v 1+1v and T(0): V (, v 0 as
algebra homomorphisms to dene the comultiplication and the counit on T(V ).
The elements v V are so-called primitive elements of the coalgebra T(V ). By
extending v v as an algebra anti-homomorphism, we obtain an antipode so
that T(V ) becomes a Hopf algebra. We call T(V ) the tensor Hopf algebra
over V .
Let (B, , ) be any bialgebra. The set B
0
= b B: (b) = 0 is a ideal of
B. The tensor Hopf algebra (T(B
0
), , T(0)) is called the generator Hopf algebra
of B.
We obtain a pair of bialgebras by taking for the rst bialgebra B itself, and
for the second one the generator Hopf algebra of B. The role of is played by the
counit preserving algebra homomorphism dened by (b
1
b
n
) = b
1
b
n
for b
1
, . . . , b
n
B
0
. We call the multiplication map and denote it by M.
Example 3.2. (Induced tensor bialgebra associated with a bialgebra)
Let (B, , ) and (T(B
0
), , T(0)) be as in example 3.1. We can dene another
coalgebra structure on T(B
0
). Denote by
E: B
0
B
0
(B
0
B
0
) T(B
0
) T(B
0
)
the canonical embedding coming from the identications of B
0
with B
0
1 and
1 B
0
respectively and of B
0
B
0
T(B
0
) T(B
0
). Moreover, consider the
restriction
0
of to B
0
. Then
0
: B
0
B
0
B
0
(B
0
B
0
)
and (T(B
0
), T(E
0
), T(0)) is a bialgebra. We can understand this bialgebra
as a kind of big version of B and (T(B
0
), T(
0
), T(0)) is called the induced ten-
sor bialgebra associated with B. In the context of the algebraic set-up the rst
bialgebra is (T(B
0
), , T(0)) and the second bialgebra is (T(B
0
), T(
0
), T(0)).

The identity on T(B
0
) is an example of a counit preserving algebra homomor-
phism .
The following result will frequently be needed. If B
, B
the algebraic dual

space of the vector space B, is a generator on B we have that M is a generator
on the induced tensor bialgebra T(B
0
). By the bialgebra property of B we have
m = (mm) ()
where m: B B B again denotes the multiplication of B. This implies
(
1

2
) M = (
1
M) (
2
M) (3.2)
for all
1
,
2
B
where the rst in (3.2) is with respect to and the second

with respect to T(
0
).
Proposition 3.3. Let be a generator on the bialgebra B and let J
s,t
be a
cyclic QLP on the induced bialgebra T(B
0
), over (D
J
, ) with generator M.
Then the restriction of J
s,t
to B T(B
0
) is a QLP on B with generator .
Proof. We show that J
s,t
satises
J
s,t
(b
1
) J
s,t
(b
n
) = J
s,t
(b
1
b
n
) (3.3)
for all n N, b
1
, . . . , b
n
B
0
, 0 s t. By equation (3.2) we have for
t
() :=
, J
0,t
()
, J
s,t
(b
1
) J
s,t
(b
n
) =
ts
(b
1
b
n
)
= e
(ts)
(b
1
b
n
)
= , J
s,t
(b
1
b
n
)
Using the properties of a QLP, we obtain from that
, J
s,t
(b
1
) J
s,t
(b
n
) = , J
s,t
(b
1
b
n
)
for all , D
J
which proves (3.3).
A generator of a Levy process on B is lifted via to a generator of a
Levy process on (. The question arises, what is the relationship between the two
Levy processes? We will show how the second process can be computed from the
rst one and vice versa.
In the sequel, Z
st
denotes the set of all partitions of an interval [s, t] R
+
. Let
= s = t
0
< t
1
< < t
n1
< t
n
= t be a partition of [s, t] and dene
|| = maxt
j+1
t
j
[ 0 j n 1.
We turn Z
st
into a directed set by writing
1

2
:
1

2
.
Theorem 3.4. Let (B, , ) be a bialgebra and let (j
s,t
)
0st
be the unique
cyclic Levy process over (D
j
, ) whose convolution semigroup is given by a gener-
ator . Let ((, , ) be another bialgebra and let : ( B be a transformation
of B. Denote by H
k
the Hilbert subspace of D
j
dened by
H
k
:= span
_
(j
t0,t1
)(c
1
) (j
tn1,tn
)(c
n
):
n N, c
1
, . . . , c
n
(, 0 s t, s = t
0
t
1
t
n1
t
n
= t
_
.
562 MICHAEL SCH

Then for every c ( and 0 s t the net
_
(c)
_
Zst
converges in norm to
an element in H
k
where
(c) = (j
t0,t1
) (j
tn1,tn
)(c). (3.4)
Moreover, setting
k
s,t
(c) := lim
(c)
determines a unique cyclic Levy process k =
_
k
s,t
_
0st
on ( over a dense subspace
(D
k
, ) of H
k
. The convolution semigroup of this process has generator .
The proof will be given in Section 4. We call k the transform of j.
We formally will describe the construction of k
s,t
out of j
s,t
in the above theorem
by the short hand writing
(j
s,t
) = k
s,t
. (3.5)
We may call k
s,t
the innitesimal convolution product of j
s,t
.
Remark 3.5. In more detail, Theorem 3.4 says that, under the assumptions of
the theorem, the following L
2
-type construction holds. If

k
s,t
is a concrete cyclic
Levy process over (
D,

),

D a pre-Hilbert space with cyclic vector

, on ( with
generator , then
k
s,t
(c)

k
s,t
(c)
denes a unitary mapping

| : D
k

D
such that
k
s,t
(c) | = | k
s,t
(c) (3.6)
for all c (. Notice that the formal writing (3.5) can always be given a mathe-
matical meaning by (3.6). Of course, when the process

k
s,t
consists of bounded
operators, equations (3.6) make sense on H
k
and

H where

H denotes the Hilbert
space which is the completion of

D. However, boundedness does not always hold
in the applications; cf. Examples 3.10, 3.12, 3.13.
3.2. Reversion of the transformation. The reverse transformation of a Levy
process on ((, , ) into a Levy process on (B, , ) requires a counit preserving
algebra homomorphism which, roughly speaking, is the inverse of . The
construction of assumes the surjectivity of . This is equivalent to ((
0
) = B
0
and the existence of an injective linear mapping
: B
0
(
0
such that = id
B
.
The linear mapping is not unique. Its existence follows from the existence of a
self-adjoint basis
_
b
i
_
iI
of the vector space B
0
, I some index set. Choose c
i
(
self-adjoint such that (c
i
) = b
i
. This is possible since is surjective. Dene the
linear map by (b
i
) = c
i
. In view of the universal property of tensor algebras
we extend the linear map to a algebra homomorphism
= T(): T(B
0
) (

to the induced tensor bialgebra T(B
0
). The coalgebra structure on T(B
0
) is that
of the induced tensor algebra of Example 3.2. Indeed, the algebra homomor-
phism preserves the counits. It is sucient to show this for the generators of
T(B
0
). For all b B
0
we have
(b) = (b) = id
B0
(b) = 0 = (b).
The above situation is described by
(T(B
0
), T(
0
), T(0))

((, , )

(B, , ).
An application of Theorem 3.4 to this setting gives
Theorem 3.6. Let be a surjective transformation of the bialgebra B. For a
generator on B let
_
k
s,t
_
0st
be a cyclic Levy process on ((, , ) over (D
k
, )
with generator .
For every b B and 0 s t the net
_
_
Zst
converges in norm to an
element in D
k
where
(b) := (k
t0,t1
)
T(
0
)

T(
0
)
(k
tn1,tn
)(b).
Moreover, setting
j
s,t
(b) := lim
(b)
determines a unique cyclic Levy process j =
_
j
s,t
_
0st
on B over a dense subspace
(D
j
, ) of D
k
. The convolution semigroup of this process has generator .
The following result says that the transform j in Theorem 3.6 is the reversion
of the transform k in Theorem 3.4.
Theorem 3.7. Let be a surjective transformation of the bialgebra B. and let
be a generator on B. An application of Theorem 3.6 to the process
_
k
s,t
_
0st
of Theorem 3.4 gives back the original Levy process on (B, , ). Moreover, we
have H
k
= D
j
= D
k
.
For a proof of Theorems 3.6 and 3.7 see Section 4.
3.3. Applications.
Example 3.8. (Group-like bialgebras)
For a set S the vector space generated by S is the vector space CS consisting of all
functions f : S C with nite support. Assume in addition that S is a monoid
with identity e S. Since S is a basis, the multiplication map S S S induces
a map m: CS CS CS that turns CS into an algebra with identity element
e S CS. Since S is a basis of CS the mapping m induces an algebra structure
on CS with unit element e.
The vector space generated by a set satises the following universal property.
There exists an embedding : S CS such that any mapping from S to some
vector space V can be uniquely extended to a linear mapping

: CS V such that
=

. This can be used to dene a coalgebra structure on CS. We understand S
as a set of group-like elements. We extend the mappings : S CSCS, (s) =
s s and : S C, (s) = 1 to linear mappings on CS. We will denote the
564 MICHAEL SCH

comultiplication and the counit on CS again by and . If S is a monoid and
are algebra homomorphism since (xy) = xy xy = (x x)(y y) = (x)(y)
and (xy) = 1 = (x)(y) for all x, y S. An involution on S can also be
uniquely extended to an involution on CS. Thus, for a monoid S we can form
the group-like bialgebra (CS, , ) over S.
Let (B, , ) be a bialgebra. The set B
1
= b B: (b) = 1 is a monoid
with multiplication and involution of the algebra B. Hence, (CB
1
, , ) is a
bialgebra which will be called the Weyl bialgebra of B; see also the next example.
In the sequel, we write

b for the element b in B
1
CB
1
. The comultiplication
and the counit on CB
1
are dened by (
b ) =

b

b and (
b ) = 1 for
b C(B
1
). B
1
is equal to the set of group-like elements in CB
1
, i.e. B
1
= 0 ,=
b
CB
1
: (
b ) =
b. The situation is described by

(T(B
0
), T(
0
), T(0))

(CB
1
, , )

(B, , )
where the counit preserving algebra homomorphisms and are dened by
(
b ) = b for b B
1
and (b) =

b +1
1 for b B
0
. Now we are able to express
the reverse transformation (2.5) by (k
t0,t1
)
T(
0
)

T(
0
)
(k
tn1,tn
)(b)
for b B
0
.
Example 3.9. (Construction of quantum Levy processes I)
We apply Theorem 3.4 to Example 3.8. Let (B, , ) be some bialgebra and let
_
j
s,t
_
0st
be a cyclic Levy process on B over (D
j
, ) with generator . In view
of Theorem 3.4 we have that
k
s,t
(
b) := lim
j
t0,t1
(b) . . . j
tn1,tn
(b),
b B
1
, denes a cyclic Levy process
_
k
s,t
_
0st
on the Weyl bialgebra (CB
1
, , )
of B over (D
k
, ) where D
k
is a linear subspace of D
j
. Thus, for each pair
k
s,t
(
b), k
s,t
( c) for b, c B
1
and 0 s t < we have
k
s,t
(
b), k
s,t
( c) = e
(ts)(b
c)
.
The generator denes a coboundary by (2.1). Thus, we compute
e
(ts)(b)
k
s,t
(
b), e
(ts)(c)
k
s,t
( c) = e
(ts)((b
)(c)+(b
c))
= e
(ts)(b),(c)
= E((b) 1
[s,t]
), E((c) 1
[s,t]
)
where : B
1
K is the canonical mapping to a dense linear subspace K of a
Hilbert space K and E(() 1
[s,t]
) denotes the exponential vector of () 1
[s,t]
in the Boson Fock space
s
(L
2
([s, t], K)). Here () 1
[s,t]
denotes the function in
L
2
([s, t], K) which is a constant equal to () on the interval [s, t] and 0 elsewhere.
The space K is obtained from by the GNS construction mentioned in Section
2. Hence,
k
s,t
(b)

= e
(ts)(b)
E((b) 1
[s,t]
)
s
(L
2
([s, t], K))
where b B
1
, (b) C and (b) K. In other words, the vectors k
s,t
(b) behave
like exponential vectors in the Boson Fock space
s
(L
2
([s, t], K)) and the k
s,t
(b) act

on these exponential vectors like Weyl operators. Moreover, the vectors k
s,t
(b)
generate the Hilbert subspace D
ks,t
of D
k
where
D
ks,t
= span
_
k
t0,t1
(c
1
) k
tn1,tn
(c
n
):
n N, s = t
0
t
1
t
n1
t
n
= t, c
1
, . . . , c
n
(
_
.
Therefore, we have D
ks,t
=
s
(L
2
([s, t], K)) and thus D
k

=
s
(L
2
(R
+
, K)). The-
orem 3.6 states that the vectors k
s,t
(b), b B
1
, are total in D
js,t
D
j
as well,
i.e.
D
j
= D
k

=
s
(L
2
(R
+
, K)).
We proved that each cyclic quantum Levy process on a bialgebra can be realized
on a Boson Fock space
s
(L
2
(R
+
, K)).
Example 3.10. (Construction of quantum Levy processes II)
In the situation of Example 3.9, an application of Theorem 3.6 allows to reconstruct
j
s,t
from the process k
s,t
on the Weyl bialgebra of B. The realization of the latter
on Fock space can simply be written down. In the present example we describe a
realization of a Levy process on a Bose Fock space that parallels the construction
in [4] and [11] with the help of quantum stochastic calculus in the sense of R.L.
Hudson and K.R. Parthasarathy.
Applying our result to the situation of Example 3.1 and 3.2 with = id there are
two possibilities. If we put the rst bialgebra B equal to the induced bialgebra
and ( equal to the generator Hopf algebra, then for b B
0
we have
(b) =
n
i=1
j
ti1,ti
(b) (3.7)
and Theorem 3.4 tells us that 3.7 converges to
I
s,t
(b) =
_
A
s,t
((b
)) +
s,t
((b)) + A
s,t
((b)) + (b) (t s)
_
in norm where A
s,t
,
s,t
, A
s,t
denote the annihilation, preservation and creation
operators of the interval [s, t] on Boson Fock space
s
(L
2
(R
+
, K)); see the preced-
ing section. For arbitrary b B we nd
I
s,t
(b) = (b)1 + A
s,t
((b
)) +
s,t
((b) (b)) + A
s,t
((b)) + (b) (t s).
I
s,t
is called the generator process of the Levy process j
s,t
.
We may construct j
s,t
out of I
s,t
if we take the generator Hopf algebra for the
rst bialgebra B and the induced one for the second bialgebra (. Then by Theorem
3.4 we obtain a QLP J
s,t
on T(B
0
) as the limit
J
s,t
=
T(0)
T(I
s,t
)
of the convolution products of the generator process where now, of course, convo-
lution is with respect to the original comultiplication of B. The limit is to be
understood in the sense of the remark after Theorem 3.4; see equations (3.5) and
(3.6).
The QLP J
s,t
has the generator M and by Proposition 3.3 the restriction of
its cyclic version to B is a version of a QLP with generator . So our procedure
566 MICHAEL SCH

allows, like quantum stochastic calculus (see equation (2.2)), a construction of
the Levy process j
s,t
from the elementary processes A
s,t
,
s,t
, A
s,t
on Boson Fock
space. In fact, if dt is small, then in all relevant formula one may substitute
j
t,t+dt
with I
t,t+dt
. We nd, in a heuristic sense,
j
s,t+dt
j
s,t
= j
s,t
j
t,t+dt
j
s,t
j
s,t
I
t,t+dt
j
s,t
= j
s,t
(I
t,t+dt
1).
If we put dI
t
= I
s,t+dt
I
s,t
(independent of s < t), this gives a heuristical meaning
to
j
s,t
= 1 +
_
t
s
j
s,r
dI
r
as a quantum stochastic integral. We remark that this interpretation as an integral
is not limited to the above choice. Whenever k is a transformed process obtained
from j via (3.5), we formally may write
k
s,t
= 1 +
_
t
s
k
s,r
(dj
t
),
where dj
t
:= j
t,t+dt
1.
Example 3.11. (Classical Levy processes and unitary evolutions)
Let G be a topological group and denote by !(G) the space of all coecient
functions of continuous nite-dimensional representations of G. Then f !(G)
i there are n N and continuous complex-valued functions f
1
, . . . f
n
, g
1
, . . . g
n
on
G such that
f(xy) =
n
i=1
f
i
(x) g
i
(y) x, y G.
!(G) is a commutative algebra. By setting
f =
n
i=1
f
i
g
i
, f = f(e)
!(G) becomes a commutative Hopf algebra. In various cases (e.g., when G is
compact or locally compact abelian) the group G is uniquely determined by !(G).
Let us assume that G is compact. Then !(G) is the Kren algebra of G.
A classical Levy process X
t
on G gives rise to a quantum Levy process j
t
on !(G) by putting j
t
(f) = f X
t
. Here j
t
= j
0.t
and j
s,t
= (j
s
S) j
t
where S is the antipode of !(G). Let us specialize further to the case when G
is the group |
d
of unitary d d-matrices. Then !(G) equals the Hopf algebra
C[x
kl
, x
kl
; k, l = 1, . . . d] divided by the ideal generated by the elements which are
the entries of the matrices xx
1 and x
x1 where we put x = (x
kl
)
k,l=1,...d
. The
comultiplication is given by x
kl
=
d
i=1
x
ki
x
il
and the counit by x
kl
=
kl
.
The antipode is given by S(x
kl
) = x
lk
. By replacing the commuting indeterminates
x
kl
by non-commuting indeterminates, we dene a non-commutative bialgebra
Cx
kl
, x
kl
; k, l = 1, . . . d/xx
= 1, x
x = 1
which we denote by |d; cf. [11]. (It is easy to see that |d is not a Hopf
algebra.)

Levy triples on |d are given by a Hilbert space K, a unitary operator W on
C
d
K, a matrix L M
d
(C) K and a self-adjoint matrix H M
d
(C) via the
equations
(x
kl
) = W
kl
B(K)
(x
kl
) = L
kl
(x
kl
) =
1
2
(LL
)
kl
+ i H
kl
;
cf. [11] and [3]. The generator process (cf. the previous example) is given by
matrices I
s,t
M
d
(C) (L
2
(R
+
, K)) with
(I
s,t
)
ij
= A
s,t
((W
L)
ji
) +
s,t
((W 1)
ij
) +A
s,t
(L
ij
) +(i H
1
2
(LL
))
ij
(t s)
Theorem 3.4 says that
I
t0,t1
I
t1,t2
. . . I
tn1,tn
converges, again in the sense of the remark after Theorem 3.4, to the Levy process
U
s,t
which is the unitary process on C
d
(L
2
(R
+
, K)) given by (U
s,t
)
ij
= j
s,t
(x
ij
).
This is a generalization of a construction already given by W. von Waldenfels [16].
A classical Levy process on |
d
is a special case of a QLP on |d.
Example 3.12. (Azema martingales)
Consider the algebra Cx, x
, y generated by x and a self-adjoint y. For q R

divide Cx, x
, y by the ideal generated by the element xy q yx to obtain a

algebra /.
On / we consider two bialgebra structures. The rst is the one with x (and
x
) primitive and with y group-like, the second is given by

x = x y +1 x and x = 0
y = y y and y = 1
and is called the Azema bialgebra of parameter q. Again we apply our results to
these two bialgebras with = id. If we choose for generator
(M(x, x
) y
k
) =
_
1 if M(x, x
) = xx
0 otherwise
M(x, x
) / a monomial in x and x
, k N
0
, then K = C, (x
) = 1, (x) = 0,
(x) = 0 and (y) = q. The linear functional is the generator of the quantum
q-Azema martingale (X
t
, X
t
, Y
t
) if we consider the Azema bialgebra, and it
generates the process (A
t
, A
t
, Y
t
) in the case of the primitive/group-like structure
of / where Y
t
is the second quantization of multiplication by q 1
[0,t]
. The process
X
t
satises the quantum stochastic dierential equation
dX
t
= (q 1)X
t
d
t
+ dA
t
, X
0
= 0;
see [8, 10].
An application of Theorem 3.4 yields the formula
W
t
= lim
n1
j=0
Z
tj,tj+1
568 MICHAEL SCH

with
Z
t
= lim
_
W
t0,t1
Y
t1,t2
. . . Y
tn1,tn
+W
t1t2
Y
t2,t3
. . . Y
tn1,tn
+ . . .
+ W
tn2,tn1
Y
tn1,tn
+ W
tn1,tn
_
where W
t
and Z
t
denote the Wiener process and the q-Azema martingale on Boson
Fock space respectively. Again convergence is in the sense of the remark after 3.4.
Example 3.13. (Trotter formulae for QLPs)
This example can be regarded as a motivation of the whole paper. Trotter formulae
were considered by V. Liebscher and M. Skeide [5] and initiated the theory of
transformations as presented in this paper.
In the case when the initial space is nite dimensional, the following is a gener-
alization to arbitrary bialgebras of a formula by J.M. Lindsay and K.B. Sinha
[6] for unitary quantum stochastic processes on a Hilbert space which satisfy a
quantum stochastic dierential equation of the type (2.2) with constant bounded
coecients (see [4] and cf. Example 3.11).
Let B be a bialgebra and let
1
,
2
be two generators on B. Then it is
immediate that
1
+
2
is again a generator on B. One would like to construct
the process j
s,t
given by
1
+
2
from the processes j
(1)
s,t
and j
(2)
s,t
given by
1
and
2
respectively. This can be done in the framework of transformation in at least
three dierent ways.
1. For two bialgebras B
1
and B
2
we can form the tensor product B
1
B
2
as
the bialgebra with comultiplication coming from the coalgebra tensor product
(cf. Section 2) and the usual algebra structure on B
1
B
2
(i.e. (b
1
b
2
)(c
1
c
2
) =
b
1
c
1
b
2
c
2
and (b c)
= b
). For generators
1
,
2
on B
1
, B
2
we form the
generator
:=
1

2
+
1

2
on B
1
B
2
. Indeed, is hermitian with (1) = 0, and if
b B
1
B
2
, (
1
2
)(
b) = 0
b) = (
1

2
)(
b) + (
1

2
)(
b)
=
1
_
(id
2
)(
)(id
2
)(
b)
_
+
2
_
(
1
id)(
)(
1
id)(
b)
_
0
since
1
(id
2
)(
b) = 0 =
2
(
1
id)(
b)
so that

is conditionally positve.
For QLPs j
(1)
s,t
, j
(2)
s,t
on B
1
, B
2
over (D
1
,
1
), (D
2
,
2
) with generators
1
,
2
we
form the process

j
s,t
on B
1
B
2
j
s,t
(b
1
b
2
) = j
(1)
s,t
(b
1
) j
(2)
s,t
(b
2
).
Then

j
s,t
is a QLP on B
1
B
2
over (D
1
D
2
,
1

2
) and consists of two
independent components j
(1)
s,t
and j
(2)
s,t
. Moreover, the convolution semigroup of
j
s,t
is given by
t
(b
1
b
2
) =
(1)
1
(b
1
)
(2)
2
(b
2
)

b
1
B
1
, b
2
B
2
, if
(1)
t
,
(2)
t
denote the convolution semigroups of j
(1)
s,t
, j
(2)
s,t
.
The generator of

j
s,t
is given by

, which shows once more that

is conditionally
positive.
In the case B
1
= B
2
= B we consider the induced tensor bialgebra
(T(B
0
), T(
0
), T(0)) of B and dene the algebra homomorphism : T(B
0
)
B B by setting
(b) = b 1 +1 b, b B
0
.
Then is a transformation of B B and we have for b
1
, . . . , b
n
B
0
(
)(b
1
b
n
) =

_
(b
1
1 +1 b
1
) (b
n
1 +1 b
n
)
_
=
A{1,...,n}
(b
A
b
A
c )
(3.8)
where for a subset i
1
< < i
l
of 1, . . . , n we put b
A
= b
i1
b
i
l
, b
= 1.
Since b
1
, . . . , b
n
are in the kernel of the counit we have that (3.8) is equal to
1
(b
1
b
n
) +
2
(b
1
b
n
) and

= (
1
+
2
) M. Denote by J
s,t
the QLP
on T(B
0
) with generator (
1
+
2
) M. By Proposition 3.3 the restriction j
s,t
of
J
s,t
to B T(B
0
) is a QLP on B with generator
1
+
2
. Equation (3.5) becomes
(b B
0
)
j
s,t
(b) = lim
_
j
(1)
t0,t1
(b
(1)
) 1 +1 j
(2)
t0,t1
(b
(1)
) (b
(1)
)1 1
_

_
j
(1)
tn1,tn
(b
(n)
) 1 +1 j
(2)
tn1,tn
(b
(n)
) (b
(1)
)1 1
_
= lim
_
(j
(1)
t0,t1
)(b
(1)
) 1 +1 j
(2)
t0,t1
(b
(1)
)
_

_
(j
(1)
tn1,tn
)(b
(n)
) 1 +1 j
(2)
tn1,tn
(b
(n)
)
_
= lim
_
j
(1)
t0,t1
(b
(1)
) 1 +1 (j
(2)
t0,t1
)(b
(1)
)
_

_
j
(1)
tn1,tn
(b
(n)
) 1 +1 (j
(2)
tn1,tn
)(b
(n)
)
_
.
If we take equidistant partitions we obtain
, j
s,t
(b) = lim
n
_
(1)
ts
n
+
(2)
ts
n
_
n
(b)
= e
(ts)(1+2)
(b)
which, of course, also follows from Theorem 3.4.
2. There is a multiplicative version of the above construction. Dene the
algebra homomorphism : CB
1
B B by
(b) = b b
for b B
1
. We use the notation of Example 3.8. One proves that =
: T(B
0
) B B is a transformation of B B, and that

= M. This
time equation (3.5) can be written (b B
1
)
j
s,t
(b) = lim
i
_
j
(1)
t0,t1
(b
1,i
) j
(2)
t0,t1
(b
1,i
) j
(1)
tn1,tn
(b
n,i
) j
(2)
tn1,tn
(b
n,i
)
_
with
n
b =
i
b
1,i
b
n,i
, b
l,i
B
1
,
i
C.
570 MICHAEL SCH

3. Formula (3.7) of [6] can also be obtained by transformation. In the trans-
formation theorem 3.4 take for the second bialgebra ( the original bialgebra
B itself and for the bialgebra B in Theorem 3.4 take B B. Then the comul-
tiplication : B B B is a transformation (notice that in general is not a
coalgebra homomorphism!). Of course,

= , and we obtain a realisation of
our QLP on B with generator as
j
s,t
(b) = lim
j
(1)
t0,t1
(b
(1)
) j
(2)
t0,t1
(b
(2)
) j
(1)
tn1,tn
(b
(2n1)
) j
(2)
tn1,tn
(b
(2n)
).
In the case of Example 3.11 this gives exactly the formula of [6] for a nite di-
mensional initial space. If B is cocommutative (in which case is a coalgebra
homomorphism!) we obtain j
s,t
= (j
(1)
s,t
j
(2)
s,t
) , and the Trotter formula be-
comes trivial.
The three constructions of a quantum Levy process with generator
1
+
2
depend on the choice of the rst bialgebra and the transformation . The most
natural seems to be the one of 3. where is the comultiplication itself whereas
in cases 1. and 2. the transformation does not depend on . In 1. and 2.
the two original processes are rst put together in an additive and group-like way
respectively. Case 3. is a real Trotter formula for exponentials given by the
comultiplication .
4. Proof of Theorems
In principle, Theorem 3.4 is proved if we show that the nets in (3.4) are Cauchy.
To show this, in Section 4.1 we prove a lemma about innitesimal products in
Banach algebras (an extension of ideas in V. Liebscher and M. Skeide [5]) and
a coalgebra version, appealing to the Fundamental Theorem on Coalgebras; see
L. Accardi, M. Sch urmann, and W. von Waldenfels [1]. These lemmas plus the
algebraic Proposition 4.3 allow to prove Proposition 4.4, which is the analytic
heart of the proof of Theorem 3.4.
4.1. Preparatory lemmas. We start with a lemma that imitates, like in [5],
proofs of the Trotter product formula.
Lemma 4.1. Let / be a Banach algebra. Suppose we have a constant R > 0 and
a family
_
A
()
_
M
of functions (M being some index set)
r A
()
r
= I + rG +S
()
r
/
on R
+
where G / and S
()
r
satises
_
_
_S
()
r
_
_
_ r
2 C
2
2
for some constant C
not depending on M and all r R. Then for all intervals [s, t] R
+
, all
partitions = s = t
0
< t
1
< < t
n1
< t
n
= t (n N) of [s, t] with || R,
and an arbitrary choice of elements
1
, . . . ,
n
of M, we have
_
_
_A
(1)
t1t0
A
(n)
tntn1
e
(ts)G
_
_
_ || (ts)e
(ts) max(G,C)
C
2
+|G|
2
e
G
2
.
Proof. By assumption
_
_
_A
(
k
)
r
_
_
_ 1 + r |G| + r
2 C
2
2
e
r max(G,C)
, and thus
_
_
_A
(
)
t
t
1
A
(
k
)
t
k
t
k1
_
_
_ e
(t
k
t
1
) max(G,C)

for all intervals [s, t] R
+
, all partitions
n
of [s, t], and all 1 < k n. The
next calculation (cf. [5] proof of Proposition 3.3) is essential for the proof. We
compute
A
(1)
t1t0
A
(n)
tntn1
e
(ts)G
= A
(1)
t1t0
A
(n)
tntn1
e
(t1t0)G
e
(tntn1)G
=
n
j=1
A
(1)
t1t0
A
(j1)
tj1tj2
_
A
(j)
tjtj1
e
(tjtj1)G
_
e
(tj+1tj)G
e
(tntn1)G
.
We have
_
_
A
(j)
tjtj1
e
(tjtj1)G
_
_

_
_
A
(j)
tjtj1
I (t
j
t
j1
)G
_
_
+
_
_
I + (t
j
t
j1
)Ge
(tjtj1)G
_
_
(t
j
t
j1
)
2
C
2
+|G|
2
e
(tjtj1)G
2
.
From this estimate, from the estimate preceding it, and from
n
j=1
(t
j
t
j1
)
2
||
n
j=1
(t
j
t
j1
) = || (t s)
the statement follows.
There is a coalgebra version of Lemma 4.1 deduced from the Fundamental
Theorem on Coalgebras which yields that the coalgebra generated by a nite subset
of a coalgebra is nite dimensional. In the sequel, L(V, W) denotes the vector space
of linear maps between vector spaces V and W. We put L(V, V ) = L(V ). Let
((, , ) be a coalgebra and let L((, C) = (
be a linear functional on (. The

map T : (id ) denes an injective unital algebra homomorphism from
(L((, C), ) to (L((), ) with left inverse 1. Moreover, each T() leaves every
sub-coalgebra of ( invariant. On an arbitrary nite-dimensional subcoalgebra
(
c
c of ( the series e
T()
(
c
:=
n=0
T()Cc
n!
converges in any norm. By the
Fundamental Theorem on Coalgebras for every c ( such a (
c
exists. We deduce
that the series
e
(c) :=
n=0
n
n!
(c) = e
T()
(c) (4.1)
converges for all (
and all c (. Clearly, this limit of complex numbers

cannot depend on the choice of (
c
; see [1].
We now prove the coalgebra version of Lemma 4.1.
Lemma 4.2. Let ( be a coalgebra. Suppose we have a constant R > 0 and a
family
_
f
()
_
M
of functions
r f
()
r
= + r +R
()
r
L((, C)
on R
+
where L((, C) and R
()
r
(c) satises
R
()
r
(c)
r
2
D
c
for some constant
D
c
> 0, depending on c ( but not on , and all r R. Then there exist
constants C
c
> 0 and
c
> 0 such that for all intervals [s, t] R
+
, all partitions
572 MICHAEL SCH
n
= s = t
0
< t
1
< < t
n1
< t
n
= t (n N) of [s, t] with || R, and an
arbitrary choice of elements
1
, . . . ,
n
of M, we have
f
(1)
t1t0
f
(n)
tntn1
(c) e
(ts)
(c)
|| (t s)e
(ts) max(c,Cc)
C
2
c
+
2
c
e
c
2
.
Proof. Choose b ( and x a nite-dimensional sub-coalgebra (
b
of ( containing
b. Fix a norm on (
b
. From the weak estimates
R
()
r
(c)
r
2
D
c
we easily con-
clude the strong estimate
_
_
_R
()
r
_
_
_ r
2
D for a suitable constant D for the linear
functionals R
()
r
on (
b
. (Just take your favorite elementary proof of the Uniform
Boundedness Principle for nite-dimensional Banach spaces.) Consider the linear
operator
A
()
r
:= T(f
()
r
) (
b
on (
b
, so
A
()
r
= I + rG +S
()
r
where G := T() (
b
and S
()
r
= T(R
()
r
) (
b
.
L((
b
) is a Banach algebra with respect to the operator norm. Since T is a
bijection from (
b
onto T((
b
) L((
b
), and since all norms on nite-dimensional
spaces are equivalent, S
()
r
satises
_
_
_S
()
r
_
_
_ r
2 C
2
2
for some constant C. In view
of lemma 4.1 we obtain the claimed statement if we choose C
c
= C
_
|| |c| and
c
= |G|
_
|| |c|.
4.2. Proof of Theorem 3.4. Consider the Hilbert subspaces (0 s t)
H
s,t
=span
_
j
t0,t1
(b
1
) j
tn1,tn
(b
n
):
n N, s = t
0
t
1
t
n
= t, b
1
, . . . , b
n
B
_
of D
j
where H
0
= C. Put H
t
= H
0,t
. Using the shift and the unit vector , we
dene mappings U
s,t
: H
s
H
t
H
s+t
by
U
s,t
(j
s0,s1
(b
1
) j
sn1,sn
(b
n
) j
t0,t1
(c
1
) j
tm1,tm
(c
m
))
= j
s0,s1
(b
1
) j
sn1,sn
(b
n
)j
t0+s,t1+s
(c
1
) j
tm1+s,tm+s
(c
m
)
where U
s,t
( ) = and b
1
, . . . , b
n
, c
1
, . . . , c
m
B, n, m N. Indeed, the
mappings U
s,t
are unitary. The shift is isometric and the unit vector is cyclic
which ensures surjectivity. Therefore, we may think of the family of Hilbert spaces
(H
t
)
t0
as a tensor product system in the sense of W. Arveson [2]; see M. Skeide
[14]. In fact, it is of type I which means that it comes from a Boson Fock space;
see Examples 3.10 and 3.9.
Let 0 s = t
0
t
1
t
n1
t
n
= t. Using the unitary isomorphism
H
t0,t1
H
t1,t2
H
tn1,tn
= H
s,t
, in the sequel, we identify
j
t0,t1
(b
1
) j
tn1,tn
(b
n
) = j
t0,t1
(b
1
) j
tn1,tn
(b
n
). (4.2)

In what follows we will often exploit in an essential way the coalgebra structure
of B( (see Section 2) and its interplay with expressions like (4.2). The following
proposition expresses the core of all such computations. Its proof is an easy
verication and we omit it.
Proposition 4.3. Let (B, , ) and ((, , ) be coalgebras. Let D
i
(i = 1, 2)
be two pre-Hilbert spaces and suppose we have linear mappings J
i
: B D
i
and
K
i
: ( D
i
. Dene the linear functionals L
i
on the coalgebra B ( by setting
L
i
(b c) := J
i
(b), K
i
(c)
and denote
J
1
J
2
:= (J
1
J
2
) : B D
1
D
2
,
K
1
K
2
:= (K
1
K
2
) : ( D
1
D
2
.
Then
L
1
L
2
(b c) = J
1
J
2
(b), K
1
K
2
(c).
Like in Proposition 4.3, in all what follows it is important to pay careful atten-
tion to the dierent comultiplications of the coalgebras B, B, (, (, B( and ( (
which lead to dierent convolutions.
Proposition 4.4. For c, d ( and T > 0 there exists a C > 0 such that the
following holds. For each [s, t] [0, T] and Z
st
and for each Z
st
ner
than we have
(c),
(d) e
(ts)
(c
d)
< || (t s)C. (4.3)

Proof. Let the partitions and be given by
= s = s
0
< s
1
< < s
l
= t
and
= s = s
0
= t
(1)
0
< t
(1)
1
< < t
(1)
k11
< t
(1)
k1
= s
1
= t
(2)
0
< t
(2)
1
< < t
(2)
k21
< t
(2)
k2
= s
2
.
.
.
= t
(l)
0
< t
(l)
1
< < t
(l)
k
l
1
< t
(l)
k
l
= s
l
= t.
Denote further
(n)
= s
n1
= t
(n)
0
< t
(n)
1
< < t
(n)
kn1
< t
(n)
kn
= s
n
for n = 1, . . . , l. For a pair of partitions , of an interval [s, t] dene the linear

functionals L
,
on ( ( by setting L
,
(c d) :=
(c),
(d). Then, by
Proposition 4.3,
L
,
= L
{s0,s1},
(1) . . . L
{s
l1
,s
l
},
(l) .
In the expression for L
{sn1,sn},
(n) we have
j
sn1,sn
(c) = (j
t
(n)
0
,t
(n)
1
. . . j
t
(n)
kn1
,t
(n)
kn
) (c)
574 MICHAEL SCH

since, by assumption, (j
s,t
)
0st
is a Levy process with respect to the comultipli-
cation of B. If for a partition
= s = t
0
< t
1
< < t
m
= t
of an interval [s, t] we dene the linear functionals M
on B ( by
M
(b c) := j
t0,t1
. . . j
tm1,tm
(b),
(c)
then, again by Proposition 4.3,
L
{sn1,sn},
(n) (c d) = M
{t
(n)
0
,t
(n)
1
}
. . . M
{t
(n)
kn
,t
(n)
kn1
}
((c) d).
For [0, ||] we dene L
(n)
:= L
{sn1,sn1+},
(n)
()
, where
(n)
() :=
_
[s
n1
, s
n1
+ ]
(n)
_
_
s
n1
+
_
.
(Roughly speaking, if s
n
s
n1
, then
(n)
() concides with the part of
(n)
up to s
n1
+ , and otherwise it adds another interval to the partition.)
We dene the linear functionals M
r
:= M
{,+r}
on B (. Note that these do
not depend on 0. We nd
M
r
(b c) = M
{,+r}
(b c)
= j
,+r
(b), j
,+r
(c) =
r
(b
(c)) =
_
( ) +rG+R
r
_
(b c),
where G(b c) := (b
(c)) and R
r
fullls the condition of Lemma 4.2. For xed
[s, t], it follows that for every c d ( ( there exists a constant C
c,d
such that
L
(n)
(c d) e
G
((c) d)
|
(n)
()| C
c,d

2
C
c,d
for all partitions
(n)
of [s
n1
, s
n
]. (The constant C
c,d
might depend on [s, t].)
From this it is routine to conclude that the L
(n)
fulll the condition of Lemma 4.2

at least for all cd (( with the linear rst order functional cd (c
d).
By taking (nite!) linear combinations, we obtain suitable constants D
for every
( (. From this the statement follows.
Corollary 4.5. The net
_
(c)
_
Zst
is a Cauchy net.
Proof. We have to show that for > 0 there is a such that , Z
st
, ~
and ~ , implies |
(c)
(c)| < . By Proposition 4.4 there is a such

that for Z
st
with ~ , we have
(c),
(c) e
(ts)
(c
c)
<

2
16
. (4.4)
So, for ~ we have
|
(c)
(c)|
2
=
(c),
(c) +
(c),
(c)
(c),
(c)
(c),
(c)

2
4
.

Thus, for ~ and ~
|
(c)
(c)| |
(c)
(c)| +|
(c)
(c)|
which nishes the proof.
The limit of the Cauchy net
_
(c)
_
Zst
in D
j
will be denoted by
s,t
(c).
Remark 4.6. Taking the limit of (4.3) over ~ for xed , we nd the same
estimate for
(c),
s,t
(c). The fact that (4.3) does not depend on the precise
form of but only on its width || and computations similar to the proof of the
corollary, show that |
(c)
s,t
(c)| is small, whenever || is suciently small.
In particular, it follows that
lim
n
n
(c) =
s,t
(c)
for each sequence
n
in Z
st
with lim
n
[[
n
[[ = 0.
To conclude the proof of Theorem 3.4, we start by observing that
s,t
(c) =
t0,t1
. . .
tn1,tn
. (4.5)
(To see this, simply take the limit of
over the subnet of partions ~ .) For

= (s = t
0
< t
1
< . . . < t
n1
< t
n
) Z
st
(0 s < t) we dene
D
k
:= span
_
t0,t1
(c
1
) . . .
tn1,tn
(c
n
): c
1
, . . . , c
n
(
_
.
By (4.5),
s,t
(c) =
t0,t1
. . .
tn1,tn
it follows ~ = D
k
D
k
. We
put D
ks,t
:=
D
k
. Of course, [s
, t
] [s, t] = D
k
s
,t
D
ks,t
. We put
D
kt,
:=
tr<s
D
kr,s
and D
k
:= D
k0,
. On D
ks,t
we dene an operator by
setting
t0,t1
(c
1
)
tn1,tn
(c
n
)
t0,t1
(c
(1)
c
1
)
tn1,tn
(c
(n)
c
n
).
To see that this is well-dened, we simply observe that the operator has a formal
adjoint on that domain, namely, simply the operator whith c replaced by c
. (By
taking joint renements, if necessary, we may assume that the two vectors we
choose to check the adjoint condition are in the same D
k
.)
We extend this operator by amplication to an operator k
s,t
(c) on D
k
= D
k0,s
D
ks,t
D
kt,
. Clearly, c k
s,t
(c) is multiplicative, so that the k
s,t
dene a family
of homomorphisms.
A simple application of coassociativity (and, once more, (4.5)) shows that k
r,s
k
s,t
= k
r,t
for r < s < t. Therefore, the family of mappings k
s,t
forms a Levy
process on ( over (D
k
, ) with generator . That D
k
is dense in H
k
, will
follow from the proof of Theorem 3.6.
4.3. Proof of Theorems 3.6 and 3.7. By Theorem 3.4 we know that for B
T(B
0
)
(B) = (k
t0,t1
)
T(0)

T(0)
(k
tn1,tn
)(B)
converges in norm and denes a cyclic QLP J
s,t
on D
J
. We have ,B = id
and ( ) = M is the generator of J
s,t
. by Proposition 3.3 the restriction
of J
s,t
to B is a QLP

j
s,t
with generator . For the proof of

j = j it suces to
show that |
j
s,t
(b)|
2
0. So it remains to be shown
576 MICHAEL SCH

Proposition 4.7. For all b, d B we have
lim
(b), j
s,t
(d) = e
(ts)
(b
d).
Proof. Let = s = t
0
< t
1
< . . . < t
n1
< t
n
= t and write j
s,t
= j
t0,t1
. . .
j
tn1,tn
. Then, as in the proof of Proposition 4.4, from Proposition 4.3 we nd
(b), j
s,t
(d) = L
t1t0
. . . L
tntn1
(b d),
where we dene the linear functionals L
r
(bd) := k
0,r
(b), j
0,r
(d) on BB.
We are done, if we show that the L
r
fulll the conditions of Lemma 4.2 with
the correct linear term. In fact, if in (4.3) we insert = 0, r (so that || = r)
and perform the limit over , the estimate remains valid for
{0,r}
(d), k
0,r

(b) = L
r
(b d).
This ends also the proof of Theorem 3.7. We have
Corollary 4.8. The vectors k
s,t
, c (, generate D
j
in the sense that
D
j
= D
k
= span
_
k
t0,t1
(c
1
) k
tn1,tn
(c
n
):
n N, 0 s t < , s = t
0
t
1
t
n1
t
n
= t, c
1
, . . . , c
n
(
_
.
Acknowledgments. We wish to thank the referee for a number of very insightful
comments that helped a lot to improve the presentation.
References
1. Accardi, L., Sch urmann, M., and von Waldenfels, W.: Quantum independent increment
processes on superalgebras, Math. Z. 198 (1988) 451477.
2. Arveson, W.: Noncommutative Dynamics and E-Semigroups, Monographs in Mathematics,
Springer, New York Berlin Heidelberg, 2003
3. Franz, U.: Levy processes on quantum groups and dual groups, in: M. Sch urmann, U.
Franz, editors, Quantum Independent Increment Processes II, Lect. Notes Math. 1866 161
257 (2006), Springer, New York Berlin Heidelberg.
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Soc. 136 (2008) 989997.
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Phys. 280 (2008) 575610.
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hadur, editor, Proc. R.C. Bose Memeorial Symposium (1990), Wiley Eastern, New Delhi.
9. Parthasarathy, K. R. and Sunder, V. S.: Exponentials of indicator functions are total in
the boson Fock space (L
2
[0, 1]), in: R. L. Hudson and J. M. Lindsay, editors, Quantum
Probability Communications X (1998) 281284, World Scientic, Singapore.
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Phys. 140 (1991) 589615.
11. Sch urmann, M.: White Noise on Bialgebras, Lect. Notes Math., vol. 1544, Springer, New
York Berlin Heidelberg, 1993.
12. Sch urmann, M. and Vo, S.: Positivity of free convolution semigroups, in: J.C. Garcia, R.
Quezada, S.B. Sontz, editors, Quantum Probability and Related Topics, Proceedings of the
28th Conference (2008) 225241, World Scientic, Singapore.

13. Skeide, M.: Indicator functions of intervals are totalizing in the symmetric Fock space
(L
2
(R
+
)), in: L. Accardi, H.-H. Kuo, N. Obata, K. Saito, Si Si, L. Streit, editors, Trends in
Contemporary Innite Dimensional analysis and Quantum Probability, Natural and Math-
ematical Sciences Series 3 (2000) 421424, Istituto Italiano di Cultura (ISEAS), Kyoto.
Volume in honour of Takeyuki Hida, (Rome, Volterra-Preprint 1999/0395).
14. Skeide, M.: Levy processes and tensor product systems of Hilbert modules, in: M.
Sch urmann, U. Franz, editors, Quantum Probability and Innite Dimensional Analysis
From Foundations to Applications, Quantum Probability and White Noise Analysis XVIII
(2005) 492503, World Scientic, Singapore.
15. Voiculescu, D.: Dual algebraic structures on operator algebras related to free products, J.
Operator Theory 17 (1987) 8598.
16. von Waldenfels, W.: Ito solution of the linear quantum stochastic dierential equation de-
scribing light emission and absorption, in: L. Accardi, A. Frigerio, V. Gorini, editors, Quan-
tum Probability and Applications to the Theory of Irreversible Processes, Proceedings, Villa
Mondragone 1982, Lect. Notes Math. 1055 (1984), Springer New York Berlin Heidelberg.
Michael Sch urmann: Institut f ur Mathematik und Informatik, Universit at Greif-
swald, Walther-Rathenau-Str. 47, 17487 Greifswald, Germany
E-mail address: schurman@uni-greifswald.de
URL: http://www.math-inf.uni-greifswald.de/algebra
Michael Skeide: Dipartimento S.E.G.e S., Universit` a degli Studi del Molise, Via de
Sanctis, 86100 Campobasso, Italy
E-mail address: skeide@unimol.it
URL: http://www.math.tu-cottbus.de/INSTITUT/lswas/ skeide.html
Silvia Volkwardt: Institut f ur Mathematik, Humboldt Universit at zu Berlin, Unter
den Linden 6, 10099 Berlin, Germany
E-mail address: silvolk@mathematik.hu-berlin.de
E-SEMIGROUPS SUBORDINATE TO CCR FLOWS
STEPHEN J. WILLS
Abstract. The subordinate E-semigroups of a xed E-semigroup are in
one-to-one correspondence with local projection-valued cocycles of . For
the CCR ow we characterise these cocycles in terms of their stochastic gen-
erators, that is, in terms of the coecient driving the quantum stochastic
dierential equation of Hudson-Parthasarathy type that such cocycles neces-
sarily satisfy. In addition various equivalence relations and order-type rela-
tions on E-semigroups are considered, and shown to work especially well in
the case of those semigroups subordinate to the CCR ows by exploiting our
characterisation.
1. Introduction
Two strands of noncommutative analysis developed contemporaneously in the
1980s: within the eld of quantum probability there was great interest in quantum
stochastic calculi, and especially successful was the bosonic calculus of Hudson
and Parthasarathy ([6]). Meanwhile, Arveson and Powers considered the prob-
lem of understanding endomorphism or E-semigroups on B(H), the algebra of
all bounded operators on a Hilbert space H, thereby generalising Wigners well-
known work for automorphism groups from the 1930s ([3]). Signicant relations
between the two were explored by Bhat some time later ([5]), exploiting the fact
that a central object for the quantum probabilists is an archetypal example of an
E-semigroup, namely the right shift semigroup on (symmetric) Fock space, oth-
erwise known as the CCR ow. Bhat in particular initiated the study of various
order structures, looking at local positive contraction cocycles for the CCR ow
since these characterise the completely positive (CP) semigroups subordinate to
the given E-semigroup. In this paper we shall continue our study of cocycles of
the CCR ow from [14], in particular studying the order relation on orthogonal
projection-valued cocycles, and determining which of these cocycles are equivalent
in a natural sense.
To make matters more concrete, we give some denitions.
Denition 1.1. Let H be a Hilbert space. An E-semigroup on B(H) is a family
of maps = (
t
: B(H) B(H))
t0
that satisfy:
(i)
0
= id
B(H)
and
s+t
=
s

t
for all s, t 0;
(ii)
t
is an endomorphism of B(H), i.e. a

-homomorphism, for each t 0;
2000 Mathematics Subject Classication. Primary 81S25; Secondary 46L55, 47D06.
Key words and phrases. E-semigroup, cocycle, subordination, quantum stochastic dierential
equation.
579
Vol. 4, No. 4 (2010) 579-592
580 STEPHEN J. WILLS
(iii) the map S
t
(S) is normal for each t 0, and the map t
t
(S) is
continuous in the weak operator topology for each S B(H).
If, in addition, we have
(iv)
t
(I) = I for all t, where I is the identity operator on H,
then is called an E
0
-semigroup.
The theory of these has proved to be signicantly more tricky than the subclass
of automorphism semigroups; dropping the requirement of Wigner that Ran
t
=
B(H) is a nontrivial business. Recent work of Powers et al. ([12, 1, 11]) has
established a new route to the construction of spatial E
0
-semigroups through the
study of CP ows, and as with Bhats work, local cocycles and subordination are
a key ingredient.
Denition 1.2. Let H be a Hilbert space and let , : B(H) B(H) be a pair
of completely positive maps. We say that dominates , or, equivalently, that
is subordinate to , if their dierence is a completely positive map, and
denote this , or .
Similarly, if instead = (
t
)
t0
and = (
t
)
t0
are E-semigroups, then is a
subordinate of , written , if
t
t
is completely positive for all t 0.
The notion of domination or subordination goes back at least as far as work
of Arveson. More recent generalisations include subordination in the theory of
completely positive denite kernels (i.e. maps k : S S B(/; B) satisfying a
suitable positivity requirement, where S is a set and /, B are C
-algebras) and
semigroups of these ([4], Section 3.3). A characterisation of the subordinates of a
given CP map is the content of Arvesons Radon-Nikod ym Theorem ([2], The-
orem 1.4.2). In this paper we will look only at subordination of one E-semigroup
by another, which gives the opportunity to provide the following short proof of
Arvesons result in this setting.
Lemma 1.3. Let H be a Hilbert space and let , be a pair of endomorphisms on
B(H). The following are equivalent:
(i) ;
(ii) (I)
_
B(H)
_
and (S) = (I)(S) for all S B(H).

Furthermore, for any projection P
_
B(H)
_
, the map : S P(S) is a

subordinate of .
Remark 1.4. Throughout, unless otherwise specied, or obvious, all projections
on Hilbert spaces will be orthogonal projections.
Proof. Suppose that . Let S B(H). Then
0
_
I S
_
I
S
_
=
_
I S
S
S
_
E-SEMIGROUPS SUBORDINATE TO CCR FLOWS 581
and since the dierence is 2-positive we have
0
_
(I) 0
0 I
_
( )
(2)
__
I S
S
S
___
(I) 0
0 I
_
=
_
(I)(I)(I) (I)
3
(I)
_
(S) (S)
_
_
(S
) (S
)
_
(I) (S
S) (S
S)
_
=: R.
But (I) (I), and these operators are projections, hence
(I)(I)(I) = (I) = (I)
3
.
Thus the top-left hand corner of the positive 2 2 operator matrix R is zero.
Writing this as R = T
T for T = [
A B
C D
], where A, B, C, D B(H), it follows that
A = C = 0, and so the o-diagonal entries of R are also zero. Hence (I)(S) =
(S) = (S)(I) and thus (i) implies (ii).
That (ii) implies (i) follows from the nal part of the lemma concerning the
map , and this follows since for such projections P we have
(S) (S) = P
(S)P
,
so that is CP.
Remark 1.5. (a) In proving that (i) implies (ii) we do not use the full force of
the assumption that is CP, but in fact only require that this dierence be
2-positive (and can then conclude that the dierence is in fact CP). Such a feature
is also found in Bhats generalisation of this lemma ([5], Proposition 4.2) where he
starts with a unital endomorphism and a CP map , and, assuming only that
is positive, shows that the dierence is CP, with (S) = (I)(S) where
(I)
_
B(H)
_
is a positive contraction.
(b) In the above, if and are endomorphisms with , then is determined
by the value of the projection (I). On the other hand, unless (I) = I, dierent
projections in
_
B(H)
_
can yield the same subordinate of . Indeed, if

1
(S) =
P
1
(S) and
2
(S) = P
2
(S) are subordinates of dened by projections P
1
, P
2

_
B(H)
_
, then
1
=
2
if and only if there are projections p (I) and q
1
, q
2

(I)
such that P
1
= p +q
1
and P
2
= p +q
2
.
Example 1.6. Let H be a Hilbert space and L B(H) an isometry. Let (S) :=
LSL
, an endomorphism of B(H). Projections P

_
B(H)
_
are either of the

form LL
+ Q or Q where Q is a projection with Q (I)
. The corresponding
subordinates of are and 0 respectively.
To apply the lemma to E-semigroups in Theorem 1.9 below (which is a special
case of Theorem 4.3 of [5]) we require a little more terminology.
Denition 1.7. Let H be a Hilbert space and an E-semigroup on B(H). A
family of contraction operators X = (X
t
)
t0
on H is a left -cocycle if
(i) X
0
= I;
(ii) X
s+t
= X
s
s
(X
t
) for all s, t 0;
(iii) the maps t X
t
and t X
t
are continuous in the strong operator
topology.
If, instead, (ii) is replaced by
(ii)
X
s+t
=
s
(X
t
)X
s
for all s, t 0
then we speak of a right -cocycle. A local -cocycle is a cocycle for which X
t

t
_
B(H)
_
for each t 0 and so is both a left and right cocycle.

Remark 1.8. (a) Contractivity of each X
t
is not always assumed; in [10] we con-
sidered cocycles for which the X
t
can be unbounded (in which case the continuity
condition (iii) is altered appropriately). However, the contractivity restriction here
is appropriate for this paper.
(b) Typically it is only strong continuity of t X
t
that is assumed, and the class
of cocycles is restricted (e.g. to unitary-valued cocycles). The continuity required
above is automatically true for weak operator measurable isometry-valued cocycles
([3], Proposition 2.3.1) and weak operator measurable positive contraction cocycles
([5], Appendix A) on separable Hilbert spaces; also for local cocycles of the CCR
ow that are weakly continuous at t = 0 ([14], Proposition 2.1) on arbitrary Hilbert
spaces.
(c) Although a local cocycle is both a left and right cocycle, the converse is not
true as can easily be seen from Proposition 3.1 of [14].
Theorem 1.9. Let H be a Hilbert space and let and be E-semigroups on B(H).
The following are equivalent:
(i) ;
(ii) B := (B
t
=
t
(I))
t0
is a projection-valued, local -cocycle such that
t
(S) = B
t
t
(S) for all S B(H).
Moreover, if C = (C
t
)
t0
is any projection-valued, local -cocycle, then
t
(S) :=
C
t
t
(S) denes an E-semigroup subordinate to .
Proof. Using Lemma 1.3, the proof is now just a matter of checking that denitions
hold. For example if (i) holds, then each B
t
=
t
(I)
t
_
B(H)
_
and is projection-
valued, with
B
s+t
=
s+t
(I) =
s
_
t
(I)
_
=
s
(I)
s
_
t
(I)
_
= B
s
s
(B
t
).
Since B
s
B
t
whenever s t, and t B
t
is weak operator continuous, it is
strong operator continuous and thus a local -cocycle.
Remark 1.10. (a) The lack of injectivity for single maps noted after Lemma 1.3
does not arise for E-semigroups and cocycles: if P is a projection-valued, local
-cocycle, then
P
t
= P
t
t
(P
0
) = P
t
t
(I) so P
t

t
(I).
(b) It follows from this result that the only E
0
-semigroup subordinate to an
E
0
-semigroup is itself.
Example 1.11. Let H be a Hilbert space and L = (L
t
)
t0
a strongly continuous
semigroup of isometries on H. Put
t
(S) := L
t
SL
t
, then is an E-semigroup. The
only projection-valued, local -cocycle is (
t
(I))
t0
, so that the only subordinate
E-semigroups of is itself.
2. Cocycles of CCR Flows
The most understood class of E-semigroups are the CCR and CAR ows; these
comprise the type I examples, with the work of Powers et al. ([12, 1, 11]) designed
to yield new examples of type II semigroups. Here we revert to a consideration of
the CCR ow, bringing stochastic methods to bear.
Let h and k be a pair of Hilbert spaces, called the initial space and noise
dimension space respectively. For each measurable set I [0, [ let T
I
denote
the symmetric/bosonic Fock space over L
2
(I; k), with T
R+
abbreviated to T, so
that
T

= T
I
T
I
c .
This isomorphism is conveniently eected via the correspondence
(f) (f[
I
) (f[
I
c )
dened in terms of the useful total set of exponential vectors:
c
S
:= (f) : f S, where (f) := (1, f, (2!)
1/2
f f, (3!)
1/2
f f f, . . .),
and where S is any suciently large subset of L
2
(R
+
; k). For the purposes of this
paper we shall write c for c
S
in the case that S is the set of (right-continuous) step
functions in L
2
(R
+
; k). The natural unitary isomorphism L
2
(R
+
; k)
= L
2
([t, [; k)
gives rise to the identication
T

= (0) T
[t,[
T
[0,t[
T
[t,[

= T,
and thence the right-shift map
k
t
on B(T) that has image I
[0,t[
B(T
[t,[
). This
map is a normal

-homomorphism. The CCR ow determined by h and k is then
h,k
=
_
h,k
t
:= id
B(h)
k
t
_
t0
.
[We now clarify tensor product notation: denotes the algebraic tensor product,
is used for the tensor product of Hilbert spaces and the spatial tensor product,
whereas denotes the ultraweak tensor product.]
In general we will drop the dependence of the CCR ow on h and k in what
follows, referring, for example, to -cocycles.
Denition 2.1. A -cocycle X is:
(a) adapted if X
t
B(h T
[0,t[
) I
[t,[
for all t 0,
(b) Markov-regular if the expectation semigroup T
t
:= E[X
t
] on h is norm-
continuous, where the vacuum conditional expectation E is dened by
u, E[S]v = u (0), Sv (0), u, v h.
Remark 2.2. A -cocycle X is local if X
t
I
h
B(T
[0,t[
)I
F
[t,[
for each t, which
is a strictly stronger condition than adaptedness whenever dimh > 1.
The following combines Theorem 6.6 of [10] with Theorem 7.5 of [9]. We dene
k := C k, and := I
h
P, where P is the projection

k 0 k.
Theorem 2.3. There is a one-to-one correspondence between the set of Markov-
regular, contraction, left, adapted -cocycles and
C
0
(h, k) := F B(h
k) : F +F
+F
F 0,
under which cocycles X are associated to their stochastic generatorF through
X X
F
, where X
F
is the unique solution of the left Hudson-Parthasarathy
quantum stochastic dierential equation
X
t
= I +
_
t
0
X
s
(F I
F
) d
s
, (2.1)
with

X
s
denoting the ampliation of X
s
B(h T) to all of B(h
k T).
The theorem above says that every such cocycle satises the equation (2.1),
and that all (contractive) solutions of this equation are indeed left cocycles. In the
case when h is nite dimensional or the cocycle is local, the fact that we assumed
that t X
t
is strongly continuous is enough to guarantee that the cocycle is
Markov-regular, but this condition is a nontrivial requirement otherwise. Our
basic reference for quantum stochastic calculus is [8], where the same notations
are used.
Locality of -cocycles is also easily characterised.
Lemma 2.4. Let F C
0
(h, k) and let X = X
F
be the associated left -cocycle.
Then X is local if and only if F I
h
B(
k).
Proof. Since
t
_
B(hT)
_
= I
h
B(T
[0,t[
) I
[t,[
, the result follows from Corol-
lary 6.5 of [10].
Hudson and Parthasarathy focused on determining those F B(h
k) that give
rise to unitary solutions of (2.1). (Co)isometry and contractivity were considered
later, with positive contraction-valued and projection-valued adapted -cocycles
studied in [14] (although for the former see [5] for the case when h = C). In
Section 5.2 of [4] the morphisms of time ordered Fock modules are characterised;
Theorem 4.4.8 of the same paper gives a one-to-one correspondence between en-
domorphisms of product systems of Hilbert modules and local cocycles of an E
0
-
semigroup on a related C
-algebra. These results contain, as a special case, an

alternative characterisation of the local cocycles of the CCR ow.
The following is Proposition 3.2 of [14]. Throughout, when writing elements of
B(h
k) in a 2 2 block form, we use the identication

h
= h (h k),
so that
F =
_
A B
C D
_
for A B(h), B B(h k; h), C B(h; h k) and D B(h k).
Proposition 2.5. Let F C
0
(h, k). The following are equivalent:
(i) X = X
F
is projection-valued;
(ii) F A B(
k) for some commutative von Neumann algebra A, and F +

F
F = 0;
(iii) F =
_
L
L L
L PI
A B(
k) for some commutative von Neumann algebra

A, where P A B(k) is a projection and PL = 0.
Remark 2.6. (a) The fact that X is, in particular, self-adjoint means that it must
be a left and right cocycle, but not necessarily a local cocycle. Indeed, using
Lemma 2.4, an example is constructed by taking h with dimh > 1, k = C, L = 0,
and P B(h) any nontrivial projection.
(b) When h = C, we have L B(h; hk) = B(C; k) = [k, the column operator
space associated to k, where [u [k denotes the map u, and u[ := [u
.
In this case projection-valued, adapted -cocycles, which are now all local, are
indexed by pairs (P, u), where P B(h) is a projection, and u Ker P is a vector.
The new result in this section is the following.
Theorem 2.7. Let X
F
and X
G
be a pair of Markov-regular, projection-valued,
adapted -cocycles with generators
F =
_
L
L L
L P I
_
and G =
_
M
M M
M QI
_
. (2.2)
(a) The following are equivalent:
(i) X
F
t
X
G
t
for all t 0, equivalently X
F
t
X
G
t
= X
F
t
for all t 0.
(ii) G+GF = 0.
(iii) P Q and M = Q
L.
(b) Suppose that F, G A B(
k) for some commutative von Neumann algebra A.

Then the following are equivalent:
(i) There is some H
_
A B(
k)
_
C
0
(h, k) such that
X
F
t
= (X
H
t
)
X
H
t
and X
G
t
= X
H
t
(X
H
t
)
for all t 0. (2.3)

(ii) The projections P and Q are equivalent in A B(k), that is, there is some
D A B(k) such that P = D
D and Q = DD
.
In this case any H for which (2.3) holds has the form H =
_
A B
C DI
with D as
above and where
C = M +E, B = L
D, and A =
1
2
(E
E +BB
+C
C) +iK
for some E A [k satisfying Q
E = 0 and some K = K
A.
Remark 2.8. The condition E A [k eectively means that it can be written
in block form as a column with entries taken from A.
Proof. (a) Let =
i
u
i
(f
i
), =
j
v
j
(g
j
) hc. Then the rst and
second fundamental formulae of quantum stochastic calculus ([8], Theorems 3.13
and 3.15) give that
X
F
t
, X
G
t
, X
F
t

is equal to
_
t
0
_
X
F
s
(s), (GI
F
)
X
G
s
(s) +(F I
F
)
X
F
s
(s),

X
G
s
(s)
+(F I
F
)
X
F
s
(s), (GI
F
)
X
G
s
(s) (s), (F I
F
)
X
F
s
(s)
_
ds
(2.4)
=
_
t
0
_
(s),

X
F
s
[(F +G+FG) I
F
]
X
G
s
(s) (s), (F I
F
)
X
F
s
(s)
_
ds
where (s) =
i
u
i

f
i
(s) (f
i
) and similarly for (s), with

d :=
_
1
d
_
for any
d k. Thus if (i) holds, then the integral above is zero, and since the integrand is
continuous in a neighbourhood of 0 we get
(0), [(F +G+FG) I
F
](0) (0), (F I
F
)(0) = 0
from which (ii) follows since (0) and (0) range over a total subset of h
k T.
Let A be a commutative von Neumann algebra as in Proposition 2.5. To
see that (ii) implies (i), note that in (2.4) the term in square brackets equals
F I
F
(A B(
k)) I
F
, which commutes with

X
F
s
(A I
k
)B(T). Con-
sequently X
F
X
G
and X
F
are both solutions of the right version of the Hudson-
Parthasarathy QSDE (2.1) for the same coecient F, and so uniqueness of solu-
tions gives (i).
Finally, (ii) is equivalent to the following four equations being satised:
M
L = M
M, M
P = 0, M = Q
L and PQ = P.
That all four together are equivalent to just the last two is a consequence of the
fact that QM = 0, equivalently Q
M = M, and also PL = 0.
(b) This time, for any H
_
A B(
k)
_
C
0
(h, k), it follows that (X
H
)
X
H
and
X
H
(X
H
)
are both left and right cocycles, with stochastic generators H + H
+
H
H and H +H
+HH
respectively. (The argument follows similar lines to

part (a); see also Lemma 3.1 of [14].) Uniqueness of generators implies that an H
exists such that (i) holds if and only if
H +H
+H
H = F and H +H
+HH
= G.
Writing H in block form as in the statement, this becomes
_
A+A
+C
C B +C
D
B
+D
C D
D I
_
=
_
L
L L
L P I
_
(2.5)
and
_
A+A
+BB
+BD
C +DB
DD
I
_
=
_
M
M M
M QI
_
. (2.6)
This shows immediately that (i) implies (ii).
To see that (ii) implies (i), we have to satisfy a total of eight equations when
comparing components in (2.5) and (2.6). However, (ii) is merely the statement
that it is possible to nd D A B(k) such that the bottom-right components
are equal in both equations. Comparing bottom-left components we need
B
+D
C = L and C +DB
= M. (2.7)
But note that DD
= Q and D
D = P, so D is a partial isometry with initial

projection P and nal projection Q. Since PL = 0, it follows that DL = 0 as well;
similarly D
M = 0. Eliminating B from (2.7) yields a necessary condition on C:

(I DD
)C = M DL so Q
C = M.
Since Q
M = M, all solutions to this equation have the form C = M + E with

E A [k satisfying Q
E = 0. But now putting this back into the rst equation

in (2.7) we get
B
= L D
M D
E so B = L
D.
Now the bottom-left components of (2.5) are equal by construction, hence so are
the top-right components. For the o-diagonal components in (2.6) we have
C +DB
= M +E +DL DD
E = M +DL +Q
E = M
as required.
Finally, to ensure that the top-left components in (2.5) and (2.6) are equal, it is
clear that twice the real part of A must equal both L
LC
C and M
MBB
,
with the imaginary part unconstrained. That these two conditions can be satised
simultaneously follows since
L
L C
C = L
L (M +E)
(M +E)
= L
L M
M E
E M
E E
M
= L
L M
M E
E,
since M
E = (Q
M)
E = M
E = 0, and similarly
M
M BB
= M
M (L
D)(L
D)
= M
M L
L E
QE +E
DL + (DL)
E
= L
L M
M E
E.
Thus, if (ii) holds, that is if P and Q are equivalent in A B(k), then it is pos-
sible to ll out the matrix for H in a way such that (2.5) and (2.6) both hold,
hence (i) holds. Moreover, the computations above reveal all possible solutions to
the problem.
Remark 2.9. (a) Part (a) above is in some sense more satisfactory that part (b)
since we must have F /B(
k) and G A B(
k) for a pair of commutative

von Neumann algebras / and A, but no relation between these algebras is im-
posed. Indeed, take k = C
2
, and h of dimension at least 2 so that we can pick
noncommuting projections p, q B(h). Then let
F =
_
0 0
0 P I
_
, and G =
_
0 0
0 QI
_
where P =
_
p 0
0 0
_
and Q =
_
I
h
0
0 q
_
.
Since G + GF = 0, we have X
F
X
G
. However, any von Neumann algebra
A
1
that satises F, G A
1
B(
k) must contain both p and q. The assumption

in (b) about the existence of the common commutative von Neumann algebra is to
facilitate pushing the coecient H past the cocycle X
H
in the proof; when h = C,
however, this is not actually a restriction.
(b) In part (b), since X
F
and X
G
are projection-valued cocycles, it follows
that X
H
must be partial isometry-valued. A necessary and sucient condition on
H A B(
k) for it to be the generator of a partial isometry-valued cocycle ([14],

Proposition 3.3) is that
H +H
+H
H +HH +HH
+HH
H = 0.
The keen reader is invited to check directly that an H satisfying the structure
relations in part (b) does indeed satisfy this equation.
3. Relations on the Subordinates of an E-semigroup
For a given E-semigroup on some B(H), let Sub() denote the set of E-
semigroups that are subordinate to . We now turn our attention to possible
natural relations that can be dened on the set of all E-semigroups on B(H), or
perhaps just on Sub() for some such semigroup .
The most obvious is clearly the relation of subordination itself. It is imme-
diate from the denition that it is a partial order on the set of all E-semigroups,
hence on each subset Sub().
Lemma 3.1. Let be an E-semigroup and , Sub(). Then if and
only if
t
(I)
t
(I) for all t 0.
Proof. If , then in particular (
t

t
)(I) 0, and so
t
(I)
t
(I). Con-
versely, suppose that we have
t
(I)
t
(I) for each t. Now by Theorem 1.9, the
families (
t
(I))
t0
and (
t
(I))
t0
are projection-valued, local -cocycles, and also
each
t
(I)
t
(I) is a projection, with
t
(S)
t
(S) =
_
t
(I)
t
(I)
_
t
(S) =
_
t
(I)
t
(I)
_
t
(S)
_
t
(I)
t
(I)
_
for all S B(H), so that
t
t
is CP as required.
Remark 3.2. The temptation to adjust the hypotheses above and deal with all
E-semigroups rather than those from Sub() should be resisted. Whilst it is true
that given any two E-semigroups and , if , then
t
(I)
t
(I), the
converse is not true: if and are E
0
-semigroups, then obviously
t
(I) =
t
(I),
but we need not have = .
Let us apply this to the set Sub() for the CCR ow =
h,k
. By Theorem 1.9
any E-semigroup subordinate to is determined by a projection-valued, local -
cocycle (X
t
=
t
(I))
t0
, and from Lemma 2.4, Theorem 2.3 and Proposition 2.5,
this in turn is specied uniquely by a pair (P
, u
) where P
B(k) is a projection,
and u
Ker P
, through
X
= X
F
for F = I
h
_
|u
|
2
u
[
[u
_
. (3.1)
So, from part (a) of Theorem 2.7, we get the following.
Proposition 3.3. Suppose that , Sub() with associated projection-valued,
local -cocycles X
and X
, whose stochastic generators have the form (3.1).

Then if and only if
(i) P
and
(ii) u
= u
+u
for some u
(k) P
(k).
Example 3.4. Let h = C and k = L
2
[0, 1]. For each r [0, 1] let P
r
denote the
projection P
r
f = f1
[0,r]
on k. Then dene
(r)
to be the E-semigroup associated
to the projection-valued, local -cocycle with stochastic generator
F
r
=
_
0 0
0 P
r
I
_
.
It follows that for all r s in [0, 1] we have
(r)

(s)
, that is, Sub() contains an
uncountable, linearly ordered subset. This can only happen since we have taken
an innite dimensional k, although the noise dimension space k is separable. In
the case of a nite dimensional k the maximum number of distinct semigroups in
a chain in Sub() is 1 + dimk.
In the theory of E-semigroups, a trick to overcome such features of relations is
to consider semigroups up to some form of equivalence.
Denition 3.5. E-semigroups and on B(H) are cocycle conjugate if there is
a left -cocycle U such that
(i)
t
(S) = U
t
t
(S)U
t
for all t 0, S B(H), and
(ii)
t
(I) = U
t
U
t
.
This is denoted , or
U
if we want to highlight the particular cocycle.
Most of the literature in this area deals solely with E
0
-semigroups, when a
seemingly dierent denition of cocycle conjugacy is found: E
0
-semigroups and
are called cocycle conjugate if there is a unitary, left -cocycle U such that
condition (i) above holds. However, note that if and are E
0
-semigroups above,
then conditions (i) and (ii) together imply that the U
t
are unitaries. Since we are
forced to deal in this paper with general E-semigroups (recall Remark 1.10 (b)),
we need the version of cocycle conjugacy given in Denition 3.5, where the U
t
are
partial isometries courtesy of (ii), but not necessarily unitaries.
Proposition 3.6. The relation is an equivalence relation on the set of all E-
semigroups on B(H).
Proof. We have
U
for U
t
=
t
(I). If
U
, then
U
s+t
=
s
(U
t
)U
s
=
s
(I)
s
(U
t
)U
s
= U
s
U
s
s
(U
t
)U
s
= U
s
(U
t
),
so that U
is a left -cocycle, with

t
(I) = U
t
t
(I)U
t
= (U
t
U
t
)
2
= U
t
U
t
, and
U
t

t
(S)U
t
=
t
(S), so that
U
. Similar computations show that if
U

and
V
, then
V U
, where V U = (V
t
U
t
)
t0
is a left -cocycle.
The following relation was then discussed in [13].
Denition 3.7. Let H be a Hilbert space and let , be E-semigroups on B(H).
Write if
for some other E-semigroup
for which
.
Proposition 3.8. The relation is reexive and transitive.
Proof. Reexivity is immediate: and , so that . To establish
transitivity assume that and . So there are E-semigroups
and
and cocycles U and V such that

U

,
V

and
.
Set V
t
= V
t
t
(I), then, using Theorem 1.9,
V
s+t
= V
s
s
(V
t
)
s
_
t
(I)
_
= V
s
s
(V
t
)
s
_
t
(I)
_
s
(I) = V
s
(V
t
),
so that V
is a left
-cocycle. Moreover
(V
t
)
t
=
t
(I)V
t
V
t
t
(I) =
t
(I)
t
(I)
t
(I) =
t
(I).
Consequently, if we dene
t
(S) = V
t
(S)(V
t
)
,
then
is an E-semigroup, with
by construction. Also
t
(S)
t
(S) = V
t
t
(S)V
t
V
t
(S)(V
t
)
= V
t
(
t
t
)(S)V
t
,
so that
. But then
and
, showing that .
However, as noted in [13], the problem is proving that is antisymmetric on
the set of all E-semigroups considered up to cocycle conjugacy. That is, if
and do we necessarily have ? New results of Liebscher suggests that
it is not antisymmetric ([7]).
Inspired by the results of Section 2, we instead introduce an alternative relation
on the subset Sub(), rather than deal with all E-semigroups simultaneously.
Denition 3.9. Let be an E-semigroup on B(H), and let , , Sub(). We
dene
if there is a local -cocycle U such that
t
(I) = U
t
U
t
and
t
(I) = U
t
U
t
for all t 0.
We write
U
to highlight the particular -cocycle U. In addition we dene

if there is some
Sub() such that
with
.
These relations behave similarly to the versions without the superscript .
Proposition 3.10. The relation
on Sub() is an equivalence relation. The

relation
is reexive and transitive.

Proof. If Sub(), then U
t
=
t
(I) is a local -cocycle for which
U
, so
that
is reexive. Symmetry is obvious, since if U is a local -cocycle, then so

is U
. Finally, transitivity follows since if U and V are local -cocycles, then so is

the pointwise product V U = (V
t
U
t
)
t0
, from which we quickly get that if
U

and
V
, then
V U
.
For the putative partial order
, reexivity follows as for . For transitivity,

suppose that , , Sub() with
and
, through the use of local

-cocycles U and V for which

and
.
Set V
t
= V
t
t
(I), a pointwise product of local -cocycles, hence itself a local
-cocycle. Moreover
Ran
t
(I) Ran
t
(I) = initial space of V
t
,
so that V
is partial isometry-valued with initial projection
t
(I). Let P
t
=
V
t
(V
t
)
, a projection-valued, local -cocycle, and let
Sub() be the E-
semigroup determined by this P through Theorem 1.9. Then
t
(I) = P
t
=
V
t
(V
t
)
, hence
. Moreover,
t
(I) = V
t
t
(I)V
t
V
t
V
t
=
t
(I)
so that
. Thus
as required.
For the CCR ow the missing piece of the puzzle is provided by Theorem 2.7.
Proposition 3.11. For the CCR ow , if , Sub() with
and

, then
.
Proof. Let , Sub() with associated projection-valued, local -cocycles X
and X
, whose stochastic generators are F
and F
, where
F
= I
h
_
|u
|
2
u
[
[u
_
, F
= I
h
_
|u
|
2
u
[
[u
_
,
in the notation (3.1). By part (b) of Theorem 2.7 we have
if and only if
P
, that is if and only if P
and P
are equivalent projections.

Now by assumptions there are
Sub() such that
with
,
and
with
. Maintaining the same notation for the generators of

X
and X
, we have, now using part (a) of Theorem 2.7 as well as Lemma 3.1,
that
P
, P
, P
and P
.
That is, P
and P
, where here denotes subequivalence of projections

in B(k). But this shows that P
, and so
as required.
Example 3.12. Let
(r)
: r [0, 1] Sub(
h,k
) be the E-semigroups from
Example 3.4 where h = C, k = L
2
[0, 1]. Now P
r
I for each r ]0, 1] (since
P
r
= T
r
T
r
and T
r
T
r
= I where (T
r
f)(s) =

rf(rs)), and so it follows that
(r)
.
Acknowledgment. Comments from Martin Lindsay, Michael Skeide and the
referee received during the writing of this paper resulted in several useful improve-
ments and clarications.
References
1. Alevras, A., Powers, R. T., and Price, G. L.: Cocycles for one-parameter ows of B(H), J.
Funct. Anal. 230 (2006) 164.
2. Arveson, W.: Subalgebras of C
-algebras, Acta Math. 123 (1969) 141224.

3. Arveson, W.: Noncommutative Dynamics and E-semigroups, Springer-Verlag, New York,
2003.
4. Barreto, S. D., Bhat, B. V. R., Liebscher, V., and Skeide, M.: Type I product systems of
Hilbert modules, J. Funct. Anal. 212 (2004) 121181.
5. Bhat, B. V. R.: Cocycles of CCR ows, Mem. Amer. Math. Soc. 149 no. 709 (2001).
Comm. Math. Phys. 93 (1984) 301323.
7. Liebscher, V.: A counter-Bernstein example for product systems, Presentation at Interna-
tional Conference on Quantum Probability and Related Topics Bangalore (2010).
8. Lindsay, J. M.: Quantum stochastic analysis an introduction, in: Quantum Indepen-
dent Increment Processes, volume 1865 of Lecture Notes in Mathematics (2005) 181271,
Springer, Heidelberg.
9. Lindsay, J. M. and Wills, S. J.: Existence, positivity, and contractivity for quantum sto-
chastic ows with innite dimensional noise, Probab. Theory. Related Fields 116 (2000)
505543.
10. Lindsay, J. M. and Wills, S. J.: Markovian cocycles on operator algebras, adapted to a Fock
ltration, J. Funct. Anal. 178 (2000) 269305.
11. Markiewicz, D. and Powers, R. T.: Local unitary cocycles of E
0
-semigroups, J. Funct. Anal.
256 (2009) 15111543.
12. Powers, R. T.: Continuous spatial semigroups of completely positive maps of B(h), New
York J. Math. 9 (2003) 165269.
13. Powers, R. T.: Comparison theory for E-semigroups, Presentation at Quantum Probability:
Noncommutative and Stochastic Analysis, Nottingham (2006).
14. Wills, S. J.: On the generators of quantum stochastic operator cocycles, Markov Proc.
Related Fields 13 (2007) 191211.
Stephen J. Wills: School of Mathematical Sciences, University College Cork,
Cork, Ireland
E-mail address: s.wills@ucc.ie
CHARACTERIZATION OF UNITARY PROCESSES
WITH INDEPENDENT INCREMENTS
UN CIG JI
, LINGARAJ SAHU*, AND KALYAN B. SINHA*
Abstract. In this paper, we study unitary Gaussian processes with in-

dependent increments with which the unitary equivalence to a Hudson -
Parthasarathy evolution systems is proved. This gives a generalization of
results in [11] and [12] in the absence of the stationarity condition.
1. Introduction
In the framework of the theory of quantum stochastic calculus developed by the
work of Hudson and Parthasarathy,consider the (HP) quantum stochastic dier-
ential equations (qsde)
dV
t
=
,0
V
t
L
(t)
(dt), V
0
= 1
h
, (1.1)
(where the coecients L
(t) : , 0 are bounded operator-valued locally

bounded functions on R
+
in the initial Hilbert space h and
are the fundamental

processes in the symmetric Fock space =
sym
(L
2
(R
+
, k)) with respect to a
xed orthonormal basis (in short ONB) E
j
: j 1 of the noise Hilbert space
k ) ([2]). The conditions for existence and uniqueness of a solution V
t
were
studied by Hudson and Parthasarathy and others when the coecient operators
L
(t) are constants ([6, 8, 10]). In particular, in the absence of the conservation
martingale, the equation takes the form
dV
t
=
j
V
t
L
j
(t)a
(dt) V
t
L
j
(t)a(dt) +V
t
G(t)dt
with the formal unitarity condition:
j
L
j
(t)L
j
(t) + 2Re G(t) = 0
for almost every t 0, in analogy with the case when L
are constants. The

existence and unitarity of the solution V for the time dependent case will be
proven here in theorem 5.1.
2000 Mathematics Subject Classication. 60G51; 81S25.
Key words and phrases. Gaussian unitary processes, independent increment.
Partially supported by Mid-career Researcher Program through NRF grant funded by the
MEST (No. R01-2008-000-10843-0).
* Supported by the UK- India Education and Research Initiative (UKIERI) project RA2007.
Partically supported by CSIR, Government of India, through Bhatnagar Fellowship.

593
Vol. 4, No. 4 (2010) 593-614
594 UN CIG JI, LINGARAJ SAHU, AND KALYAN B. SINHA
In a series of earlier work ([11, 12]) it has been shown that unitary evolutions
on h 1 with stationary, independent increments and satisfying a Gaussian con-
dition (where h and 1 are separable Hilbert spaces) with bounded or possibly
unbounded generator ( in the second case, one needs some further conditions ) are
unitarily isomorphic to the solutions of qsde of the type (1.1) with time indepen-
dent coecients.
In this article we are interested in the characterization of unitary evolutions
with only independent increments on h 1 and with the assumption that the
expectation evolution relative to a distinguished vector in 1 is Lifshitz in the time
variable.
The article is organized as follows: Section 2 is meant for recalling some pre-
liminary ideas and xing some notations on linear operators on Hilbert spaces
and Section 3 collects some results associated with Hilbert space and properties
of evolutions. The main results of section 3 are proved in the Appendix. Section
3 also contain the description of the unitary processes with independent incre-
ments and the assumptions on them. Section 4 is dedicated to the construction
of a Hilbert space, called the noise space and operator coecients associated with
them. The HP evolution system and its minimality are discussed in Section 5 and
consequently the unitary equivalence of the solution with the unitary process is
proven.
2. Notation and Preliminaries
We assume that all Hilbert spaces in this article are complex separable with
inner products which are anti-linear in the rst variable. For each Hilbert spaces
1 and / we denote the Banach spaces of all bounded linear operators from 1
to / and all trace class operators on 1 by B(1, /) and B
1
(1), respectively, and
the trace on B
1
(1) by Tr(). We note that for each h 1, there exists a unique
operator F
h
B(/, 1/) such that
F
h
k = h k for all k /. (2.1)
Let h and 1 be two Hilbert spaces with orthonormal bases e
j
: j 1 and
j
: j 1, respectively. For each A B(h 1) and u, v h we dene a linear
operator A(u, v) B(1) by
1
, A(u, v)
2
= u
1
, A v
2
,
1
,
2
1
and read o the following properties (for the proof, see Lemma 2.1 in [11]):
Lemma 2.1. Let A, B B(h 1). Then for any u, v, u
i
, v
i
h (i = 1, 2) we
have
(i) A(, ) : h h B(1) is a jointly continuous sesqui-linear map, and if
A(u, v) = B(u, v) for all u, v h, then A = B,
(ii) A(u, v) = F
u
AF
v
, |A(u, v)| |A||u||v| and A(u, v)
= A
(v, u),
(iii) A(u
1
, v
1
)B(u
2
, v
2
) = [A([v
1
>< u
2
[ 1
H
) B] (u
1
, v
2
),
(iv) AB(u, v) =
j1
A(u, e
j
)B(e
j
, v), where the series converges strongly,
(v) 0 A(u, v)
A(u, v) |u|
2
A
A(v, v),
UNITARY PROCESSES WITH INDEPENDENT INCREMENTS 595
(vi) for any
1
,
2
1 we have
A(u
1
, v
1
)
1
, B(u
2
, v
2
)
2
=
j1
u
2

j
, [B([v
2
>< v
1
[ [
2
><
1
[)A
] u
1

j
= v
1

1
, [A
([u
1
>< u
2
[ 1
H
)B] v
2

2
.
For each A B(h 1) and Z
2
= 0, 1, we dene an operator A
()
B(h 1) by
A
()
:=
_
A if = 0,
A
if = 1.
For 1 k n, we dene a unitary exchanging map P
k,n
: h
n
1 h
n
1
by
P
k,n
(u
1
u
n
) := u
k,n
(1)
u
k,n
(n)

on product vectors, where
k,n
is the permutation k, k + 1, , n, 1, . . . , k 1
of 1, 2, , n. Let = (
1
,
2
, ,
n
) Z
n
2
. Consider the ampliation of the
operator A
(
k
)
in B(h
n
1) given by
A
(n,
k
)
:= P
k,n
(1
h
n1 A
(
k
)
)P
k,n
.
Now we dene the operator
A
()
:=
n
k=1
A
(n,
k
)
:= A
(n,1)
A
(n,n)
as in B(h
n
1). Note that as here, through out this article, the product symbol
n
k=1
stands for product with the ordering from 1 to n. For product vectors
u, v h
n
one can see that
A
()
(u, v) =
_
n
i=1
A
(n,i)
_
(u, v) =
n
i=1
A
(i)
(u
i
, v
i
) B(1), (2.2)
moreover, for 1 m n, we see that
_
m
i=1
A
(n,i)
_
(u, v) =
m
i=1
A
(i)
(u
i
, v
i
)
n
i=m+1
u
i
, v
i
B(1). (2.3)
When = 0 Z
n
2
, for simplicity we shall write A
(n,k)
for A
(n,
k
)
and A
(n)
for A
()
.
3. Unitary Processes with Independent Increments
Let U
s,t
: 0 s t < be a family of unitary operators in B(h 1) with
U
s,s
= 1 for any s 0 and be a xed unit vector in 1. Let us consider the
family of unitary operators U
()
s,t
in B(h 1) for Z
2
given by U
(0)
s,t
= U
s,t
and U
(1)
s,t
= U
s,t
. As in Section 2, for xed n 1, Z
n
2
and each 1 k n, we
dene the families of operators U
(n,
k
)
s,t
and U
()
s,t
in B(h
n
1). By identity
(2.2), for product vectors u, v h
n
and Z
n
2
, we have
U
()
s,t
(u, v) =
n
i=1
U
(i)
s,t
(u
i
, v
i
).
We assume the following on the family of unitary U
s,t
B(h 1).
Assumption A:
(A1) (Evolution)
1
For any 0 r s t < , U
s,t
U
r,s
= U
r,t
and U
s,s
= 1,
(A2) (Independence of increments) for any 0 s
i
t
i
< (i = 1, 2) such
that [s
1
, t
1
) [s
2
, t
2
) = ,
(i) U
s1,t1
(u
1
, v
1
) commutes with U
s2,t2
(u
2
, v
2
) and U
s2,t2
(u
2
, v
2
) for any
u
i
, v
i
h (i = 1, 2).
(ii) For pairs (u
i
, v
i
) and (p
j
, w
j
) h(i = 1, 2, . . . , n; j = 1, 2, . . . , k) and
[a, b) and [r, s) disjoint intervals,
_
,
n
i=1
U
(i)
a,b
(u
i
, v
i
)
k
j=1
U
(
j
)
r,s
(p
j
, w
j
)
_
=
_
,
n
i=1
U
(i)
a,b
(u
i
, v
i
)
_ _
,
k
j=1
U
(
j
)
r,s
(p
j
, w
j
)
_
.
Assumption B: (Regularity) for any > t s 0,
sup [, (U
s,t
1)(u, v)[ : |u| = |v| = 1 C[t s[
for some positive constant C independent of s, t.
Remark 3.1. Similar sets of assumptions of independence can also be found in
the analysis of Levy processes([4]).However here,unlike in [11, 12], the stationarity
condition is not assumed.
As in [11, 12], we need further assumptions for Gaussianity and minimality:
Assumption C: (Gaussianity) for each t s 0 and any u
k
, v
k
h,
k
Z
2
(k = 1, 2, 3),
lim
ts
1
t s
_
,
_
3
k=1
(U
(
k
)
s,t
1)(u
k
, v
k
)
_
_
= 0. (3.1)
Assumption D: (Minimality) the set
o
0
=
_
U
s,t
(u, v) :
s = (s
1
, s
2
, , s
n
), t = (t
1
, t
2
, , t
n
); 0 s, t < ,
s
j
t
j
; u =
n
k=1
u
k
, v =
n
k=1
v
k
h, n 1
_
is total in 1.
Remark 3.2. The Assumption D is not really a restriction, one can as well work
by replacing 1 by 1
0
, the closure of the linear span of o
0
. In fact, it is easy to see
that U
s,t
leaves h1
0
invariant and that its restriction to h1
0
is an isometry.
For the unitarity of the restriction, it will be necessary to dene o
0
as the span
of U
()
s,t
(u, v)[s, t; u, v; so that the restriction of U
s,t
to h 1
0
is an isometry.
However, as can be seen in the sequel, we only use the isometry of U
s,t
in this
article.
1
It may be noted that the evolution equation here is from right to left instead of left to right
as was the case in [11], [12]. This is done in order to be in conformity with the notation of [9]
enabling us to use the results there (see Appendix) with minimal changes.
3.1. Vacuum Expectation. Let us look at the various evolutions associated
with the U
s,t
. Dene a two parameter family of operators T
s,t
on h by
u, T
s,t
v := , U
s,t
(u, v) , u, v h.
For each t s 0, since U
s,t
is unitary, T
s,t
is a contractions.
Remark 3.3. The Assumption B implies |T
s,t
1| C[t s[. In particular,
lim
ts
T
s,t
= 1 uniformly in s.
Lemma 3.4. Under the Assumptions A and B, the family T
s,t
of contrac-
tions satises
(i) for any r s t < , T
s,t
T
r,s
= T
r,t
and T
s,s
= 1
h
(ii) for any t
t s 0, |T
s,t
T
s,t
| C[t
t[.
Proof. (i) The evolution and independent increment property of U
s,t
and the
denition of T
s,t
gives the result.
(ii) By (i), for a xed s 0 and any t
t s, we have
|T
s,t
T
s,t
| = | (T
t,t
1) T
s,t
| |T
s,t
||T
t,t
1| C[t
t[.
Then we have the following result about the evolutions of the type T
s,t
by
corollary 6.2 in the Appendix:
There exists G L
loc
(R
+
, B
s
(h)) (denition is given in Appendix) such that
T
s,t
1 =
_
t
s
G()T
s,
d (3.2)
and lim
h0
T
t,t+h
I
h
= G(t) in the strong operator topology for almost every t.
We shall need the following observation (see Equation (6.2) in [11]):
k1
|(U
s,t
1) (
k
, w)|
2
= w, (1 T
s,t
) w +(1 T
s,t
) w, w (3.3)
for any w h, where
k
is an complete orthonormal basis of h.
Lemma 3.5. (i) Under the Assumption C, for any s 0 and n 3,
u, v h
n
and Z
n
2
,we have
lim
ts
1
t s
_
,
_
n
k=1
__
U
(
k
)
s,t
1
_
(u
k
, v
k
)
_
_
_
= 0, (3.4)
(ii) assume B and C.Then for u, v h, product vectors p, w h
n
and Z
2
,
Z
n
2
,we have
lim
ts
1
t s
_
(U
s,t
1)
()
(u, v),
_
U
(
)
s,t
1
_
(p, w)
_
(3.5)
= (1)
lim
ts
1
t s
_
(U
s,t
1) (u, v),
_
U
(
)
s,t
1
_
(p, w)
_
.
Proof. (i) The proof is a simple modication of the proof of Lemma 6.6 in [11].
(ii) The idea here is similar to that in the proof of Lemma 6.7 in [11]. For = 0,
it is obvious. To see this for = 1, put
=
_
U
(
)
s,t
1
_
(p, w)
and consider the following
lim
ts
1
t s
_
U
s,t
+U
s,t
2
_
(u, v),
_
(3.6)
= lim
ts
1
t s
__
U
s,t
1
_
(U
s,t
1)
(u, v),
_
= lim
ts
1
t s
k1
(U
s,t
1) (e
k
, v), (U
s,t
1) (e
k
, u) .
On the other hand, we have
1
t s
k1
(U
s,t
1) (e
k
, v), (U
s,t
1) (e
k
, u)
_
_
k1
1
t s
|(U
s,t
1) (e
k
, v)|
2
_
_
_
_
k1
1
t s
|(U
s,t
1) (e
k
, u)|
2
_
_
.
By (3.3) and (iv) in Lemma, the above quantity is equal to
2Re
_
v,
1 T
s,t
t s
v
_
1
t s
,
__
U
s,t
1
_
(U
s,t
1)
(u, u)
_
= 2Re
_
v,
1 T
s,t
t s
v
_
1
t s
,
_
2 U
s,t
U
s,t
_
(u, u)
_
.
Since by Assumption B, [
_
v,
1Ts,t
ts
v
_
[ C|v|
2
for any v h and since by the
part(i) of this lemma,
lim
ts
1
t s
,
_
2 U
s,t
U
s,t
_
(u, u)
_
= 0,
we obtain by (3.7) that lim
ts
1
ts
_
U
s,t
+U
s,t
2
_
(u, v),
_
=
lim
ts
1
t s
k1
_
(U
s,t
1) (e
k
, u), (U
s,t
1) (e
k
, v)
_
U
(
)
s,t
1
_
(p, w)
_
= 0,
which implies (3.6).
For each s 0 and for vectors u, v, p, w h the identity (3.5) gives
lim
ts
1
t s
_
(U
s,t
1)
()
(u, v), (U
s,t
1)
(
)
(p, w)
_
(3.7)
= (1)
+
lim
ts
1
t s
(U
s,t
1) (u, v), (U
s,t
1) (p, w) .
We now introduce the partial trace Tr
H
which is a linear map from B
1
(h 1)
to B
1
(h) dened by
u, Tr
H
(B)v :=
j1
u
j
, Bv
j
, u, v h
for B B
1
(h 1). In particular, Tr
H
(B) = Tr(B
2
) B
1
for B = B
1
B
2
. Then
we dene a family of operators Z
s,t
0st
on the Banach space B
1
(h) by
Z
s,t
() = Tr
H
_
U
s,t
( [ >< [) U
s,t
, B
1
(h). (3.8)
Thus, for any u, v, p, w h, we have
p, Z
s,t
([w >< v[)u := U
s,t
(u, v), U
s,t
(p, w) . (3.9)
For B
1
(h), by the denition of Z
s,t
and trace norm (see page no. 47 in [5]),
we have
|Z
s,t
()|
1
=
_
_
Tr
H
[U
s,t
( [ >< [) U
s,t
]
_
_
1
= sup
,: ons of h
k1
k
, Tr
H
_
U
s,t
( [ >< [) U
s,t
k
_
sup
,: ons of h
j,k1
k

j
, U
s,t
( [ >< [) U
s,t
k

j
_
_
_
U
s,t
( [ >< [) U
s,t
_
_
1
||
1
.
Thus Z
s,t
is contractive. For any u, v h,
|U
s,t
(u, v)|
2
= u, Z
s,t
([v >< v[)u
and positivity of Z
s,t
is clear.
Lemma 3.6. Under the Assumptions A and B, Z
s,t
is a family of positive
contractive map on B
1
(h) satisfying
(i) for any 0 r s t < , Z
s,t
Z
r,s
= Z
r,t
, Z
s,s
= 1
(ii) for any t
t s 0, |Z
s,t
Z
s,t
|
1
4C[t
t[,
(iii) For any B
1
(h), Tr(Z
s,t
) = Tr().
Proof. (i)To prove evolution property of Z
s,t
it is enough to show that
U
r,t
(u, v), U
r,t
(p, w) = p, Z
r,t
([w >< v[)u = p, Z
s,t
Z
r,s
([w >< v[)u
for any u, v, p, w h. This can be checked by using the evolution and independent
increment properties of the unitary family U
s,t
.
(ii) For any rank one operator = [w >< v[, w, v h, we have
|(Z
s,t
1)([w >< v[)|
1
= sup
{},{} ONB of h
k1
[
k
, (Z
s,t
1)([w >< v[)
k
[
= sup
,
k1
[U
s,t
(
k
, v), U
s,t
(
k
, w)
k
, v
k
, w[
sup
,
k1
[(U
s,t
1)(
k
, v), (U
s,t
1)(
k
, w)[
+ sup
,
k1
[
k
, v, (U
s,t
1)(
k
, w)[
+ sup
,
k1
[, (U
s,t
1)(
k
, v)
k
, w[
sup
,
_
_
k1
|(U
s,t
1)(
k
, v)|
2
_
_
1/2
_
_
k1
|(U
s,t
1)(
k
, w)|
2
_
_
1/2
+ sup
,
_
_
k1
[
k
, v[
2
_
_
1/2
_
_
k1
[
k
, (T
s,t
1)w[
2
_
_
1/2
+ sup
,
_
_
k1
[
k
, w[
2
_
_
1/2
_
_
k1
[
k
, (T
s,t
1)v[
2
_
_
1/2
.
Hence by identity (3.3) and Assumption B we obtain
|(Z
s,t
1)([w >< v[)|
1
2|(T
s,t
1)||w||v| +|(T
s,t
1)w||v| +|(T
s,t
1)v||w|
4C[t s[|w| |v|.
Now any for =
k

k
[
k
><
k
[ B
1
(h), where
k
and
k
are two
orthonormal bases of h and we have
|Z
s,t
() |
1
4C
_
k
[
k
[
_
[t s[ 4C||
1
[t s[
and hence
|Z
s,t
1| 4C[t s[. (3.10)
By evolution property and contractivity of Z
s,t
|Z
s,t
Z
s,t
| = | (Z
t,t
1) Z
s,t
| |Z
s,t
||Z
t,t
1| 4C[t
t[.
(iii) It can be proved as in lemma 6.5 in [11]
The Corollary 6.2 in the Appendix leads to following result for the evolution
Z
s,t
.: Under the Assumptions A and B there exists / L
loc
(R
+
, B
s
(B
1
(h)))
(see Appendix for denition) such that
Z
s,t
1 =
_
t
s
/()Z
s,
d, lim
h0
Z
t,t+h
I
h
= /(t). (3.11)
4. Construction of Noise Space
Consider the algebra M generated by the tuples (u, v, ) with multiplication
structure given by (u, v, ) (p, w,
) = (u w, v z,
). For each s 0 we
dene a scalar valued map K
s
on M M by setting, for (u, v, ), (p, w,
) M,
K
s
((u, v, ), (w, z,
)) := lim
ts
1
t s
__
U
()
s,t
1
_
(u, v),
_
U
s,t
1
_
(p, w)
_
if the limit exists.
Theorem 4.1. For almost every s 0
(i) the map K
s
is a positive denite kernel on M,
(ii) there exists a unique (up to unitary equivalence) separable Hilbert space
k
s
, an embedding
s
: M k
s
such that
s
(u, v, ) : (u, v, ) M is total in k
s
, (4.1)
s
(u, v, ),
s
(p, w,
) = K
s
((u, v, ), (p, w,
)) , (4.2)
(iii) for any (u, v, ) M, u =
n
i=1
u
i
, v =
n
i=1
v
i
and = (
1
, ,
n
)
s
(u, v, ) =
n
i=1
k=i
u
k
, v
k

s
(u
i
, v
i
,
i
), (4.3)
(iv)
s
(u, v, 1) =
s
(u, v, 0) for any u, v h,
(v) for xed u, v, p, w h, the map s K
s
((u, v), (p, w)) =
s
(u, v),
s
(p, w)
is Lebesgue measurable and locally bounded in R
+
.
Proof. (i) The proof is exactly same as the proof of Lemma 7.1 in [11]. By Lemma
3.5, for elements (u, v, ), (p, w,
) M, Z
m
2
and
Z
n
2
, we have
K
s
((u, v, ), (p, w,
)) (4.4)
= lim
ts
1
t s
__
U
()
s,t
1
_
(u, v),
_
U
(
)
s,t
1
_
(p, w)
_
=
1im, 1jn
k=i
u
k
, v
k
l=j
p
l
, w
l
lim
ts
1
t s
_
(U
s,t
1)
(i)
(u
i
, v
i
), (U
s,t
1)
(
j
)
(p
j
, w
j
)
_
.
Since
(U
s,t
1) (u, v), (U
s,t
1) (p, w)
= U
s,t
(u, v), U
s,t
(p, w) u, vp, w
u, v , (U
s,t
1) (p, w) , (U
s,t
1) (u, v)p, w
= p, (Z
s,t
1) ([w >< v[)u u, v p, (T
s,t
1) w u, (T
s,t
1) vp, w,
the existence of the limits on the right hand side of (4.4) follows from the identity
(3.5) and by the equations (3.2) and (3.11), K
s
is given as
K
s
((u, v, ), (p, w,
)) (4.5)
= (1)
+
lim
ts
__
p,
Z
s,t
1
t s
([w >< v[)u
_
u, v
_
p,
T
s,t
1
t s
w
__
(1)
+
lim
ts
_
u,
T
s,t
1
t s
v
_
p, w
= (1)
+
_
p, /(s)([w >< v[)u u, v p, G(s)w u, G(s)vp, w
_
.
(ii) For each s 0, the Kolmogorovs construction [10] to the pair (M, K
s
)
provides a Hilbert space k
s
as the closure of the span of
s
(u, v, ) : (u, v, ) M.
(iii) Again as in [11], for any (p, w,
) M, by Lemma 3.5, we have
s
(u, v, ),
s
(p, w,
) = K
s
((u, v, ), (p, w,
))
=
n
i=1
k=i
u
k
, v
k

s
(u
i
, v
i
,
i
),
s
(p, w,
) .
Since
s
(p, w,
) : (p, w,
) M is a total subset of k
s
, (4.3) follows.
(iv) By (3.5), we have
s
(u, v, 1),
s
(p, w,
) =
s
(u, v, 0),
s
(p, w,
)
and hence
s
(u, v, 1) =
s
(u, v, 0).
By parts (iii) and (iv) of this theorem, it is clear that k
s
is spanned by the
family
s
(u, v) : u, v h, where we have written
t
(u, v) for
t
(u, v, 0).
Since G L
loc
(R
+
, B
s
(h)) and / L
loc
(R
+
, B
s
(B
1
(h))) it follows from (4.5)
that
s
(., .) : h h k
s
is sesquilinear and continuous and thus separability of
k
s
follows from that of h.
(v) This follows similarly as for (iv).
For any two orthonormal bases
k
,
k
of h, the collection of vectors
s
(
k
,
l
) : k, l 1
is a countable total family in k
s
and
s
s
(u, v),
s
(p, w) = K
s
((u, v), (p, w))
is a Lebesgue measurable function. Thus s
s
(u, v),
s
(
k
,
l
) is measurable
and therefore the family k
s
: s 0 spanned by
s
(u, v) : s 0, u, v h, is a
measurable eld of Hilbert spaces (Chapter 8, [3]).
For any T 0, dene K
T
((u, v), (p, w)) =
_
T
0
K
s
((u, v), (p, w))ds
=
_
T
0
p, /(s)([w >< v[)u u, v p, G(s)w u, G(s)vp, wds.
Since each K
s
is positive denite it can be seen that K
T
is a positive denite kernel.
Let the associated Hilbert space k
T
. There exists a family of vectors
T
(u, v) which
spans the Hilbert space k
T
such that
T
(u, v),
T
(p, w) = K
T
((u, v), (p, w))
=
_
T
0
K
s
((u, v), (p, w))ds =
_
T
0
s
(u, v),
s
(p, w)ds.
Comparing the two expressions for K
T
, it follows that
t
(u, v),
t
(p, w) = p, /(t)([w >< v[)[G(t)w >< v[[w >< G(t)v[u. (4.6)
In k
T
there exists a bounded self adjoint operator A with absolutely continuous
simple spectrum such that A
T
(u, v)(s) = s
s
(u, v) for almost every s [0, T] and
k
T
is the direct integral
_
[0,T]
k
s
ds ( [3]). There is natural isometric embedding of
k
T
in k
T
for T T
by setting
T,T
s
(u, v) =
T
s
(u, v) for all 0 s T and 0 for
s (T, T
].
Remark 4.2. The integral
_
R+
K
s
((u, v), (u, v))ds =
_
R+
|
s
(u, v)|
2
ds need not
exist and therefore
_
R+
k
s
ds may not be dened.
Lemma 4.3. Under the hypothesis of Theorem 4.1, we have the following:
(i) There exists a unique strong measurable family of bounded operators L(t) :
h h k
t
such that
|L(t)v|
2
= 2Re v, G(t)v , v h.
(ii) The map t L(t) is locally norm bounded.
Proof. (i) By the identity (4.5), for any u, v h, we have for almost every t 0
|
t
(u, v)|
2
= u, /(t)([v >< v[)u u, v u, G(t)v u, G(t)vu, v.
and thus
k
|e
k

t
(e
k
, v)|
2
=
k
|
t
(e
k
, v)|
2
=
k
_
e
k
, /(t)([v >< v[)e
k
e
k
, v e
k
, G(t)v e
k
, G(t)v e
k
, v
_
= Tr (/(t)([v >< v[)) v, G(t)v v, G(t)v.
Moreover, since Z
s,t
is trace preserving it follows that Tr (/(t)([v >< v[)) = 0.
Therefore
k
|e
k

t
(e
k
, v)|
2
= 2Re v, G(t)v . This implies that
k
e
k

t
(e
k
, v) is convergent in norm and in fact for almost every t it denes a bounded
operator L(t) : h h k
t
given by L(t)v =
k
e
k

t
(e
k
, v) with
|L(t)v|
2
= 2Re v, G(t)v . (4.7)
The strong measurability of t L(t) follows from the denition.
The part (ii) follows from the local norm boundedness of G(.).
5. Hudson-Parthasarathy (HP) Evolution Systems and Equivalence
5.1. HP Evolution Systems. In order to simplify the discussion of the existence
and uniqueness of the solution of HP type quantum stochastic dierential equation
in
sym
(
_
R+
k
s
ds) and to be able to refer to the existing literature, it is convenient
to introduce the following point of view which allow us to embed the process in
the standard Fock space =
sym
(L
2
(R
+
, k)) where k = l
2
(N).
Note that for almost every t 0, k
t
is a complex separable Hilbert space.
Setting d(t) = the dimension of k
t
, d : R
+
N is measurable and dening
n
= t : d(t) = n, R
+
can be written as disjoint union
n=1

n
of measurable
sets. Let us consider the Hilbert space l
2
(N) with a xed orthonormal basis E
j
:
j 0. Now for t
n
, n < we embed k
t
as the n dimensional subspace
SpanE
j
: 1 j n of k and for t
, k
t
identied with k. Then the direct
integral
_
R+
k
t
dt =
n1
L
2
(
n
, C
n
)
L
2
(
, k). If
= , then
_
R+
k
t
dt is
isometrically embedded in L
2
(R
+
, k).
For any subset D L
2
(R
+
, k), let c(D) be the subspace of which is spanned
by the set e(f) : f D of exponential vectors dened as:
e(f) :=
n0
f
n
n!
.
For 0 s < t < and f / = L
2
(R
+
, k), we denote the functions 1
[0,s]
f,
1
(s,t]
f and 1
[t,)
f by f
s]
, f
(s,t]
and f
[t
, where 1
A
is the indicator function of
A [0, ). Then the Hilbert spaces / and can be decomposed as / = /
s]

/
[s,t)
/
[t
and =
s]

[s,t)

[t
via the unitary isomorphism given by:
e(f) e(f
s]
) e(f
(s,t]
) e(f
[t
)
s]

[s,t)

[t
,
where /
s]
= L
2
([0, s), k), /
[s,t)
= L
2
([s, t), k), /
[t
= L
2
([t, ), k) and
s]
=
(/
s]
),
[s,t)
= (/
[s,t)
),
[t
= (/
[t
).
Let us consider the Hudson-Parthasarathy (HP) type equation on h :
V
s,t
= 1
h
+
,0
_
t
s
L
()V
s,
(d). (5.1)
Here the coecients L
() (, 0) are operators in h and
(t) are fundamental

processes dene by
(t) =
_
_
t1
h
for (, ) = (0, 0),
a
_
1
[0,t]
E
j
(t)
_
for (, ) = (j, 0),
a
_
1
[0,t]
E
k
(t)
_
for (, ) = (0, k),
_
1
[0,t]
[E
k
(t) >< E
j
(t)[
_
for (, ) = (j, k),
(5.2)
where E
j
(t) = E
j
for j 1, 2, d(t) and E
j
(t) = 0 otherwise. With respect to
the orthonormal basis E
j
(t) we have bounded operators L
j
(t) : t 0, j 1 in
h such that
u, L
j
(t)v = E
j
,
t
(u, v) = u E
j
, L(t)v, u, v h. (5.3)
For the details about quantum stochastic calculus see [10, 6]).
Now, let us state the main result of this article.
Theorem 5.1. (i) The HP equation
V
s,t
= 1
h
+
,0
_
t
s
L
()V
s,
(d) (5.4)
on h
sym
(/) with coecients L
(t) given by
L
(t) =
_
_
G(t) for (, ) = (0, 0),
L
j
(t) for (, ) = (j, 0),
L
k
(t)
for (, ) = (0, k),

0 for (, ) = (j, k),
(5.5)
with the unitarity condition (4.7) admit a unique unitary solution V
s,t
.
(ii) Assume A, B, C and D. Then there exists a unitary isomorphism

:
h 1 h such that
U
s,t
=

V
s,t
, 0 s t < . (5.6)
Proof. (i) The existence of the strong solution V
s,t
of the equation (5.4) follows
exactly as in Proposition 27.5 of ([10]) since for any h , we have
j=1
|(L
j
() I)|
2
=
i
|(L
j
()v
i
) E
i
|
2
=
j
|L
j
()v
i
|
2
=
i
|L()v
i
|
2
sup
0T
(|L()|
2
)
i
|v
i
|
2
= sup
0T
(|L()|
2
)||
2
,
where we have written =
v
i
E
i
,E
i
an ONB in .
The isometry of V
s,t
follows easily as in the proof of the theorem 27.8 of ([10]).
On the other hand for the proof of co-isometry of V
s,t
we proceed as in Theorem
5.3.3 of ([6]) and for f, g L
2
(R
+
, k) dene Y
g,f
(t) : B(h) B(h) by
Y
g,f
(t)X = [
j
g
j
(t)L
j
(t), X][
j
f
j
(t)L
j
(t)
, X]+
j
L
j
(t)
XL
j
(t)+XG(t)+
G(t)
X, so that if we setX
g,f
(s, t) = . e(g), (V
s,t
V
s,t
). e(f), then X
g,f
(s, .)
satisfy the equation
X
g,f
(s, t) = e(g), e(f)I
h
+
_
t
s
Y
g,f
()X
g,f
(s, )d. (5.7)
By the equation (4.7) ,we note that e(g), e(f)I
h
is a solution of the linear equation
(5.7) and hence by the uniqueness of the solution of the B(h)-valued initial value
problem we have that X
g,f
(s, t) = e(g), e(f)I
h
or V
s,t
is a co-isometry, leading
to the unitarity of the same. We postpone the proof of part (ii) to the next two
subsections.
For = (
1
,
2
, ,
n
) Z
n
2
, we dene V
()
s,t
B(h
n
) by setting V
()
s,t

B(h ) by
V
()
s,t
=
_
V
s,t
for = 0,
V
s,t
for = 1.
The next result veries the properties of Assumption A for the family V
s,t
with = e(0) .
Lemma 5.2. The unitary solution V
s,t
of HP equation (5.4) satises
(i) for any 0 r s t < , V
r,t
= V
s,t
V
r,s
,
(ii) Assumption A holds for the family V
s,t
with the distinguished vector
e(0) in ,
(iii) for any 0 s t < ,
e(0), V
s,t
(u, v)e(0) = u, T
s,t
v , u, v h.
Proof. (i) For xed 0 r s t < , we set W
r,t
= V
s,t
V
r,s
. Then by (5.4), we
have
W
r,t
= V
r,s
+
,0
_
t
s
L
()V
s,
V
r,s
(d)
= W
r,s
+
,0
_
t
s
L
()W
r,
(d),
since W
r,s
= V
r,s
V
s,s
= V
r,s
. Thus the family W
r,t
of unitary operators also
satises the HP equation (5.4) for V
r,t
. Hence by the uniqueness of the solution of
this quantum stochastic dierential equation, W
r,t
= V
r,t
for any 0 r s t <
, and the result follows.
(ii) For any 0 s t < , the solution V
s,t
B(h
[s,t]
). Therefore, for
p, w h, V
s,t
(p, w) B(
[s,t]
) and the Assumptions A2(i) and A2(ii) are veried
by the property of the continuous tensor-factorization of the Fock space.
(iii) Let us dene
_
u,

T
s,t
v
_
:= e(0), V
s,t
(u, v)e(0) , u, v h.
Then

T
s,t
is a contractive family of operators and by (5.4), we have that
T
s,t
= 1 +
_
t
s
G()
T
s,
d. (5.8)
Thus

T
s,t
T
s,t
satises the dierential equation
T
s,t
T
s,t
=
_
t
s
G()(
T
s,
T
s,
)d.
Since G() is locally norm bounded, an iteration of this equation will lead to
T
s,t
= T
s,t
for almost all s, t and therefore by continuity also for all s, t.
Consider the family of operators

Z
s,t
dened by
Z
s,t
() = Tr
_
V
s,t
( [e(0) >< e(0)[)V
s,t
, B
1
(h).
As for Z
s,t
, it can be seen that

Z
s,t
is a contractive family of maps on B
1
(h) and,
in particular, for any u, v, p, w h,
_
p,

Z
s,t
([w >< v[)u
_
= V
s,t
(u, v)e(0), V
s,t
(p, w)e(0) .
Lemma 5.3. The family
Z
s,t
is a uniformly continuous evolution of contraction
on B
1
(h) and

Z
s,t
= Z
s,t
, where Z
s,t
is given as in (3.8).
Proof. By (5.4) and Itos formula, for u, v, p, w h
_
p,
_
Z
s,t
1
_
([w >< v[)u
_
= V
s,t
(u, v)e(0), V
s,t
(p, w)e(0) u, v p, w
=
_
t
s
V
s,
(u, v)e(0), V
s,
(G()
p, w)e(0) d
+
_
t
s
V
s,
(G()
u, v)e(0), V
s,
(p, w)e(0) d
+
j
_
t
s
V
s,
(L
j
()
u, v)e(0), V
s,
(L
j
()
p, w)e(0) d
=
_
t
s
_
p, G()

Z
s,
([w >< v[) +

Z
s,
([w >< v[)G()
j1
L
j
()

Z
s,
([w >< v[L
j
()
u
_
d.
Thus by identity (5.3) for L
j
(t) and (4.6), we have that
_
p,
_
Z
s,t
1
_
()u
_
=
_
t
s
_
p, /()
Z
s,
()u
_
d, (5.9)
where = [w >< v[. Thus the family
Z
s,t
satises the equation
Z
s,t
() = +
_
t
s
/()
Z
s,
()d, B
1
(h).
Therefore, proceeding as in the proof of Lemma 5.2 (iii) we can conclude that
Z
s,t
= Z
s,t
.
5.2. Minimality of HP Evolution Systems. In this section we shall show the
minimality of the HP evolution system V
s,t
discussed in Section 5.1 which will
be needed to prove (ii) in Theorem 5.1, i.e., to establish unitary equivalence of
U
s,t
and V
s,t
. We shall prove here that the subset
o
=
_
V
s,t
(u, v)e(0) :
s = (s
1
, s
2
, , s
n
), t = (t
1
, t
2
, , t
n
); 0 s, t < ,
s
j
t
j
; u =
n
i=1
u
i
, v =
n
i=1
v
i
h, n 1
_
is total in the symmetric Fock space (/) (L
2
(R
+
, k)), where
V
s,t
(u, v)e(0) := V
s1,t1
(u
1
, v
1
) V
sn,tn
(u
n
, v
n
)e(0).
Let T 0 be xed and as in ([11]), we note that for any 0 s < t T, u, v h,
1
t s
[V
s,t
1] (u, v)e(0) = (s, t, u, v) +(s, t, u, v) +(s, t, u, v) +(s, t, u, v),
(5.10)
where these vectors in the Fock space are given by
(s, t, u, v) :=
1
t s
j1
_
t
s
u, L
j
()v a
j
(d) e(0),
(s, t, u, v) :=
1
t s
_
t
s
u, G()v d e(0),
(s, t, u, v) :=
1
t s
j1
_
t
s
(V
s,
1) (L
j
()
u, v) a
j
(d) e(0),
(s, t, u, v) :=
1
t s
_
t
s
(V
s,
1) (G()
u, v) de(0).
Note that any can be written as =
(0)
(1)
, where
(n)
is in the
n-fold symmetric tensor product L
2
(R
+
, k)
sn
L
2
(
n
) k
n
. Here
n
is the
n-simplex t = (t
1
, t
2
, , t
n
) : 0 t
1
< t
2
< t
n
< .
Lemma 5.4. Let u, v h and let C
T
= 4e
T
sup|L()|
2
+|G()|
2
: 0 t.
Then for any 0 s t T,
(i)
|(V
s,t
1)ve(0)|
2
C
T
[t s[|v|
2
. (5.11)
(ii) |(V
s,t
1)(u, v) e(0)|
2
C
T
|u|
2
|v|
2
[t s[.
(iii) For any u h
|
j1
_
t
s
V
s,
(u, L
j
()v)a
j
(d)e(0)|
2
C
T
|u|
2
|v|
2
[t s[.
Proof. (i) By estimates of quantum stochastic integration (Proposition 27.1, [10])
|(V
s,t
1)ve(0)|
2
= |
j1
_
t
s
V
s,
L
j
()a
j
(d) ve(0) +
_
t
s
V
s,
G()d ve(0)|
2
2e
T
_
t
s
j1
|L
j
()v|
2
+|G()v|
2
d
2e
T
|v|
2
_
t
s
|L()|
2
+|G()|
2
d
= |v|
2
C
T
[t s[.
(ii) By Lemma 2.1 (ii), we have (V
s,t
1)(u, v)e(0) = F
u
(V
s,t
1)ve(0) and
therefore the result follows from (i).
(iii) By lemma 2.1,
|
j1
_
t
s
V
s,
(L
j
()
u, v)a
+
j
(d)e(0)|
2
= |
j
_
t
s
F
u
(L
j
() I
)V
s,
a
+
j
(d)ve(0)|
2
2e
T
|u|
2
|v|
2
sup
0T
|L()|
2
[t s[
C
T
|u|
2
|v|
2
[t s[,
where we have used the standard estimate of a quantum stochastic integral.
Lemma 5.5. For any u, v h, 0 s t T,
(i) sup|(s, t, u, v)|
2
: 0 s t T C
2
T
|u|
2
|v|
2
and |(s, t, u, v)|
C
T
[t s[
1/2
|u||v|.
(ii) For any (L
2
(R
+
, k)), lim
ts
, (s, t, u, v) = 0 and
lim
ts
, (s, t, u, v) =
j1
u, L
j
(s)v
(1)
j
(s) =
(1)
(s),
s
(u, v), a.e. s 0.
Proof. (i) By Lemma 5.4, part (iii), we have
|(s, t, u, v)|
2
=
1
[t s[
2
|
j1
_
t
s
(V
s,
1)(L
j
()
u, v)a
j
(d) e(0)|
2
= [t s[
2
|
j
_
t
s
F
u
(L
j
() I
)(V
s,
I)a
+
j
(d)ve(0)|
2
2e
T
|u|
2
[t s[
2
sup
|L()|
2
_
t
s
|(V
s,
I)ve(0)|
2
d
C
2
T
|u|
2
|v|
2
,
where we have used the estimate (5.10). Similarly,
|(s, t, u, v)| =
1
[t s[
|
_
t
s
(V
s,
1)(G()
u, v)d e(0)|
= [t s[
1
|
_
t
s
F
u
(G() I
)(V
s,
I)ve(0)d|
|u|[t s[
1
sup
(|G()|)
_
t
s
|(V
s,
I)ve(0)|d
C
T
[t s[
1/2
|u||v|.
(ii) For any f L
2
(R
+
, k),
e(f), (s, t, u, v) = e(f),
1
t s
j1
_
t
s
(V
s,
1)(L
j
()
u, v)a
j
(d) e(0)
=
1
t s
j1
_
t
s
f
j
()e(f), (V
s,
1)(L
j
()
u, v) e(0)d
=
1
t s
_
t
s
R(s, )d,
where R(s, ) =
j1
f
j
()e(f), (V
s,
1)(L
j
()
u, v) e(0). Note that the com-

plex valued function R(s, ) is locally integrable in and continuous in s and and
therefore it makes sense to talk about R(s, s) which is 0. So we get
lim
ts
e(f), (s, t, u, v) = 0.
Since (s, t, u, v) is uniformly bounded in s, t
lim
ts
, (s, t, u, v) = 0, .
We also have
, (s, t, u, v) =
1
t s
j1
_
t
s
u, L
j
()v
(1)
j
()d. (5.12)
Since
[
j1
u, L
j
()v
(1)
j
()[
2
|u|
2
j1
|L
j
()v|
2
[
(1)
j
()[
2
C
|v|
2
|
(1)
()|
2
,
the function
j1
u, L
j
()v
(1)
j
() is in L
2
and hence locally integrable. Thus
we get
lim
ts
, (s, t, u, v) =
j1
u, L
j
(s)v
(1)
j
(s) =
(1)
(s),
s
(u, v) a.e. s 0.
Lemma 5.6. For n 1, s

n
and u
k
, v
k
h : k = 1, 2, , n, (L
2
(R
+
, k))
and disjoint [s
k
, t
k
),
(i) lim
ts
,
n
k=1
M(s
k
, t
k
, u
k
, v
k
) e(0) = 0, where
M(s
k
, t
k
, u
k
, v
k
) =
(V
s
k
,t
k
1)
t
k
s
k
(u
k
, v
k
) (s
k
, t
k
, u
k
, v
k
) (s
k
, t
k
, u
k
, v
k
)
and lim
ts
means t
k
s
k
for each k.
(ii) lim
ts
,
n
k=1
(s
k
, t
k
, u
k
, v
k
) =
(n)
(s
1
, s
2
, , s
n
),
s1
(u
1
, v
1
)
sn
(u
n
, v
n
).
Proof. (i) First note that M(s, t, u, v)e(0) = (s, t, u, v) + (s, t, u, v). So by the
above observations in Lemma 5.5, M(s, t, u, v)e(0) is uniformly bounded in
s, t and lim
ts
e(f), M(s, t, u, v)e(0) = 0, f L
2
(R
+
, k). Since the intervals
[s
k
, t
k
)s are disjoint for dierent ks,
e(f),
n
k=1
M(s
k
, t
k
, u
k
, v
k
) e(0) =
n
k=1
e(f
[s
k
,t
k
)
), M(s
k
, t
k
, u
k
, v
k
) e(0)
and thus lim
ts
e(f),
n
k=1
M(s
k
, t
k
, u
k
, v
k
) e(0) = 0.
Since
n
k=1
M(s
k
, t
k
, u
k
, v
k
) e(0) is uniformly bounded in s
k
, t
k
requirement
follows for .
(ii) It can be proved similarly as part (iii) of the previous Lemma.
Lemma 5.7. Let be such that
, = 0, o
. (5.13)
Then we have
(i)
(0)
= 0 and
(1)
= 0,
(ii) for any n 0,
(n)
= 0,
(iii) the set o
is total in the Fock space .

Proof. (i) For any s 0, V
s,s
= 1
h
and so, in particular, (5.13) gives, for any
u, v h,
0 = , V
s,s
(u, v)e(0) = u, v
(0)
and hence
(0)
= 0.
(ii) By (5.13), , [V
s,t
1] (u, v)e(0) = 0 for any 0 s < t < and
u, v h. By HP equation (5.4) and part (iii) of Lemma 5.5 , we have
0 = lim
ts
1
t s
, [V
s,t
1](u, v)e(0)
=
j1
u, L
j
(s)v
(1)
j
(s)
=
(1)
(s),
s
(u, v).
So
(1)
(s),
s
(u, v)
_
= 0 for any u, v h for almost every s. Since
s
(u, v) :
u, v h is total in k
s
, it follows that
(1)
(s) = 0 k
s
for almost every 0 s ,
i.e,
(1)
= 0.
(iii) We prove this by induction. The result is already proved for n = 0, 1. For
n 2, assume as induction hypothesis that for all m n 1,
(m)
(s) = 0, for
almost every s
m
(s
i
for i = 1, 2, , m). To show that
(n)
= 0, we note
that by a similar argument as in [11],
_
(n)
(s
1
, s
2
, , s
n
),
s1
(u
1
, v
1
)
sn
(u
n
, v
n
)
_
= 0.
for almost every s
n
(s
i
). Since
s
(u, v) : u, v h is total in k
s
, it follows
that
(n)
(s
1
, s
2
, , s
n
) = 0 k
s1
k
sn
for almost every (s
1
, s
2
, , s
n
)
n
.
5.3. Unitary Equivalence. We shall now prove (ii) in Theorem 5.1 that the
unitary evolution U
s,t
on h 1 is unitarily equivalent to the unitary solution
V
s,t
of HP equation (5.4). To prove this we need the following two results.
Lemma 5.8. Let U
s,t
(u, v) and U
s
,t
(p, w) be in o, where v, z h
n
. Then
there exist an integer m 1, a = (a
1
, a
2
, , a
m
), b = (b
1
, b
2
, , b
m
) with
0 a
1
b
1
a
m
b
m
< , partition R
1
R
2
R
3
= 1, , m with
[R
i
[ = m
i
, family of vectors x
k
l
, g
ki
h and y
k
l
, h
ki
h for l R
1
R
2
and
i R
2
R
3
such that
U
s,t
(u, v) =
lR1R2
U
a
l
,b
l
(x
k
l
, y
k
l
),
U
s
,t
(p, w) =
lR2R3
U
a
l
,b
l
(g
k
l
, h
k
l
).
Proof. It follows from the evolution hypothesis of U
s,t
that for r [s, t] and a
complete orthonormal basis f
j
h we can write
U
s,t
(u, v) =
j1
U
s,r
(u, f
j
)U
r,t
(f
j
, v).
Remark 5.9. Since the family of unitary operators V

s,t
on h enjoy all the
properties satisfy by family of unitary operators U
s,t
on h1, the above lemma
also hold if we replace U
s,t
by V
s,t
.
Lemma 5.10. For U
s,t
(u, v), U
s
,t
(p, w) o, we have
_
U
s,t
(u, v), U
s
,t
(p, w)
_
=
_
V
s,t
(u, v)e(0), V
s
,t
(p, w)e(0)
_
. (5.14)
Proof. The proof of (5.14) is very similar to that in [11]. In fact, for
0 s t < , U
s,t
(u, v), U
s,t
(p, w) = p, Z
s,t
([w >< v[)u
while
V
s,t
(u, v)e(0), V
s,t
(p, w)e(0) =
_
p,

Z
s,t
([w >< v[)u
_
but

Z
s,t
= Z
s,t
.
Now dening a map : 1 by sending U
s,t
(u, v) o to V
s,t
(u, v)e(0) o
,
as in [11], we can establish unitary equivalence of HP evolution V
s,t
with the
evolution U
s,t
we started with.
6. Appendix
Let X be a complex separable Banach space with the Radon Nikodym
property, i.e., every f Lip(R, X) f : R X[|f(t)f(s)| C[ts[ for some
0 < C < is dierentiable almost everywhere. In such a case, f
loc
(R, X)
and
f(t) f(s) =
_
t
s
f
()d. (6.1)
It is known [1] that separable reexive Banach spaces and separable dual Banach
spaces have the Radon-Nikodym property. Thus the cases relevant to our problem
in which X = h and X = B
1
(h) qualify as spaces with Radon-Nikodym property.
We shall denote by B
s
(X) the linear space B(X) equipped with strong operator
topology.
Let
S
s,t
[s, t R, s t be a contractive evolution acting on a complex sepa-
rable Banach space X, i.e., |
S
s,t
| 1 and

S
r,t
=

S
s,t

S
r,s
,

S
s,s
= 1 for r s t.
Then we have the following theorem [9] characterizing such evolution.
Theorem 6.1. Let the Banach space X have the Radon-Nikodym property and let
the evolution

S
s,t
satisfy uniform Lipshitz condition: |
S
s,t
1| C[ts[ for s, t
R and s t. Then there exists an operator valued function

G L
loc
(R, B
s
(X))
such that

S
s,t
= 1 +
_
t
s
g()
S
s,
d.
This theorem is proven in [9]. We need to adapt this for the evolutions (viz.,
T
s,t
and Z
s,t
) that we have constructed earlier where s, t R
+
.
Given a contractive evolution S
s,t
on R
+
, we can extend it to dene a contractive
evolution

S
s,t
on R as follows:
S
s,t
=
_
_
_
S
s,t
if 0 s t
1 if s t 0
S
0,t
if s 0 t.
It is easy to check that this

S
s,t
is a contractive evolution on R. Furthermore, it
is clear that

S
s,t
satises Lipshitz condition on R if S
s,t
does the same on R
+
.
Corollary 6.2. Let X be either h or B
1
(h) and let T
s,t
and Z
s,t
be contractive
evolutions on R
+
respectively. Then there exist operator valued functions G
L
loc
(R
+
, B
s
(h)) and / L
loc
(R
+
, B
s
(B
1
(h))) respectively such that
T
s,t
= 1 +
_
t
s
G()T
s,
d
and
Z
s,t
= 1 +
_
t
s
/()Z
s,
d.
Acknowledgment. The authors thank the referee for a careful reading of the
manuscript and making numerous suggestions for the improvement of the article,
in particular, for bringing the attention to the reference [9].
References
1. Arendt, W., Batty, C. J. K., Hieber, M., and Neubrander, F.: Vector-valued Laplace Trans-
forms and Cauchy problems, Monographs in Mathematics, 96, Birkhauser Verlag,Basel,2001.
2. Bhat, B. V. R. and Sinha, K. B.: A stochastic dierential equation with time-dependent and
unbounded operator coecients; J. Funct. Anal. 114 (1993) 1231.
3. Dixmier, J. : C
-algebras; North Holland Publishing Company, Amsterdam, 1977.

4. Franz, U.: Levy processes on quantum groups and dual groups, Quantum independent in-
crement processes II; in Lecture Notes in Math. 1866, Springer, Berlin, 2006.
5. Gelfand, I. M. and Vilenkin, N. Ya.: Generalized Functions, Vol. 4; Academic Press, New
York, London, 1964.
6. Goswami, D. and Sinha, K. B.: Quantum Stochastic Processes and Geometry; Cambridge
Tracts in Mathematics 169, Cambridge University Press, 2007.
7. Hudson, R. L. and Lindsay, J. M.: On characterizing quantum stochastic evolutions; Math.
Proc. Cambridge Philos. Soc. 102 (1987) 363369.
8. Hudson, R. L. and Parthasarathy, K. R.: Quantum Itos formula and stochastic evolutions;
Comm. Math. Phys. 93 (1984) 301323.
9. Nagel, R. and Rhandi, A.: A characterization of Lipshitz continuous evolution families on
Banach spaces; Operator theory in function spaces and Banach lattices, Operator Theory
Advances and Applications 75 (1995) 275288, Brikhauser, Basel.
10. Parthasarathy, K. R.: An Introduction to Quantum Stochastic Calculus. Monographs in
Mathematics 85, Birkhauser, 1992.
11. Sahu, L., Sch urmann, M. and Sinha, K. B.: Unitary processes with independent increments
and representations of Hilbert tensor algebras; Publ. R.I.M.S., Kyoto, Japan 45 (2009) 745
785.
12. Sahu, L. and Sinha, K. B.: Characterization of unitary processes with independent and
stationary increments; Ann. Inst. Henri Poincare, Probabilites et Statistiques, 64 (2010)
575593.
13. Sch urmann, M.: Noncommutative stochastic processes with independent and stationary in-
crements satisfy quantum stochastic dierential equations; Probab. Theory Related Fields
84 (1990) 473490.
Un Cig Ji: Department of Mathematics, Research Institute of Mathematical Fi-
nance, Chungbuk National University, Cheongju 361-763, Korea
E-mail address: uncigji@chungbuk.ac.kr
Lingaraj Sahu: Indian Institute of Science Education and Research (IISER) Mohali,
MGSIPAP Complex Sector 26, Chandigarh -16, India
E-mail address: lingaraj@iisermohali.ac.in
Kalyan B. Sinha: Jawaharlal Nehru Centre for Advanced Scientific Research,
Jakkur, Bangalore-64, India; Department of Mathematics, Indian Institute of Science,
Bangalore-12, India
E-mail address: kbs jaya@yahoo.co.in
QUANTUM QUASI-MARKOV PROCESSES, L-DYNAMICS, AND
NONCOMMUTATIVE GIRSANOV TRANSFORMATION
V. P. BELAVKIN
Abstract. We review the basic concepts of quantum stochastics using the
universal Ito *-algebra approach. The main notions and results of classical
and quantum stochastics are reformulated in this unifying approach. The
thermal quantum Levy process with commuting increments is dened in terms
of the modular *-Ito algebra. The quasi-Markov quantum stochastic pro-
cesses over increasing W*-algebras generated by a quantum Levy process is
characterized in terms of their quantum stochastic germs. The correspond-
ing quantum stochastic master equation on the increasing predual L-spaces
is derived as a noncommutative and non-Markov generalization of the Zakai
equation driven by the dual quantum Levy process. This is done by a non-
commutative analog of the Girsanov transformation which we introduce here
in full generality.
1. Introduction
Noncommutative dynamics is the unied dynamics of quantum and classical
systems on a C*-algebra represented in a Hilbert space with a generating state
vector of norm one. Every classical probability space (, F, P) in the sense
of [24] can be canonically represented by a quantum one (, M, E) on the Hilbert
space = L
2
(P) such that 1[X1 =
_
xdP, where X is a diagonal operator
(Xf) () = x()f() from the C*-algebra of diagonal operators as pointwise mul-
tiplications by F-measurable bounded complex random variables x : C, and
the functional of expectation E(X) = 1[X1 dened as the linear positive nor-
malized functional on M by the probability vector 1() = 1 for all . The
converse is true only for commutative -subalgebras M L() when all operators
have a joint spectrum , i.e. for any Abelian C*-algebra M [19]. Then one can
take the Gelfand transform x() = () () on the vectors = X. This
proves considerably greater generality of the non-commutative probability theory,
also covering the purely quantum case which corresponds to a simple or irreducible
algebra M = L() of all linear continuous operators in a Hilbert space .
The reader should notice that the terms classical and quantum are used here
not for continuity or discontinuity of underlying stochastic processes but as an in-
dication of the smallest and largest categories of commutative (Kolmogorov) and
2000 Mathematics Subject Classication. Primary 60H99; Secondary 60G99.
Key words and phrases. Quantum dynamics, noncommutative analysis, Girsanov transform-
ation, hidden Markov processes, stochastic master equations, unravelling entanglement, quantum
lterig.
615
Vol. 4, No. 4 (2010) 615-639
616 V. P. BELAVKIN
noncommutative (von Neumann) probability theory of stochastic processes in the
unifying representation of Fock space. The word classical applies only to the
commutative case when the algebra generating the Hilbert space is minimal, while
the word quantum usually applies to the opposite case when the generating C*-
algebra is the maximal coinciding with the algebra of all bounded operators in the
Hilbert case. In both cases the dynamics can be deterministic, usually smooth,
and stochastic, usually diusive nonsmooth or even discontinuous. While the de-
terministic smooth quantum dynamics described by a Schrodinger or Heisenberg
equation is well-studied in the traditional quantum mechanics and quantum eld
theory of closed Hamiltonian systems as main objects of the theoretical physics
of last century, the nonsmooth quantum jump and diusive noncommutative dy-
namics, which has become the major object of study in the experimental physics
of individual quantum objects, can be properly described only in the framework of
quantum stochastics as a noncommutative generalization of the classical stochastic
dynamics.
Classical stochastic calculus, developed by Ito in the mid last Century as a
generalization of Newton-Leibniz calculus in [23], was extended in the 80s into
the noncommutative domain by Hudson and Parthasarathy who built a quantum
stochastic calculus in Fock space [22]. Soon both calculi were unied in a uni-
versal Ito -algebra approach by Belavkin [3], and the unied stochastic analysis
in Fock scales was developed in [8][11]. It was applied to quantum statistics of
continuous observation by building a noncommutative extension of the Girsanov
transformation and quantum nonlinear ltering in [4][6][9].
1.1. Hudson-Parthasarathy Ito calculus. Non-commutative stochastic ana-
lysis and calculus appeared in the eighties as a result of the mathematical justi-
cation of the notions of quantum white noise and the corresponding Langevin
equations discussed by physicists from the sixties onwards in connection with
stochastic models of quantum optics and radio-physics [20][21][25]. The rst rig-
orous results in quantum stochastic calculus are due to Hudson and Parthasarathy
[22], who gave the quantum Ito formula for multiplication of operator-valued integ-
rals with respect to non-commutating vacuum martingales of Bosonic annihilation
A
(t), gauge (or vacuum quanta number) N(t) and creation A

+
(t) commuting
with their independent increments which satisfy a noncommutative multiplication
table
dA
dA
+
= Idt, dA
dN = dA
dNdN = dN, dNdA

+
= dA
+
, (1.1)
with all other combinations equal to zero. Represented in the symmetric Fock
space T = (/) over / = L
2
(R
+
) by noncommuting operators but mutually
commuting with the increments at each t with self-adjoint N = N
but A
+
= A
,
they determine three linear-independent self-adjoint combinations
B
0
= N, B
1
=
1
2
_
A
+ A
+
_
, B
2
=
i
2
_
A
A
+
_
(1.2)
with a noncommutative multiplication table induced from (1.1). Each operator-
valued function B
i
(t) B
t
i
represents on the vacuum state vector
T a
real classical Levy process B
t
i
=
t
i
with zero expectation given by a Gelfand
QUANTUM DYNAMICS AND GIRSANOV TRANSFORMATION 617
transformation
t
i
() = (
t
i
) of Fock vector
t
i
= B
t
i
. The probability law P

i
induced on the spectrum
i
of each B
i
by the characteristic functional
P
i
(g) = 1
[ V
i
(g) 1
[V
i
(g)] i = 0, 1, 2
on V
i
(g) = exp
_
i
_
g (t) dB
t
i
is such that B
t
1
and B
t
2
are classical Brownian mo-
tions identical in distribution, P
1
= P
2
, but B
t
0
is even nonstochastic martingale
identical in distribution P
0
=
0
to zero. However, due to mutual noncommut-
ativity [B
i
, B
k
] ,= 0 they do not have joint probability law

P(g
) coinciding with
E
[V(g
)] for
V(g
) = exp
_
i
i
_
g
i
(t) dB
t
i
_
.
Therefore, these classical martingales cannot be simultaneously represented as a
vector-valued stochastic process
t B
t
() =
_
B
t
0
, B
t
1
, B
t
2
_
() =
t
()
in any classical Kolmogorovian probability space (, F, P). If they could, they
would have a commutative multiplication table, but due to the noncommutativity
they do not have even joint spectrum which is required for the Kolmogorovian
functional representation. They are quantum Levy noises as the quantum mar-
tingales with independent increments with respect to the conditional expectations
E
t
: A A
t
on an operator algebra A = L() of multiple quantum stochastic in-
tegrals generated by V(g
) in a bigger, noncommutative probability category. It is

dened by the ltration A
r
A
t
of the operator algebras A
t
= L(
t
) correspond-
ing to a ltration
r

t
for all r t, the natural ltration
t
= (/
t
) : t R
+
of the Fock subspaces

t
= T
t
, dened by the subspaces /
t
/ of the integrable
functions f : R
+
C with the support in [0, t] and the unit vector 1

t>0
T
t
of
the vacuum state E[V] = 1
[ V1
. The triple (, A, E) is said to be a quantum

probability space, and in general it consists of a Hilbert space , a unital algebra
A of operators in with involution, Hermitian conjugation V V
A and the
functional of mathematical expectation E : A C dened as the scalar product
1
[ of the unit vector 1 and the vector = V1
.
1.2. HP Ito algebra and matrix notations. Now we introduce the convenient
tensor notation A
= B
i
indexing by pairs i = (, ) of two-valued indices
, + J
+
and , J
the canonical quadruple of basic quantum

stochastic integrators including A
+
= B
and A
= B
0
such that
A
+
(t) = tI, A
= A
, A
= N, A
+
= A
+
. (1.3)
Identifying + (+, ), 0 (, ), (, ) and (+, ), the Einstein sum-
mation convention holds for B
i
B
as the trace convolution convention

K
i
B
i
:=
iJ+J
K
i
B
i
=
J+,,J
K
.
Note that the rule of identication K
,
K
is contravariant to B
,
B
.
This allows to introduce also the covariant notation B
i
= B
in terms of the
transposition (, ) = (, ) mapping J
= J
+
J
onto J
= J
J
+
, with the
inverse mapping j i of j = (, ) also denoted by j = i.
618 V. P. BELAVKIN
In these notation the pseudo-Hermiticity
(B
, B
, B
0
, B
+
)
= (B
, B
, B
0
, B
+
) =
_
B
, B
+
, B
0
, B
_
of the canonical integrators B
j
= A
is simply written as B
j
= B
j
in terms of
B
j
:= B
j
with respect to the involution j
= (, ) given by the transposition

of j = (, ) and the reection + = , = , = + on the joint index set
J = , , + = J
J
+
of and such that B
= B
.
The convenience of this matrix notation allows to express the HP multiplication
table (1.1) for the canonical basis B
= A
in the simple form dA
dA
dA
as
suggested in [3][14]. However, it is a particular case of the universal noncommut-
ative Ito multiplication table dB
j
dB
k
=
m
j,k
dB
m
dening in a pseudo-Hermitian
basis B
i
= B
i
= B
i
the associative QS Ito covariations
dX
t
dY
t
= K
i
i,l
L
l
dt +
n=
K
i
i,,l
n
L
l
dB
n
t
= K
i
i,l
n
L
l
dB
n
t
(1.4)
in terms of the structural constants
i,l
n
=
n
l,i
for the product of quantum-
stochastic dierentials dX
t
= K
i
dB
i
t
and dY
t
= L
l
dB
l
t
. Here
j
,l
k
= (
l
,j
k
)
are
-Hermitian structural coecients which are not necessarily symmetric,
i,l
n
,=
l,i
n
if dB
i
dB
l
,= dB
l
dB
i
, but satisfying the associativity condition corresponding to
(dX
t
dY
t
) dZ
t
= dX
t
(dY
t
dZ
t
) .
Moreover, these complex coecients should satisfy a positivity condition corres-
ponding to the semi-positivity dXdX
0, where dX
t
= K
i
dB
i
t
is dened by
K
i
= K
i
, such that the covariance matrix = [
,k
] with
,k
dt = E
_
dB
j
dB
k
should be Hermitian-positive but could be complex due to the noncommutativity

even for the Hermitian B
j
= B
j
.
The HP table (1.1) in the canonical basis (1.3) corresponds to the case
i,l
n
:=

m
j,k
j = (, ) , k = (, ) , m = (, )
of matrix units multiplication table e
j
e
k
=
in terms of 3 3-matrices
e
=
_
e
,
,
=,,+
=,,+
, e
,
,
=
with matrix elements of e

j
e
and e
k
e
dening the structural constants

m
j,k
as e
,
,
e
,
,
. The set of these units indexed by J
, , 0, + forms the
basis for the HP Ito -algebra canonically represented by the triangular matrices
K = [K
] = K
with the usual matrix product

(KL)
= K
i
i,l
n
L
l
= K
in terms of the elements K
K
i
and L
L
l
. Thus, the quantum Ito product
(1.4) is represented in terms of the matrix product L
L but with unusual Hermitian

adjoint L
=

L
representing the pseudo-adjoint L
= (L
, L
+
, L
0
, L
) of L
=
(L
, L
, L
0
, L
+
) by matrix elements
_
L
= L
i
=

L
i
for i = (, ) J
+
J
and zeroth otherwise, given by the usual matrix transposition

L
i
=

L
of

L
:=
L
j

L
j
.
1.3. Matrix representation of classical and Ito algebras. The deterministic
Newton-Leibniz dierential calculus based on the nilpotent multiplication rule
(dt)
2
= 0 can be easily extended from smooth to continuous trajectories x(t)
having right, say C-valued, derivatives (t). The dierentials dx = x(t + dt)
x(t) = dt form obviously one-dimensional -algebra with the trivial products

= 0 representing [dx[
2
= 0. This formal algebra of dierential calculus was
generalized by Ito [23] to non-smooth continuous diusions having conditionally
independent increments dx
dt with no derivative at any t or having the right

derivative for almost all t with forward conditionally independent jumps dx
0, 1 of the trajectories at some random t with right limits dened as x(t
+
) =
x(t)+dx(t) at every t. The rst can be achieved by adding the increment of a real
Wiener process w(t) = w(t)
in dx = dt +dw with the expectation E(dw) = 0

and the standard multiplication table
(dw)
2
= dt, dwdt = 0 = dtdw, (dt)
2
= 0.
The second can be achieved by adding the increment of a compensated Poisson
process m(t) = n(t) t/ in dx = dt + dm with the multiplication table
(dm)
2
= dt + dm, dmdt = 0 = dtdm
following from (dn)
2
= dn for a counting Poisson process n(t) = n(t)
of the
intensity (t) > 0 dening its expectation by E(dn) = dt and =
1/2
. These
rules are known respectively as the dierential multiplications for the standard
Wiener process w(t) and for the forward dierentials of the standard Poisson
process n(t) compensated by its mean value t.
The linear complex spans b
0
= d + e
w
of formal increments d, e
w
, having
the only nonzero product e
2
w
:= e
w
e
w
= d given by a nilpotent in second order
element e
w
= e
w
, is two-dimensional commutative -algebra called the Wiener-Ito
algebra a
0
with the state l (b) = dening the drift E(dx
0
) = dt. Another basic
Ito -algebra is the direct sum b
1
= da of the nilpotent d and the unital -algebra
a = Ce
n
with usual multiplication of complex numbers rescalling the unit jumps
e
n
= e
n
e
n
e
2
n
dn of the standard Poisson process n(t) = (m(t) + t/) /
corresponding to = 1. It can be also written in the form of spans b
1
= d+e
m
,
where is dened by the drift E(dx
1
) = dt of dx
1
= dt +dm, with the formal
increments e
m
= e
n
d/ dm of the compensated Poisson process m(t) having
the products
e
2
m
= d + e
m
=
2
p, e
m
d = 0 = d e
m
,
where p = p p
is the Poisson idempotent e

n
= p = e
n
. It is also associative
and commutative algebra called the Ito-Poisson algebra with the state l (b) = .
As in the case of Newton algebra d = Cd, the Ito -algebras b
0
and b
1
have
no Euclidean operator realization, but they can be represented by nonunital -
algebras of triangular 3 3-matrices b
0
= d+e
w
, b
1
= d+e
m
in the matrix
pseudo-Hermitian basis
d =
_
_
0 0 1
0 0 0
0 0 0
_
_
, e
w
=
_
_
0 1 0
0 0 1
0 0 0
_
_
, e
m
=
_
_
0 1 0
0 1
0 0 0
_
_
,
620 V. P. BELAVKIN
d
:= Id
I = d, e
w
:= Ie
w
I = e
w
, e
m
:= Ie
m
I = e
m
.
with respect to the falling identity (Ito) metric I =
_
=,,+
=,,+
, not to be
mixed with the identity I = [
]. These commutative nilpotent and idempotent -

algebras b = b
0
, b
1
are the only possible two-dimensional extensions of the Newton
-algebra d such that db = 0 = bd.
The algebraic Levy-Khinchin theorem [16] states that every classical Ito -
algebra b as a commutative extension of d can be decomposed into the orthogonal
sum b
0
+b
1
, b
0
b
1
= 0 = b
1
b
0
uniquely up to the -ideal d = b
0
b
1
. In particular,
every nilpotent e
w
must be orthogonal to every idempotent e
n
in any classical
Ito -algebra b = b
0
+ b
1
, e
w
e
n
= 0 = e
n
e
w
, given simply as e
n
= e
m
+ d
with = 1. This suggests that the minimal triangular matrix implementation of
any commutative Ito d + 1-dimensional algebra b in the pseudo-Euclidean space
k = C k C, where k = C
d
with d = d
w
+ d
n
given by dimb
0
= d
w
+ 1 and
dimb
1
= d
n
+ 1.
1.4. The -symmetric basis and duality of modular Ito algebras. Let
us now consider a general noncommutative Ito B*-algebra [17], i.e. a Banach
subalgebra b b (k) of block-matrices b = [b
] indexed by , = , + with
b
= 0 if = + or = and involution b b
represented by b
=
_
=

b
,
where

b
= b
. The linear functional l : b b
+
describes the vacuum state
on the maximal Ito algebra b (k) of quadruples (b
)
=,
=+,
with independent values
b
+
C, b
+
k, b
and b
L(k) for a Hilbert space k. The Ito algebra b is

called modular (non-vacuum, or thermal) if the state
l (b) = (v
[bv
) := v
bv
= b
+
,
induced in the canonical representation by the vacuum vector v
=
_
+
_
with the
covector v
= (1, 0, 0) = v
I, has the faithfulness property

_
b
b
_
+
= 0 b = 0
on b
= b l (b) d : b b, as it is always assumed by default in the commutative

case. This makes from the quotient b/d b
a left Hilbert -algebra dense in the

Hilbert subspace k
k generated by bv
with respect to the scalar product

(b[b) := (bv
[bv
) =
_
b
b
_
+
b
+
b
+
0 b b
.
Let k be separable and J
= J
be an index set with involution j = i
i = j
for a -symmetric basis

e
J
:= (e
j
)
j=J
, e
i
= e
i
b
i, j J
.
A basis e
J
= (e
j
)
j=
in b
is called standard if the Hermitian semipositive Gram

matrix = [
i,j
] of
i,j
:= e
i
e
j
= l (e
i
e
j
)
i
,j
(1.5)
for the basic vectors e
i
= (e
i
)
+
k
has quasiinverse =
as its -conjugation

i,j
=
,j
, the complex conjugation of
= [
i,j
] corresponding to the Her-
mitian adjoint covariance matrix
= [
i
,j
] =
.
The Gram matrix of a modular nonstandard basis has quasiinverse with a
common -real support = = dened as the minimal -real orthoprojec-
tion matrix = [
i
j
] =
such that
= , = ,
2
= =
. (1.6)
If the basis is not overcomplete, then = 1 such that for the standard basis
, otherwise
= , where =
is quasiinverse to a -real Hermitian

matrix = [
i,j
] =
with = = . One can take semipositve such ,

uniquely dened as the geometric mean
=
1
2
_

1
2

1
2
_1
2
1
2
of
and . The semipositive matrix is dual Gram matrix

i,j
:= e
i
e
j
= l
_
e
i
e
j
_

i
,j
for adjoint covectors e
i
=
_
e
i
_
such that e
i
=
i,j
e
j
is the modular -
conjugation e
i
= e
i
represented by e
i
= J
e
i
J in terms of an antilinear isometry
J
= sJ = J
1
, where s = s
= s is any signature s
2
= 1 commuting with
b. The dual -Hermitian matrix =
_

i,j
is dened by the covariances

i,j
= l
_
e
i
e
j
_
of e
i
=
i,j
e
j
like = [
i,j
] =
by (1.5), where e
i
= e
i
represented by e
i
= J
i
J.
In the classical case we have always
= due to the usual symmetricity

=
following from the commutativity e

i
e
j
= e
j
e
i
. Therefore in the standard
basis = corresponding to orthonormality = 1 of the basis e
J
in k
, or, if
the classical standard basis is overcomplete, satises the projectivity condition
= = corresponding to the normality of overcomplete basis in k
. Thus,
the classical standard basis is always selfdual in the sense that the completeness
condition
e
j
e
j
= I
= e
j
e
j
(1.7)
in the Hilbert space k
is satised for e
i
= e
i
i.e. e
i
= e
i
implying symmetricity
e
i
= e
i
of the matrix representation b b (k
) for the abelian b in any -Hermitian

basis.
For the general modular algebra the standard basis in k
cannot be selfdual,
unless the Ito state l is tracial,
l (e
i
e
k
) = l (e
k
e
i
) i.k J
.
which does not imply the commutativity e
i
e
k
= e
k
e
i
. However, one can
prove that the dual Ito algebra b =

b generated in b (k
) by the basis e
J
of the
transposed matrices e
i
= e
i
, commutes in the standard representation with the
modular Ito algebra b since e
i
e
k
= e
k
e
i
due to
i
k
=
i
k
for
i
k
=
_
e
i
e
k
_
+
= e
i
k
and m
i
k
= m
i
k
for the martingale part m
i
k
= e
i
e
k
i
k
d of e
i
e
k
in the following
multiplication table
e
i
e
k
=
i,k
d +
j
i,k
e
j
, e
i
e
k
=
i
k
d +m
i
k
, e
i
e
k
=
i,k
d +
i,k
j
e
j
. (1.8)
622 V. P. BELAVKIN
Here
i,k
=
,i
such that =
in the standard basis is
, =
_
i
k
= is -symmetric orthoprojector,
j
i,k
=
j
,i
are associative structural

coecients, =
coincide for the standard basis with
. Note that

i
=
i,j
j
, including
as the case
= for i = , where
coincides in the commutative case =
with
=
_
j
k,i
_
=
.
The components of the quantized vector-processes e
j
(t) = (t, e
j
) and e
j
(t) =
_
t, e
j
_
, dened on the Fock-Guichardet space F = (K) over K = kL
2
(R
+
)
L
2
k
as in [11][14], in general do not commute with their adjoints but commute with
their tensor-independent increments as in the classical Levy case. However, the
dual quantum standard Levy processes e
J
(t), e
J
(t) do not coincide as in the
classical case but are maximally entangled having mutually commuting maximally
correlated -Hermitian components e
i
= e
i
, e
i
= e
i
. They generate the dual
W*-ltration of maximal mutually commuting W*-algebras B
t
0
and

B
t
0
= J
B
t
0
J on
the Fock ltration over K
t
0
= L
2
[0, t] which are antiisomorphic by the transposition
B = B
, and both have vacuum vector as a separating cyclic vector common in

all F
t
0
= (K
t
0
) inducing a faithful complex-conjugated white noise thermostate
consistent on all B
t
0
and

B
t
0
.
2. Quantum Ito Semimartingales and Stochastic Covariations
2.1. Quantum ltration and quantum martingales. Here we use some den-
itions and facts from noncommutative quantum probability summarized in the
Appendix.
Let B
r
B
t
for r < t T denote the increasing unital operator subalgebras
which are assumed to be modular, or contain weakly dense modular subalgebras
L
r
L
t
as preduals of their L
1
-completions L
r
L
t
with respect to the symmetric
pairings q p
r
=
r
(q p) of B
r
= and L
r
induced by the reference weights
r
=
t
[L
r
. An adapted B-process with respect to the ltration (B
t
) is described by
a function Q(t) = q
t
B
t
mapping a totally ordered set T into the corresponding
-subalgebras of B := B
t
. The embeddings
t
(r) : L
r
L
t
are assumed to be
regular such that they are adjointable,
t
(r) :=
r
(t)
(r) in the sense

(q[
r
(t, p))
r
:= q
p
t
t
(r, q) [p
_
t
q B
r
, p L
t
with respect to the symmetric pairing given by . Then the adjoint comorphisms
r
(t) :=
t
(r)
form a forward hemigroup of surjections

r
(t) : L
t
L
r
in the
sense
r
(s)
s
(t) =
r
(t) r < s < t,
such that
r
=
r
(t)
t
for all localizations
t
: L L
t
at t r dened on L = B
as the comorphisms onto L

t
adjoint to the embeddings (t) : B
t
B. If each B
t
is
invariant with respect to the involution =
, then, obviously
t
= [B
t
, and the
localizations are simply restrictions
r
(t) = E
r
[L
t
of the conditional expectations
E
r
: L L
r
as the positive projections onto L
r
embedded into the L
1
-completion
L of B B
r
.
An L-adapted process Z(t) = z
t
L
t
is called L
1
-martingale if
r
_
t, z
t
_
= z
r
(or E
r
_
z
t
= z
r
) r < t,
and is called global martingale if z
t
=
t
(z) (or z
t
= E
t
[z]). Every positive
normalized L
1
-martingale t p
t
denes a state
t
(q) = q p
t
on B which is
called global if p
t
is the global martingale given by a positive normalized p L.
2.2. Quantum adapted processes and martingales. From now on we assume
the invariance of all B
t
B with respect to left (and right) modular involutions
with respect to the symmetric pairing. Then the weight (p) = 1 p on L admits
the compatible conditional expectations E
t
: L L
t
as positive projections such
that E
s
E
t
= E
s
r, t R
+
onto L
t
= M
t
L:
E
s
_
1
t
_
= 1
s
, E
t
(a
pa) = a
E
t
(p) a p L, a B
t
.
Let B
t
denote the -algebras of adapted C-processes as continuous functions
Q : r Q(r) B
r
mapping r [0, t[ into the modular subalgebras B
r
B
t
such
that B
s
_ B
t
if s < t. Then the dual space / = B
to B =
t>0
B
t
with
respect to the integral pairing
Q P
:=
_
Q(t) P(t) dt Q B, P /
consists of all locally integrable QS adapted processes P(t) L

t
dominated by
I (t) = 1
t
.
An adapted QS process Z : t Z(t) L
t
is called L
1
-process if Z /, locally
bounded (contractive) if Z
Z pI for a positive pI ( for p = 1). The process Z is

called L
1
-martingale (supermartingale) if
E
r
[Z(t)] = Z(r) (E
r
[Z(t)] Z(r)) r < t.
Absolutely continuous QS processes are described as the indenite integrals Y(t) =
Y
0
+
_
t
0
L(s) ds of L
1
-process L /. They have nite variation norm
_
t
0
|L(s)|
ds
for each t < .
2.3. Quantum Ito semimartingales. We consider adapted quantum Ito L
1
-
processes Z dened as the special semimartingales by
Z(t) Z(r) =
_
t
r
K(s) dB(s)
t
r
(K) .
Here K = (K
i
)
iJ
are adapted integrands indexed by a separable set J
with an
isolated point J
invariant under an involution : J
such that J
= J
for J
= J
and
t
r
(K) =
_
t
r
K
i
(s) dB
i
(s) +
_
t
r
K
(s) ds,
where B
i
(t) L
t
are not necessarily canonical QS martingales with QS dieren-
tials forming a basis for an Ito algebra for each t. The nite variation part
_
t
r
K
(s) ds :=
_
t
r
s
(dZ(s))
t
r
[Z(t) Z(r)]
624 V. P. BELAVKIN
is given by the deterministic integrator B
(t) = t1 = B
(t)
dening it as abso-
lutely continuous process
t
0
[Z] (t) = Z
0
+
_
t
0
K
(s) ds
for K
() : /. We assume that the martingale basis is -Hermitian in the sense

B
i
(t) := B
i
(t, )
= B
i
(t) i J
2.4. Quantum stochastic covariation. We do not assume the independence

of the increments dB
i
(t) with L
t
but shall assume the commutativity
Z(t) dB
i
(t) = dB
i
(t) Z(t) Z(t) L
t
as part of the adaptedness of B
i
(t). This implies (K)
= (K
), where K
(t) =
K
i
(t)
, and therefore Z
(t) = Z
0
+
t
0
(K
).
Moreover, we shall assume the associativity
[X [Y Z]] = [[X Y] Z]
of QS integrals in terms of quantum stochastic covariation
[Y Z]
t
0
:=
_
t
0
[d (YZ) (dY) Z Y(dZ)] (s)
such that it can be written in terms of an Ito product
(K dB) (L dB) = (K L) dB
of noncommuting dY = K dB and dZ = L dB as
[Y Z] (t) =
_
t
0
dYdZ =
_
t
0
(K L) dB.
Thus, we assume that quantum Ito semimartingales form an integral -algebra
with respect to the bracket [Y Z] given by an associative quantum Ito -algebra
of the corresponding QS integrands K(t) dened as the QS derivatives D
Z
(t) of
Z at t.[13].One can prove similar as in [17][18] that every integral Ito -algebra
has also the canonical triangular block matrix representation in the B*-algebra
b (/) of a two-sided Hilbert-Schmidt module in place of the Hilbert space k for the
Levy-Ito algebra at each time t.
3. Quantum Hidden Dynamics and QS Filtering
3.1. Quantum object-output stochastic processes. Let M
t]
0
= M
o
M
t
0
de-
note the W*-product algebra generated on the Hilbert product H
t]
0
= hH
t
by the
present (quantum object) algebra M
o
B (h), say the matrix algebra as operator
algebra on h = C
d
, and the past (classical output) algebra M
t
0
B (H
t
0
), say gener-
ated by multiplication operators Y
t
0
: g
t
0
y
t
0
g
t
0
for adapted C-valued functionals
y
t
0
M
t
0
, g
t
0
H
t
0
of classical Levy process trajectories
t
0
= (r) : r [0, t) such
that M
t
0
L
Q
(, B), H
t
0
L
2
Q
(, B) on the Levy probability space (, B, Q).
The latter example has the split property M
t+s
0
= M
t
0
M
s
t
on H
t+s
0
= H
t
0
H
s
t
for every t and s > 0, and we shall assume this innite divisibility not only for the
Abelian algebras M
t
0
M
t
0
but also for the general W*-algebras M
t
0
, say generated
by the dual quantum Brownian or Levy processes
e
j
(t) := (t, e
j
) B
j
(t) , e
j
(t) :=
_
t, e
j
_

B
j
(t) j J
given by the canonical bases e

J
, e
J
respectively for the dual noncommutative
Ito algebras b and

b.
Every QS-dierentiable adapted process Z(t) M
t]
0
I
t
has increments Z(t)
Z(r) = K
t
r
A written in terms of ZI := I Z IZ as in the canonical QS
integral form
_
t
r
(J (s) Z(s) I) dA(s) :
=
_
t
r
(J
(s) Z(s)
) dA
(s)
t
r
(J
Z
ZI)
of the QS derivative K(t) = D
t
Z
dening the QS germ-matrix J
t
Z
= Z(t) +D
t
Z
I,
where Z := I Z ZI is the ampliation [Z
] of Z. The QS dynamics is described

by a hemigroup

t0
(t) =
t0
(r)
r
(t) t
0
< r < t
of QS monomorphic transformations
t0
(t) : M
t]
0

N
r
M
r]
0

N
r
Z
r
(t) = V
r
(t) Z(t) V
r
(t)

r
(t, Z(t)) ,
where V
r
(t) : H
t]
0
F
t
H
r]
0
F
r
is a unitary or an isometric evolution
V
r
(t) = I+
t
r
(VL) such that
r
(Z
Z) =
r
(Z)

r
(Z) for any Z M
t]
0
. We shall
call the isometric W*-monomorphisms
t0
(t) semimorphisms as they preserve all
algebraic operations except,.maybe, the identity I
t]
0
M
t]
0
which is mapped into the
decreasing orthoprojectors P
r
(t) = V
r
(t) V
r
(t)
P
t+s]
r
s > 0 of the quantum
object survival from r up to t which is said to be stable only if P
r
(t) = I
r]
0
for all
t and r < t.
The input output semiunitary transformations V = V
r
(t) : r t form a
linear hemigroup
V
t0
(t) = V
t0
(r) V
r
(t) t
0
< r < t.
as the representation of a small category of the totally ordered set R
+
. Since the
seminal paper [22] it has been main object of study in quantum stochastics as a
resolving family for the Hudson-Parthasarathy (HP) QS dierential equation
dV(t) = V(t) (dt, S I) V(t) = L(t) A(dt)
written in the canonical Hudson-Parthasarathy basis A =
_
A
=+,
=,
as
dV(t) = V(t)
_
L
+
dt + L
dA
+ L
dA
+ L
+
dA
+
_
.
Here L = [L
]
=,
=+,
LI is the quadruple of QS logarithmic derivatives dening
the QS germ G(t) = V(t) S(t) J
t
V
for the Hemigroup V by S = I +L. The fol-
lowing theorem gives necessary HP unitarity conditions in a compact germ form.
They are also sucient for the existence and uniqueness of the semiunitary solu-
tions under the appropriate integrability conditions [11][12] for the operator-valued
adapted function L(t).
626 V. P. BELAVKIN
Theorem 3.1. The solution of HP equation is unitary, V
= V
1
(isometry,
V
V = I) i the germ is pseudo-unitary, G
= G
1
(pseudo-isometry G
G = I),
i.e. i the logarithmic germ S(t) = V(t)
J
t
V
is pseudo-unitary (pseudo-isometry).
This implies the relations
S
= I
, S
+
+ S
= 0, S
+
S
+ S
= 0, S
+
+ S
+
S
+
+ S
+
= 0.
for S
= I
+ L
, S
+
= L
+
, S
= L
, S
+
= L
+
.
3.2. Quantum stochastic ows and evolution equation. The QS Heisen-
berg equation for the maximal W*-algebra N
s
t
= B (F
s
t
) is generated by the vacuum
noise increments A
(t
) A
(t), t
[t, t
s
) of the canonical HP basis B
= A
. It
may actually be driven by a smaller Ito -subalgebra than b (k), corresponding to
a product W*-algebra N
t
0
B (F
s
t
) of quantum noise on Fock space F
s
t
= (K
s
t
)
for K
s
t
= L
2
k
(t, t
s
], say generated by the classical Langevin forces

f
k
(t
) given by
an Abelian Ito -subalgebra for each t
s
= t + s > t on F
s
t
. It is usually described
by the Langevin QS equation
d
Z
r
(t) =
_
dt,
r
_
t, J
t
Z
_

Z
r
(t)
_
,

Z
r
(r) = Z(r) .
where the QS germ (t) = J
t

= (t) for with (J) = SJS
r
_
t, J
t
Z
_
= G
r
(t) J
t
Z
G
r
(t)
=
r
_
t,
J
t
Z
_
,
is obtained by applying quantum Ito product formula
d (VZV
) =
_
dt, GJ
t
Z
G
VZV
_
.
Theorem 3.2. [14] The solution

Z(t) = (t, Z(t)) of the QS Heisenberg equation
is homomorphic (unital,
r
(t, I) = I) i all germs
r
(t) are pseudo-homomorphic
(unital):
r
_
t, J
J
_
=
r
(t, J)
r
(t, J) , (
r
(t, I) = I) .
In particular, J
t
X
= I
t
x X(t) gives Langevin equation, and the case J
t]
Y
= J
t
Y
1
with
r
_
t, J
t
Yt
_
=

Y
r
(t) I +
r
(t, D
t
Y
) gives the output equation:
d
X =
_
dt,
_
t,

X
_

X(t)
_
, d
Y =
_
dt,
_
t, D
t
Y
__
.
3.3. Quantum quasi-Markov hemigroups and master equation. Let M
t]
=
A
t]
B
t]
be generated by the input W*-algebras A
t]
= A
o
A
t
on the Hilbert spaces
H
t]
= h H
t
with an initial cyclic state-vector
t]
0
=
t
0
and an output mod-
ular algebras B
t]
= B
o
B
t
from the commutants

A
t]
= J
A
t]
J of A
t]
on H
t]
. We
assume that (A
t
, B
t
) is increasing W*-product system on the components H
t
= F
t
0
of Fock space F
0
= F
t
0
F
t
and take the vacuum
t
F
t
0
as an initial product
state vector
t
0
separating B
t
. A QS adapted dynamics
r
(t) : M
t]
M
r]
N
r
is called A
t]
-Markov on vacuum state vectors
F
t
for the decreasing future
quantum noise W*-algebras N
t
B (F
t
) if
t
(t
s
, Z) = E
t
(t
s
)
t
(t
s
, Z) E
t
(t
s
) A
t]
t > r, Z A
t
M
s]
t
, (3.1)
where E
t
(t
s
) =
s
is the vacuum projection of H

t]
F
s
t
onto H
t]
as Hermitian
adjoint to the injection
s
:
t]

t]

s
of
t
H
t]
into H
t]
F
s
t
. Then
the family of CP maps
t
(t
s
) is output compatible,
_
t
(t
s
, Z) , B
t]
= 0, and can
be lifted to a hemigroup of CP maps M
t+s]
M
t]
satisfying the B
t
-modularity
condition
t
(t
s
, Y
t
ZY
t
) = Y
t
(t
s
, Z) Y
Y B
t
, Z M
t+s]
, Y
t
= Y I
s]
t
.
It is resolving family for the generalized Lindblad equation
d
dt
r
(t, Z(t)) =
r
_
t,
_
t, J
t
Z
__
,
r
(r, Z) = Z M
r]
. (3.2)
dened by the form-generator (t, J) :=
+
(t, J) commuting with B
t]
on the germs
J G
o
A
t
of the process Z(t
s
) A
t
M
s]
t
at each t. Here G
o
= M
o
g is the initial
germ algebra dened as the M
o
-envelope of the -semigroup g = 1 m unitizing
the Ito -algebra M(t) = a b m of the mutually commutative Ito subalgebras
a, b b (k) generating respectively A
t
=
t
0
(A
) and B
t
=
t
0
(B
) by multiple
QS integrals
t
0
(M
) of M
n=0
M
n
as dened for M =
_
t>0
M(t) dt in
[11][12]. Every such completely bounded generator (t) can be uniquely lifted to
the B
t]
-modular map G
o
M
t]
M
t]
.
Proposition 3.3. Let J(t) = J
t
Z
be the germ of a QS process Z : t M
t
with
J
+
(t) = 0 for all t. Then the A
t]
-Markov generator (t) for a QS hemigroup of

r
(t, Z(t)) = V
r
(t) Z(t) V
r
(t)
has the generalized Lindblad structure (t, J) =

_
SJS
+
on G
o
M
t]
written in terms of the logarithmic QS derivatives L
= S
of the QS evolution V
r
(t) as
_
t, J
t
Z
_
=
_
L
+
Z + ZL
+
+ L
+
+ L
+ J
_
(t) . (3.3)
Note that the condition J
+
= 0 corresponds to the property of Z(t) to be a local
vacuum martingale M(t): E
r
(t) M(t) E
r
(t) = M(r), and (t, J
t
Z
) = (t, J
t
M
) +
J
+
(t) for any vacuum semimartingale Z(t) = M(t) +
_
t
0
J
+
dr. In particular, if
D = J X = 0, reads simply as the Lindbladian on X = Ix,
(X) = L
+
X + XL
+
+ L
XL
(x) . (3.4)
However, it denes the A
o
-Markov dynamics only if (t, J) A
o
for J G
o
, e.g.
if L
(t) = IL
(t) with L
(t) A
o
.
For the output processes Z(t) = Y
t
1 having the QS derivative D = 1b(t) Y
t
with b(t) B t 0,
_
J
t
Yt
_
=
_
(1) + L
+
+ L
+ b
+ b
+
_
Y
t
.
Here Y
t
B
t]
is a local QS semimartingale, e.g. a local QS martingale charac-
terized by b
+
= 0, say Y
t
= W
t
(b) y with any y B of zero expectation and
a QS exponential martingale W
t
(b) B
t
as the normal-ordered Weyl exponents
W
t
(b) =: exp [
t
0
(b)] :. The compatibility of (J) with B
t]
on the QS logarithmic
germs J = J
t
Y
Y
1
t
= 1 +b(t) is ensured by L
A
t]
.
In the following we assume that b = a is dual to a modular Ito B*-algebra in
the standard representation a b (k).
628 V. P. BELAVKIN
3.4. Filtering of quantum hidden quasi-Markov dynamics. Let us consider
a QS hemigroup
F
r
(t) of propagators H
r]
F
r
H
t]
F
t
satisfying the QS
evolution equation
d
F
r
(t) =

F
r
(t)
_
L
+
(t) dt + L
k
(t) d e
k
t
_
=
_
dt,

F
r
(t) L(t)
_

F
r
(r) = I
r]
. (3.5)
with L
k
= L
k
and e
k
(t) =
_
t, e
k
_
. Applying the QS Ito formula to
r
(t, Z(t)) =

F
r
(t) Z(t)

F
r
(t)
,
we obtain a QS evolution equation
d
(t, Z(t)) =
_
dt,

_
t,
_
t, J
t
Z
_
X(t)
__
Z(t) M
t]
(3.6)
describing in terms of (t, J) = C(t) JC(t)
a QS entangling process
(t) : M
t]
M
o
A
t
by the hemigroup
r
(t) of simple CP transformations
r
(t) : M
t]
M
r]
A
tr
r
.
They are dened by the logarithmic QS germ C(t) = I + L(t) of

F
r
(t) given by
the logarithmic QS derivative
L(t) = L
+
(t) d +
kJ
L
k
(t) e
k
. (3.7)
In general the QS transformations

r
(t) map M
t]
not into a W*-algebra but into
the kernels [15] which are aliated to M
r]
A
tr
r
since, as it follows from the next
Lemma, they satisfy the quasi-Markovianity condition
t
(t
s
, Z) = E
t
(t
s
)

t
(t
s
, Z) E
t
(t
s
) A
t]
t > r, Z A
t
M
s]
t
following from the condition (3.1) for
r
(t, Z). This quasi-Markovianity, dened
as the Markovianity with respect to an increasing algebras A
t]
in place of a single
object algebra A
o
, and also the uniqueness of the solutions to (3.5), it is sucient to
assume that only the operator-functions L
+
(t) and L
(t) are respectively locally

L
1
and L
2
-integrable [11][14] with values in A
t]
, or A
t]
-adapted L
(t) A
t]
as
aliated to A
t]
.
Lemma 3.4. Let the A
t]
-Markov hemigroup
r
(t) be dened as the unique
solution of the generalized Lindblad equation (3.2) on the increasing M
t]
with the
generator (3.3) (J) =
+
(J). Then it is unraveled by the A
t]
-Markov QS hemig-
roup of simple CP transformation

r
(t) in the sense that it is the conditional
expectation
r
(t, Z(t)) =
r
_
r
(t, Z(t))
:= E
r
r
(t, Z(t)) E
r
corresponding to the vacuum-induced white noise thermostates
r
[X] =
r
X
r
on
the algebras A
r
generated by the independent increments of the input quantum
Levy noise e (t) e (r).
Proof. Since E
r
(t) E
t
= E
r
= E
t
E
r
(t), the vacuum expectation
r
=
r
(t)
t
of
d
r
(Z) (t) is dened by the expectation

r
_
t,
+
(J
t
Z
)
_
dt of d
r
(Z) (t) written by
modularity property as
t
_
d
r
(Z)
(t) =

F
r
(t)
t
_
_
dt,
_
t, J
t
Z
_
Z(t)
_

F
r
(t)
r
_
t,
+
(t, J)
_
dt,
where
+
(J) dt =
t
_
_
dt, C(t) JC(t)
__
with J
+
= 0 is a generalized Lindblad
generator
( (J) Z)
+
= C
+
Z + ZC
+
+ C
+
+ C
+ J
+
(J) . (3.8)
In fact, since C
+
= L
+
and C
k
L
k
(t) e
k
= L
due to the completeness

relation e
k
e
k
with e
k
, this
+
(t) coincides with the generator (t) =
+
(t)
of the A
t]
-Markov backward master equation vacuum induced by the isometric or
unitary evolution V
r
(t) on M
t]
. Thus, expectation
r

r
(t) of the QS bracket
evolution

r
(t) driven by the white thermonoise e (t) must coincide by the unique-
ness argument with the A
t]
-Markov evolution
r

r
(t) vacuum induced by the
Heisenberg evolution
r
(t).
The following theorem denes the structure of the generators for QS master
equations induced by the general QS dynamics with respect to any output quantum
Levy process given by a modular Ito B*-algebra. This result extends the semi-
quantum ltering theory [14] determined by any classical output Levy process to
fully quantum case. The noncommutative ltering in the A
o
-Markovian case was
outlined for quantum nite-dimensional Wiener temperature noise corresponding
to a Wiener-Ito modular algebra in [10].
Theorem 3.5. Let b be a modular output Levy-Ito B*-algebra with the symmetric
basis e
J
not necessarily complete in a. Then the A
t]
-Markov QS evolution
(t, x) =

F
0
(t) x
F
0
(t)
, t 0
restricted to the object algebra A
o
and ltered with respect to B
t
satises the Heis-
enberg QS equation
d
r
(t, x) +

(t, (t, x)) dt =
i,kJ
_
t,
j
(t, x)
_
d e
j
(t) , (3.9)
where (x) = Kx + xK
i,kJ
L
i
x
i,k
L
k
= (x) denes the Lindbladian
(3.4) in the Hermit-symmetric basis with K = L
+
, L
k
= L
k
and
j
(t, x) = L
j
(t) x + xL
j
(t) +
i,kJ
L
i
(t) x
i,k
j
L
k
(t) ,
are the uctuating coecients =
_
j
_
jJ
with
i,k
j
=
j
k,i
.
Proof. By QS product Ito formula applied to

F
0
(t) x
F
r
(t)
we obtain the equation

(3.6) with Z(t) = I
t
x and J
t
Z
= Z(t) I. Taking for these the element (3.8) as
vacuum conditional expectation with C = I +L given by (3.7) we obtain

+
(x) = L
+
x + xL
+
+ L
i
x
_
e
i
e
k
_
+
L
k
= (x) ,
630 V. P. BELAVKIN
since
_
e
i
e
k
_
+
=
i,k
, and by e
i
e
k
=
i,k
j
e
j
we obtain
(x)
j
e
j
= L
i
e
i
x + xe
k
L
k
+ L
i
xe
i
e
k
L
k
=
j
(x) e
j
4. Unraveling L-Dynamics and the General Master Equation

4.1. Noncommutative Girsanov transformation. Let D
s
D
t
, s t be
increasing unital -subalgebras invariant also with respect to the left and right
involutions
for a reference weight on D = D

t
and let S (t) = s
t
L
t
be a positive martingale normalized as (s

t
) = 1, dening a state (d) = (s d)

on D. If is an adapted -morphism : D
t
B
t
of D into B, then the adapted
process Z(t) = (x
t
) z
t
may not be a martingale in (B, ) even if it is given by
a martingale t x
t
D
t
dened in (D, ) as
q[x
t
_
t
:=
_
q
x
t
_
= (q
x
s
)
q[
s
_
x
t
__
s
s t, q D
s
.
It can be equivalently described by the process X (t) = x
t
in (D, ) with respect
to the generalized Cameroon-Martin density
m
t
_
1
t
_
L
t
as a positive martingale dened by the comorphism
, where
is the RN derivative of = with respect to and
. Any other state

: D C described in (D, ) by a positive normalized martingale density r
t
B
t
can also be represented by a density s
t
_
r
t
_
as
_
x
t
_
=
_
_
x
t
_
r
t
_
=
_
x
t

_
r
t
__
=
_
x
t
s
t
_
.
The noncommutative Girsanov theorem makes the process Z(t) into a (B, )-
martingale with respect to a transformed state . If Z(t) = (x
t
) given by an
injective transformation of a martingale x
t
in the modular -algebra (D, )
(
A, ), where = = [D for = given by a surjective (quasi or

semi) coexpectation inverting as the predual to a (quasi or semi) conditional
expectation
. It is described by the positive martingale (t) =
(1
t
) r
t
in
(B, ) as the density of with respect to such that
(Q(t) Z(t) (t)) = (t) [Q(t) Z(t)
=
_
(Q(t)) x
t
_
Q(t) B
t
.
Any other state on D dened by the martingale density q
t

A
t
is also repres-
ented in (B, ):
_
x
t
_
=
_
(x
t
)
(q
t
)
_
=
_
x
t
q
t
_
.
If = = , this can be simply written in the form of the transformation
identity
_
q
t
_
[
_
x
t
__
q
t
[x
t
_
. x
t
D
t
, q
t

A
t
.
4.2. Standard Ito pairing and marginalization. Let A be a C*-algebra with
a vector state (A) = ([A)
A on the Hilbert space H generated by A

and B A
be a modular subalgebra of B (H) commuting with A, with the dual

subalgebra

B A represented on the Hilbert subspace H
H generated by A
.
Let (a, l) be a B*-Ito -algebra with
l (a) = (v
[av
) v
av
= a
+
in the canonical matrix representation a b (k) of the Hilbert space k generated by
the action of a on the vector v
=
_
+
_
, and b a
be a modular Ito subalgebra of

the commutant Ito algebra a
=
_
c
+
d +c
_
with the dual subalgebra

b b (k
)
of J
J = a
+
d+a
represented in b (k
) of the Hilbert subspace k
k generated
by a
on v
+
. We denote by R = r
A and S = s
B the germ algebras given

respectively by r = 1 a and s = 1 b. represented in b (k) by matrices I + a
and I + b with a a, b b such that S R
. Let us dene the standard

(R, R
)-pairing
R, S := (v
+
[RSv
+
) =
_
[R
, S
+
_
R R, S R
, (4.1)
induced by the state l , where v
+
= (
, 0, 0), by extending this bilinear from

S R
on the completion R
= R
of the commutant R
represented on k
as
the dual space to the normed B*-algebra R. Note the decomposition R
= A
corresponding to R = R
+
R
such that R, S for R = R
+
d+R
and S = YI+
S
can be written as
_
R
,

S
_
+
+
, Y
_
=
X, P
+
_
+
_

R
,

S
_
+
+
, Y
_
=
X, P
+
_
+
_

R, S
_
.
Here R
= X

R
is the germ-martingale, (R
+
= 0, of X, uniquely dened
by the decomposition S = S
+
d +S
.
It can be easily seen that the standard pairing has the modularity property
_
CRC
, S
_
=
_
v
+
[CRSC
v
+
_
=
R, C
SC
_
S R
, R R
for any C R having a transposed C
uniquely dened by
v
+
RC
= v
+
CR = v
+
C
R R R
as C
:= J
J C
by the unitary conjugation J
= J
1
. Here denotes
the left involution
_
X C
Z
_
=
_
XL
Z
_
with respect to the modular pairing
(X

Y) = X, Y for

X = X
, Y R
, which is symmetric due to JXJ
= X =
J
XJ:
(X Z) :=
_
Xv
+
[Zv
+
_
=
_
Zv
+
[Xv
+
_
(Z X) X, Z R.
A positive normalized element A
:= A
is called the covariant density

of the regular state (X) = X, on A, which is absolutely continuous with
respect to in the sense (A
A) = 0 (A
A) = 0. A simple conditionally
CP transformation (R) = (CRC)
+
from R into A such that (
S) B := B
transforms B
into S
by
R,
( ) = (R) = (R) , R R, B
632 V. P. BELAVKIN
if it is given by the transposable C R. One can show that
is also conditionally
CP such that each
( ) is also conditionally absolutely continuous with respect

to l . It is dened on R
by the decomposition
( ) = I + ( )

S
, where
( ) = L
+ L
+L
(4.2)
in terms of L = CI is decomposed as ( ) =
( ) d +
( ).
4.3. Dual reduced and unravelling QS L-dynamics. Let A
t
be the increas-
ing W*-algebras generated by quantum Ito-Levy noises e
j
(r) for r [0, t) and
j J on Fock space F =
_
L
2
k
_
. The modular subalgebras

B
t
= J
B
t
J are deed
on F
=
_
L
2
k
_
as the dual to B
t
generated by e
i
= (e
i
) for i J
with the
Weyl operator basis W
t
(b) : b b, where b is the modular Ito algebra spanned
by e
and e
J
. It is given by the solutions to
dW
t
(b) = W
t
(b) (dt, b) , W
0
(b) = I.
This solution can be written in the normal form in terms of the logarithmic matrix
l
= ln (I
+ b
) as.
W
t
(b) = e
t
0
b
i
+
(r)dA
+
i
e
t
0
l
i
k
(r)dA
k
i
e
t
0
b
k
(r)dA
k
t
0
b
+
(r)dr
.
If the QS dynamics is a A
t]
-Markov process on the state vector =
hF
with the vacuum
F
t
, the dual state dynamics
t
(r) form a forward hemigroup
deed on the predual space L = A
r]
by the CP maps
r
(t)
:
X
t
,
t
(r, )
t
:=
r
(t, X) ,
r

_
X
t
,
r
(t)
_
t
X A
t]
, A
r]
.
Here and below we shall take the vacuum (A
t]
, A
t]
)-pairings
X, :=
[X
_

t
__
X,
t
, X A
t]
, A
t]
.
Let B
t]
denote the preduals to the increasing W*-subalgebras B

t]
= B
o
B
t
of
A
t]
generated an initial modular subalgebra

B
o
A
o
and the Weyl basis W
t
(a),
a

b a. If the QS dynamics is also Markov with respect to B
t]
A
t]
for all t,
the dual dynamics can be reduced to a hemigroup of
t
(r) : B
r]
B
t]
. It is given
by the marginalization
of the reference = [A to = [B dening the CP

maps
t
(r)

t
(r) as the preduals to the restrictions
r
(t) :=
r
(t) [B
t]

t
(r)
.
In particular, the reduced evolution
t
=
t
( ) from the initial state on B
o
A
o
is dened by
X
t
,
t
( )
=
0
(t, X
t
) ,
, X
t
B
t]
, B
o
.
The reduced states
t
can be described on X
t
= W
t
(a) x with x B by the
characteristic function
C
t
(a, x) = W
t
(a) x,
t
=
0
(t, X
t
) ,
satisfying the equation
dC
t
(a, x) = d X
t
(a) ,
t
for C
t
(a, x) = X
t
(a) ,
t
.
Note that since
t
(r) mapping B
r]
into the increasing state spaces B

t]
, they can not

satisfy a deterministic evolution equation which should involve the increments d e
J
generating dB
t
. Thus they should satisfy a QS evolution equation d

t
= ( ) d e
with d e
= (dt, d) = dtI and the innovation d e

j
: j J
such that by Ito

formula
dX
t
,
t
+X
t
, d
t
+dX
t
, d
t
= dC
t
(a, x) .
It is characterized on X
t
= W
t
(a) x with a
b, x

B
o
by the equation
dC
t
(a, x) = d X
t
(a) ,
t
for C
t
(a, x) = X
t
(a) ,
t
,
where d X
t
(a) ,
t
= 0 in the martingale case a
+
= 0, X
t
, d
t
=
X
t
,
(
t
)
_
dt
and
dX
t
, d
t
=
iJ
X
t
a,
i
( ) e
i
_
dt X
t
a,
( ) dt a
b. (4.3)
4.4. Noncommutative QS master equation. The following theorem denes
the structure of the generators for QS master equations induced by the general
QS dynamics with respect to any output quantum Levy process given by a modu-
lar Ito B*-algebra. This result extends the semi-quantum unraveling dynamics [5]
determined by any classical output Levy process to the quantum Levy-Ito temper-
ature process. The proof of the theorem in the general case is similar to the proof
of the semi-quantum ltering theorem [7] for the commutative processes e
i
= e
i
but noncommutative initial algebra B. It was outlined in [10] for fully quantum
diusive case of noncommuting self-adjoint Wiener processes e
i
= e
i
correspond-
ing to quantum nite-dimensional Wiener-Ito nilpotent in second order modular
algebra.
Theorem 4.1. (Main) Let
r
(t) be the quantum hemigroup dynamics on the
increasing W*-subalgebras B
t]
A
t]
generated by

B
o
A
o
and the modular Levy-
Ito B*-algebra

b a with a symmetric basis d, e
i
: i J
indexed by J
= J
. Assume that it is induced by the hemigroup

r
(t) having the generator
(3.3) with A
t]
-adapted transposable coecients L
+
(t). Then the reduced states
(t) =
t
( ) B
t]
satisfy the QS stochastic equation

d (t) + (t, (t)) dt =
jJ
j
(t, (t)) d e
j
(t) (0) B
o
(4.4)
with QS modular noises e
j
(t) =
_
t, e
j
_
and uctuating coecients given by
j
(t, ) = L
j
(t) + L
j
(t) +
i,kJ
L
k
(t)
j
i,k
L
k
(t) .
including
= with L
= K = L
+
and L
i
= (L
e
i
= L
+
e
i
.
Proof. The predual generator : B
t]

S
t]
for the generalized Lindbladian writ-
ten for an A
t]
-martingales Z = X in the form (3.3) is found by modularity in (4.2)
for the A
t]
-adapted transposable C = I + L such that C
(t) commutes with R

t]
.
This allows the expansions
L
iJ
e
i
L
i
, L
iJ
e
i
L
i
,
634 V. P. BELAVKIN
where L
i
= L
+
e
i
, L
i
= e
i
+
are determined by the completeness as
e
j
, L
_
=
_
X[
_
e
j
L
+

_
=
_
e
j
e
i
_
+
_
X[L
i
_
=
j
i
e
i
_
X[L
_
=
_
X[L
j
_
since
i
j
=
_
e
i
e
j
_
+
= e
i
j
is either
i
j
or a an idempotent kernel such that
i
j
e
j
=
e
i
in the case of overcompleteness of the basis

_
e
i
_
in k
. In the similar way we

obtain L
j
=
_
L
e
j
_
+
and
e
j
, L
_
=
_
X[
_
L
e
j
L
+

_
=
_
e
i
e
j
e
k
_
+
_
X[L
i
L
k
_
=
_
X[L
i
j
i,k
L
k
_
.
since
_
e
i
e
j
e
k
_
+
=
_
e
j
e
i
e
k
_
+
=
m
i,k
_
e
j
e
m
_
+
=
j
m
m
i,k
=
m
i,k
. Therefore,
j
( ) = L
j
+ L
j
+ L
i
j
i,k
L
k
in (4.2) determined for j J
by (4.3) for any X B

t]
and a
b spanned by e
J
.
This formula also determines
( ) with
i,k
=
i.k
by
_
X
t
[
(
t
)
_
=
_
X
t
[
_
L
+ L
+L
+

_
with (L
+
= L
,
_
L
+
= L
given by L
= (L
+
= L
+
. This complets
the proof.
Note that if L(t)

S
t]
corresponding to the span L
= e
i
L
i
of (L
+
by the
family e
J
of Ito basis e
J
with B
t]
-adapted L
i
(t), the B
t]
-Markov QS evolution
(4.4) is completely unravelled by the hemigroup of QS propagators

V
r
(t) satisfying
the QS unraveling equation
d
V
r
(t) +

V
r
(t) K (t) dt =

V
r
(t) L
i
(t) d e
i
,

V
r
(t) = I.
This can be easily seen by applying the Ito formula to the solution of (4.4) for t > r
with (r) = in the form
t
(t, ) =

V
r
(t)
V
r
(t)
. In particular, this is the case

if e
J
= e
J
is complete basis in the maximal modular Ito algebra a generating k
corresponding to A
t]
-Markovianity of the dual dynamics
= . Such unraveling
is predetermined by hemigroup Markovianity on the W*-algebras B
t]
. If the basis
e
J
of b is not complete in k
, the QS dynamics may not completely unravel

the quantum Markov dynamics
. However it can be extended to an A

t]
-Markov
unravelled dynamics . by a choice of the complementary basis e
J\J
. The
extended unravelling evolution satises the QS equation of the same form as (3.9)
with uctuating coecients
j
indexed by the complete set J
= J. Note that
such ravelling is not unique and can be chosen classical by taking a commutative
Ito algebra c b
_
k
_
which is always modular with the basis e
j
= e
j
in the
orthogonal complement k
= k k
corresponding to the classical Levy-Ito noise

e
j
= e
j
for j J J
independent of e
J
= e
J
. The incompletely unravelled
B
t]
-Markov dynamics
is then represented as a conditional expectation of A

t]
-
Markov dynamics over the noise indexed by J
. which has obviously the

same form as (3.9)
r
(t, Z) =
r
[
r
(t, Z)].
If is unital, the density operators (t) are normalized on B
t]
to the positive
martingale (t) = I, (t) describing the statistics of the complementary pro-
cesses y
j
(t) = V
0
(t) e
(t) V
0
(t)
, otherwise (t) is supermartingale normalized

to the probability (t) = (t)
of the object survival up to t.

5. Appendix. Modualar Algebras and L-Transformations
5.1. Modular algebra and its dual L. Let (A, ) be a pre-C*-algebra with a
reference weight as a faithful positive liner functional : A C in the sense
(p) 0 p 0, (p) = 0 p = 0,
on the positive elements p = aa
a A. Such algebra is called -modular if it is

invariant with respect to the left modular involution
making sense in
(pq
) =
_
q
p
_
, (q
p) =
_
pq
_
p, q A
with the right modular involution dened as
. One can use this to

dene the left q[p
=
_
q
p
_
or right q[p
+
=
_
pq
_
modular pairings
such that p
[q
= (qp) = q
[p
+
, but usually a symmetric pairing
q
[p (q p) = (q p) p
[q
is preferred for use, satisfying the modular conditions
aq[p =
q[a
p
_
, qa[p =
_
q[pa
_
a, q, p A
with respect to another left involution and
= as the adjoint to . The

symmetric pairing inducing the weight by (1 q) = (q) = (q 1) on A is
dened by this involution as
q[p q[p
:= (q(p)) (q p) ,
where is a root of the modular automorphism
= of A uniquely determined
by the polar decomposition a
= (a)
in the case of the positive denite pairing

a[a 0 for all a A.
If is tracial in the sense (a
a) = (aa
), as it is always in the commutative

case, the left involution coincides with the right involution
and for the positive-

denite pairing is identical to , but in general it depends on : =
1
2
.
5.2. Regular states and Radon-Nikodym densities. The noncommutative
L
1
-space L = L
is dened by the L
1
-completion A
= A
of the modular -algebra

A with respect to the dual norm
|b|
:= sup
a1
[a[b
[ =
1
2
sup
a1
(a
b + b
a) ([b[
)
636 V. P. BELAVKIN
Without changing notation we can extend by weak continuity the bilinear form
(b a) to the natural pairing ML C of the the norm-adjoint algebra M = L
as the weak
closure of A L
M equipped with
|a|
= inf c : a
a c1 |a| .
Note that Mis unital -algebra called W*-algebra as having the preadjoint Banach
space L = M
. It is isomorphic to a von Neumann operator algebra, the weak

closure of the GNS representation of B associated with . Both L and M are
two-sided A-modules and L
= L, M
= M with respect to the left and right

involutions such that for any
bqb
[p = q[apa
q M, p L, b = a
A
A linear positive functional : A C of the form
(a) = (a p) = p[a
a A,
dening by a positive normalized p L
+
, (p) = 1 an expectation on A, is
referred as the regular state, and as the normal regular state when it is extended
on M = L
. If A = B/I is a quotient algebra of a -algebra B _ A with respect

to a -ideal I B, and : B C be weight such that (b
b) = 0 b I, then
the induced state = is absolutely continuous with respect to in the sense
(b
b) = 0 (a
a) = 0 b a, a A.
It has density r =
(p) B
given by the Radon-Nikodym (RN) derivative
as a CP contraction
: A
well dened for the regular I (i.e.

adjointable quotient map (b) = b+I.) as a comorphism in the next section. The
state id is said to be dominated by if (a
a) t(b
b) for all a and b a

and a positive t R. Every absolutely continuous with respect to a regular is
also regular, and r t1 for a t > 0 i it is dominated by .
5.3. Comorphisms and quasimorphisms on L. Let : D A be a regular
-morphism of a modular algebra (D, ) into the modular algebra (A, ) such that
there exists a dual map
: L L
called the comorphism, uniquely dened by
in
d[
(p)
= (d) [p p A
, d D.
It is easy to see that the comorphism, intertwining the left involution
with
=
, satises the -modularity property
_
(d)
p
_
= d
(p) p L, d D
and
(pa) =
(p) d for any a = (d). Therefore
is a CP map and
(L) I
= O such that it cannot be unital for the nontrivial -ideal

I
:= d D : (d) = 0
1
(0) .
If : A D is an injection inverted by and having the -modularity property

_
(d) a(d)
_
= d (a) d
a A, d D,
then (A) I
= O and therefore is also -morphism. The induced weight =

admits a conditional expectation = given on D by the -projection =
onto the -subalgebra (A) D isomorphic to D/I
A, and

is given by the extension
of from A onto L = A
and the RN derivative
of the induced weight with respect to on D. Note that (A) I
= O and
therefore cannot be unital if I
,= O.
More generally, a completely positive -contraction : B

A quasiinverse in
the sense = to a -morphism of D

A into B is called quasimorphism
(quasiexpectation inverting ) if it satises the -modularity condition
(b (d)) = (b) d b B, d D
in a modular -algebra (
A, ) (and inverts ). Every quasimorphism on (B, )

denes a positive projection = which is almost unital in the sense that
e = (1) is the maximal -idempotent in D such that eI
= Osince I
:=
1
(0) =
e
D for e
= 1 e in the unital D. It induces a new weight = on B

and the reduced weight = = on D compatible with the projection
such that the modular involution
leaves the subalgebra (D)

A invariant as
(d)
=
_
d
_
for all d D due to
_
d
_
= (d)
and modularity of . Note

that if (B) D, then the modularity condition follows since = is also a
positive projection onto (D) (B). Such quasimorphism inverting is called
conditional expectation with respect to .
A quasimorphism uniquely denes the comorphism
by
[B =
i = , where =
A is dened by the dual CP map
. In the
most important case = of injective this denes
on B by marginalization
i [D = .
5.4. Semiconditioning and semi-Markovianity. A comorphism
for =
as a modular map

_
d
p
_
= (d)
(p) p

A
, d D
inverting a comorphism
for = is called the conditional expectation if

it coincides on D

A with the -morphism : D B. This is equivalent to
the invariance
[D of the
-domain D for = with respect to the

modular involution
on

A. Then the composition E =
, given by the
comorphism
and
, is a positive projection L
satisfying the modularity

condition
E(d
pd) = d
E(p) d p L
, d D.
The restriction E[
A =
, extended by continuity on weak closure M of

A, is
the usual conditional expectation as a normal positive projection intertwining
the left involutions
and
. It satises the modularity -condition

(d
qd) = d
(q) d q

A, d D.
This all remains true if
is quasi-comorphism dened as a CP modular con-

traction quasiinverse to a comorphism
. Note that positivity with modularity

implies CP property if the algebra B is generated by a central Abelian -subalgebra
A B and (D) since every positive quasimorphism on A is by Naimarks theorem
CP. Such quasi- are referred as semi- (morphisms, comorphisms and conditional
expectations).
638 V. P. BELAVKIN
If
1
: B
1

A is a conditional coexpectation inverting
1
: D
1
B
1
, the
composition =
1
is obviously a contractive CP map B
1
B dening a CP
contractive kernel
(d
1
, a
1
, d
1
) =
_
1
(d)
a
1
1
(d
1
)
_
where a
1
is from a central -subalgebra A
1
B
1
.
A contractive CP kernel : D
1
A
1
D
1
L
is called semi-Markov with

respect to : D B if its range is generated by B
0
= (D) and an abelian
A
0
B commuting with B
0
, and is called Markov if it is unital and its range is in
the von Neumann algebra generated only by B
0
. Every (semi) Markov kernel is
a composition of a coexpectation
1
on an algebra B
1
generated by B
1
=
1
(D
1
)
commuting with the central A
1
B
1
and a (semi) conditional expectation with
and
1
dened on respective modular -subalgebras D, D
1

A. The hemigroups
of (semi) Markov maps
t0
(t) : B
t
B
t0
give a weak description of (semi) Markov
quantum stochastic processes as dened in [1][2].
References
1. Belavkin, V. P.: Reconstruction theorem for quantum stochastical elds, Usp Math Nauk
(Russian Math Surveys) 2 (1984) 137138.
2. Belavkin, V. P.: Reconstruction theorem for quantum stochastic processes. Theoret Math
Phys 3 (1985) 409431.
3. Belavkin, V. P.: A new form and -algebraic structure of quantum stochastic integrals in fock
space. In Rendiconti del Seminario Matematico e Fisico di Milano LVIII (1988) 177193.
4. Belavkin, V. P.: Optimal nonlinear ltering of quantum signals. In Proc of IX-th Conference
on Coding Theory and Information Transmission (1988) 342345. University of Odessa. in
Russian.
5. Belavkin, V. P.: Non-demolition stochastic calculus in fock space and nonlinear ltering and
control in quantum systems. In Proc of Fourteenth Winter School in Theor Phys, Karpacz
1988, Stochastic Methods in Mathematics and Physics (1989) 310324, Singapore, World
Scientic.
6. Belavkin, V. P.: Stochastic calculus of quantum input-output processes and non-demolition
ltering. In Reviews on Newest Achievements in Science and Technology, volume 36 of
Current Problems of Mathematics (1989) 2967. VINITI, Moscow. Translation in: J. Soviet
Math. 56(5) (1991) 25252647.
7. Belavkin, V. P.: A posterior Schrodinger equation for continuous non-demolition measure-
ment. J of Math Phys 31(12) (1990) 29302934.
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demolition processes. In Quantum Probability and Applications V, volume 1442 of Lecture
Notes in Mathematics (1990) 99125, BerlinHeidelbergNew York, Springer Verlag.
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Prob. Theory and Math. Statistics, volume 1 (1990) 91109. Mokslas, Vilnius.
10. Belavkin, V. P.: Continuous non-demolition observation, quantum ltering and optimal
estimation. In Quantum Aspects of Optical Communication, Proceedings, Paris 1990, volume
379 of Lecture notes in Physics (1991) 151163, Berlin, Springer.
11. Belavkin, V. P.: A quantum nonadapted Ito formula and stochastic analysis in Fock scale,
J of Funct Analysis 102(2) (1991) 414447.
12. Belavkin, V. P.: Chaotic states and stochastic integrations in quantum systems. Usp. Mat.
Nauk, 47 (1992) 47106. Translation in: Russian Math. Surveys, No 1 (1992) pp. 53116.
13. Belavkin, V. P.: Kernel representations of *-semigroups associated with innitely divisible
states. In Quantum Probability and Related Topics volume 7 (1992) 3150. World Scientic.
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Multivariate Analysis 42(2) (1992) 171201.
15. Belavkin, V. P.: Quantum stochastic positive evolutions: Characterization, construction,
dilation. Commun. Math. Phys. 184 (1997) 533566.
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Physics 45 (1998) 131145.
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temporary Innite Dimensional Analysis and Quantum Probability (2000) 5780. Instituto
Italiano di Cultura, Kyoto.
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Quantum Probabilty Communications QP-PQ XI (2003) 3954. World Sci. Publishing.
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1969.
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statistical dierential equations and the master equation. Phys Rev A 31 (1985) 3761.
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scow, 1974.
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V. P. Belavkin: Mathematics Department, University of Nottingham, NG7 2RD, UK.
E-mail address: vpb@maths.nott.ac.uk
HOW TO DIFFERENTIATE
A QUANTUM STOCHASTIC COCYCLE
J. MARTIN LINDSAY
Abstract. Two new approaches to the innitesimal characterisation of quan-
tum stochastic cocycles are reviewed. The rst concerns mapping cocycles
on an operator space and demonstrates the role of Holder continuity; the
second concerns contraction operator cocycles on a Hilbert space and shows
how holomorphic assumptions yield cocycles enjoying an innitesimal char-
acterisation which goes beyond the scope of quantum stochastic dierential
equations.
1. Introduction
The advent of the Hudson-Parthasarathy quantum stochastic calculus coincided
with the beginning of Arvesons study of product systems of Hilbert spaces. The
former is set in symmetric Fock space over an L
2
-space of vector-valued functions
([24]); the latter has the continuous tensor product decomposition of such Fock
spaces
T = T
[0,t[
T
[t,[
, t R
+
,
as its paradigm example ([3]). At a conference during the 1986-7 Warwick Sym-
posium on Operator Algebras, Arveson raised the following question. Noting that
randomising a one-parameter unitary group (U
x
)
xR
on a Hilbert space h using a
Brownian motion (B
t
)
t0
:
V
t
: U
Bt()
(), t R
+
, h L
2
(),
denes a family of unitaries V = (V
t
)
t0
on L
2
(; h) = h L
2
() satisfying a
cocycle identity with respect to the shift on Brownian paths:
V
r+t
= V
r
r
(V
t
), r, t R
+
,
he asked what other ways may such cocycles be generated are they all of this
type? Armed with various quantum martingale representation theorems ([21, 23]),
the latter obtained in collaboration with Parthasarathy at the 1984-5 Warwick
Symposium on Stochastic Dierential Equations, Robin and I were able to pro-
vide an immediate answer. Our answer was a qualied yes, if the process of ran-
domisation is broadened to involve quantum Brownian motion ([10]) along with
2000 Mathematics Subject Classication. Primary 46L53, 81S25; Secondary 47D06.
Key words and phrases. Noncommutative probability, quantum stochastic cocycle, E
0
-
semigroup, CCR ow, holomorphic semigroup.
641
Vol. 4, No. 4 (2010) 641-660
642 MARTIN LINDSAY
the Poisson-type process derived from dierential second quantisation, if adapt-
edness to the corresponding ltration of operator algebras is imposed, and if one
assumes sucient regularity for the cocycle. The setting is Wiener space L
2
(),
with its semigroup of shifts inducing the semigroup (
t
)
t0
on B(L
2
()), now
called CCR ow. This is translated to symmetric Fock space T over L
2
(R
+
) via
the Wiener-Segal-Ito isomorphism (see, for example [27]).
Theorem 1.1 ([22]). Let V = (V
t
)
t0
be a unitary quantum stochastic cocycle
on h, and suppose that V is Markov-regular. Then there is a unique operator
F B(h h) such that V satises the quantum stochastic dierential equation
dV
t
= V
t
d
F
(t), V
0
= I
hJ
.
(All the terms used here will be dened in Section 2). By the quantum Ito
formula, the coecient F necessarily satises the Hudson-Parthasarathy unitarity
conditions q(F) = 0 = r(F), where
q(F) := F
+F +F
F and r(F) := F +F
+FF
,
and denotes the quantum Ito projection
_
0
I
h
B(hh). In terms of its block

matrix form and the component quantum stochastic integrators, the unitarity
conditions on F read
F =
_
iH L
L/2 L
C
L C I
h
_
,
with C being unitary, H selfadjoint and L arbitrary, and the quantum stochastic
dierential equation reads
dV
t
= V
t
_
LI
J
dA
+(C I
h
) I
J
dN
t
L
C I
J
dA
t
+(iHL
L/2) I
J
dt
_
,
with (A
t
)
t0
, (N
t
)
t0
and (A
t
)
t0
being respectively the creation, preservation
(number, exchange or guage) and annihilation processes.
The result was proved as follows. Letting K denote the generator of the expec-
tation semigroup of V , then K is bounded (by Markov-regularity) and
X :=
_
V
t
I
hJ

_
t
0
V
s
(K I
J
)ds
_
t0
denes a quantum martingale: E
s
[X
t
] = X
s
(s t), satisfying X
0
= 0, which may
be shown to be regular in the sense of Parthasarathy and Sinha ([41]) so that
X
t
=
t
(G) =
_
t
0
L
t
t
dA
+
_
t
0
(C
t
t
I
hJ
) dN
t
+
_
t
0
M
t
t
dA
t
,
where G =
__
0 M
t
L
t
C
t
I
hF
_ _
t0
for bounded processes L
t
, M
t
and C
t
. The proof
is completed by verifying that each of the processes
(V
t
L
t
t
)
t0
, (V
t
M
t
t
)
t0
and (V
t
C
t
t
)
t0
is (a.e.) constant. If the cocycle is instead adapted to the ltration of a non-
minimal variance quantum Brownian motion then the same result holds (with no
preservation integral) with similar proof, but using the martingale representation
theorem for martingales with respect to this ltration ([21]).
DIFFERENTIATING QUANTUM STOCHASTIC COCYCLES 643
Journe then gave a qualied no to Arvesons question. Along with an analysis
of quantum stochastic cocycles V , assumed only to be strongly continuous, he
gave an example to show that in general V will not satisfy a quantum stochastic
dierential equation. The essential point is that we may associate an operator
L to V and, in favourable circumstances also an operator C, but the domains
of L and L
C may have insucient intersection, thereby cheating us out of a

dense domain for a coecient of a quantum stochastic dierential equation. In his
example h = L
2
(R
+
), C = I
h
and L is the generator of the right-shift semigroup
on h ([25]).
Bradshaw considered the corresponding question for quantum stochastic map-
ping cocycles on a von Neumann algebra N. Using the quantum martingale repre-
sentation theorem in a corresponding way to the argument sketched above, he was
able to show that every Markov-regular, normal, injective, unital *-homomorphic
cocycle on N is governed by a quantum stochastic dierential equation ([7]).
Subsequent developments in the construction and analysis of quantum stochas-
tic cocycles, up to the late nineties, are described in [27] and [18], both of which
contain extensive bibliographies.
In this paper two new developments are described. The rst, given in Section 3,
is a direct and simple approach to dierentiating mapping cocycles on an operator
algebra, and more generally, on an operator space ([28]). The basic assumption
here is that there is an adjoint cocycle and that both cocycles have locally Holder
continuous columns with exponent 1/2. This analysis extends to quantum stochas-
tic cocycles in Banach space and in abstract operator space ([12]). The second,
given in Section 4, is the case of contraction operator cocycles on a Hilbert space
whose expectation semigroup is holomorphic ([30]). Here we go beyond quan-
tum stochastic dierential equations and yet still obtain a complete innitesimal
description of such cocycles.
The denitions and basic properties of quantum stochastic cocycles, for both
(contraction operator) cocycles on a Hilbert space and (mapping) cocycles on an
operator space, are given in Section 2. The latter requires matrix spaces over an
operator space ([35]); the basic facts about these are given in that section.
Notations. For a set S and vector spaces U and V we write F(S; V ) for the linear
space of functions from S to V , under pointwise operations, and L(U; V ) for the
space of linear maps from U to V . For a vector-valued function f : R
+
V and
subinterval I of R
+
, f
I
denotes the function equal to f on I and zero outside I;
for c V , c
I
: R
+
V is dened in the same way, by viewing c as a constant
function. Simple tensors u are usually abbreviated to u. For a Hilbert space
h we set [h = B(C; h) and, mindful of the Riesz-Frechet Theorem, h[ = B(h; C),
so that [h = [u : u h and h[ = u[ : u h, where the -ket [u maps C
to u, and the -bra u[ maps v h to u, v. The bra-/-ket notation is ampliated
to the following useful E-notations:
E
= I
h
[ : h h h, respectively E
= I
h
[ : h
t
h
t
h
t
(1.1)
for vectors and
t
from Hilbert spaces h and h
t
. Ultraweak tensor products are
denoted and purely algebraic tensor products by . For an operator space V
and Hilbert space h,
V
h
denotes the ampliation x V x I
h
.
644 MARTIN LINDSAY
Fix now, and for the rest of the paper, two Hilbert spaces h and k. Set

k := Ck
and, for c k, set c :=
_
1
c
_

k; also, for f L
2
(R
+
; k) set

f(t) :=

f(t). We often
make the identication
h
k = h (h k),
and employ the quantum Ito projection := [
0
I
] B(h
k) = B(h (h k)).
2. Quantum Stochastic Cocycles
For 0 r < t , the symmetric Fock space over L
2
([r, t[; k) is denoted by
T
[r,t[
and the identity operator on T
[r,t[
by I
[r,t[
; T
R+
is abbreviated to T. We use
normalised exponential vectors:
(f) := e
|f|
2
/2
(f), f L
2
(R
+
; k),
where (f) is the exponential vector (1, f, (2!)
1/2
f
2
, ) T. As is well-known,
the family (f) : f L
2
(R
+
; k) is linearly independent and total in T. The
following considerable strengthening of the latter property, due to Parthasarathy-
Sunder for one dimensional k and Skeide for general k, has proved very useful
(see [27] for a proof). For a subset S of k dene
c
S
:= Lin(f) : f S
S
where S
S
:= f L
2
(R
+
; k): f is an S-valued step function (with the convention
that we always take the right-continuous versions), and abbreviate c
k
to c.
Proposition 2.1. Let T be a subset of k containing 0. Then the following are
equivalent:
(i) T is total in k;
(ii) c
T
is dense is T.
Write W(f) (f L
2
(R
+
; k)) for the unitary (Weyl) operator on T determined
by
W(f)(g) = e
i Imf,g)
(f +g), g L
2
(R
+
; k),
R
t
(t R
+
) for the unitary (time-reversal) operator on T determined by
R
t
(g) = (r
t
g) where (r
t
g)(s) =
_
g(t s) s [0, t[,
g(s) s [t, [,
(g L
2
(R
+
; k)),
S
t
(t R
+
) for the isometric (shift) operator on T determined by
S
t
(g) = (s
t
g) where (s
t
g)(r) =
_
0 r [0, t[,
g(r t) r [t, [,
(g L
2
(R
+
; k)),
t
(t R
+
) for the *-homomorphic (shift) operator on B(h T) determined by
u(f),
t
(T)v(g)
_
= (f
[0,t[
), (g
[0,t[
)
u(s
t
f), T v(s
t
g)
_
,
(T B(h T), f, g L
2
(R
+
; k), u, v h), and E for the completely positive and
contractive (expectation) map
E = id
B(h)

(0)
: B(h T) B(h).
By a quantum stochastic contraction cocycle on h with noise dimension space k,
we mean a family of contraction operators V = (V
t
)
t0
on h T satisfying
s V
s
is strongly continuous,
V
t
B(h T
[0,t[
) I
[t,[
,
V
r+t
= V
r
r
(V
t
) and V
0
= I
hJ
, r, t R
+
.
Let QS
c
C(h, k) denote the collection of such cocycles. For V QS
c
C(h, k),
P
0,0
:=
_
E[V
t
]
_
t0
denes a contractive C
0
-semigroup on h called the expectation semigroup of V .
The semigroup property follows from the identities
E = E E
r
and E[V
r
(T I
J
)] = E[V
r
]T, r R
+
, T B(h),
for the conditional expectation maps
E
r
: B(h T) B(h T), X
_
id
B(hJ
[0,r[
)

(0
[r,[
)
_
(X) I
[r,[
, r 0.
The continuity of P
0,0
corresponds precisely to the strong (equivalently, weak op-
erator) continuity assumption on V ([37], Lemma 1.2). The expectation semigroup
is just one of the family of associated semigroups of V :
P
c,d
:=
_
(id
B(h)

(c
[0,t[
),(d
[0,t[
)
)(V
t
)
_
t0
, c, d k,
which together determine V through the semigroup representation ([34], Propo-
sition 6.2). In fact any family P
c,d
: c T
t
, d T where T and T
t
are each
total in k and contain 0 suces, thanks to Proposition 2.1. This is important
since, for example, if k is one-dimensional then one may take T = 0, 1 and V is
then determined by its expectation semigroup together with just three of its other
associated semigroups.
Write QS
c
C
Mreg
(h, k) for the subclass of Markov-regular QS contraction cocy-
cles, that is those whose associated semigroups are all norm-continuous. Contrac-
tivity of V actually implies that Markov-regularity is equivalent to norm-continuity
of just the expectation semigroup ([34], Theorem 6.6).
Example 2.2 (Weyl cocycles). For c k,
W
c
:=
_
I
h
W(c
[0,t[
)
_
t0
denes a Markov-regular QS contraction cocycle; E[W
c
t
] = e
t|c|
2
/2
I
h
.
Two useful constructions of new cocycles from old are as follows. Let V
QS
c
C(h, k). Then the dual cocycle

V is given by
V
t
:=
_
R
t
V
t
R
t
_
t0
;
its associated semigroups are given, in terms of the associated semigroups P
c,d
:
c, d k of V , by

P
c,d
t
= (P
d,c
t
)
; in particular,

V is Markov-regular if and only if
V is. The associated cocycles of V are dened by
V
c,d
:=
_
(W
c
t
)
V
t
W
d
t
_
t0
, c, d k.
646 MARTIN LINDSAY
It is easily veried that these are indeed QS contraction cocycles; they are all
Markov-regular if V is, and the (c, d)-associated semigroup of V is precisely the
expectation semigroup of the (c, d)-associated cocycle of V .
Example 2.3. Let U = (U
x
= e
ixH
)
xR
be a strongly continuous one-parameter
unitary group on h and let (B
t
)
t0
be the standard Wiener process. Then
(V
t
F)() = U
Bt()
F(), F L
2
(; h) = h L
2
(),
denes a family of unitaries V = (V
t
)
t0
on h L
2
() or, under the Wiener-
Segal-Ito isomorphism, on h T (with k = C) which comprises a QS contraction
cocycle with expectation semigroup (e
tH
2
/2
)
t0
. This is the example highlighted
by Arveson; it is Markov-regular if and only if H is bounded, in other words U is
norm-continuous.
Processes other than Brownian motion may be used and multidimensions can
easily be incorporated. Here we are interested in the general structure of subclasses
of QS
c
C(h, k) and this involves quantum processes, as we have seen. For many
examples of cocycles arising from quantum optics and classical probability see [6,
18, 36], and references therein.
So far we have only considered contraction operator cocycles on a Hilbert space.
Given V QS
c
C(h, k),
k
V
t
: x B(h) V
t
(x I
J
)V
t
(h T), t R
+
, (2.1)
denes a family of completely positive contractions k
V
= (k
V
t
)
t0
enjoying the
cocycle relation
k
r+t
=

k
r

r
k
t
, r, t R
+
,
where

k
r
is the natural extension of k
r
to a map
Ran
r
= B(h) I
[0,r[
B(T
[r,[
) B(h) B(T
[0,r[
) B(T
[r,[
) = B(h T).
Note that the induced cocycle k
V
is unital if and only if V is coisometric, and
is homomorphic if V is partially isometric with V
t
V
t
I
h
B(T) (t 0), in
particular if V is isometric. Partially isometric and projection-valued QS cocycles
are analysed in [W
1,2
]. Note also that isometry for V is equivalent to unitality for
k
V
.
In generalising the above class of cocycles, in particular to non-inner cocycles,
it is convenient to drop the contractivity/boundedness condition. Fortunately the
cocycle identity is easily expressible in terms of certain slices of the maps (k
t
)
t0
as follows:
f,g
r+t
=
f,g
r

S
r
f,S
r
g
t
, r, t R
+
, (2.2)
where
f,g
t
(x) :=
_
id
B(h)

,
_
k
t
with = (f
[0,t[
) and = (g
[0,t[
), and this
requires only that each k
t
(x) is an operator whose domain includes suciently
many vectors of the form u(h) and that the resulting operators
f,g
t
(x) are
bounded.
A concrete operator space is a closed subspace V of B(H; K) for some Hilbert
spaces H and K; we speak of V being an operator space in B(H; K), or B(H; K)
being the ambient (full operator) space of V. The adjoint operator space V
is
the operator space x
: x V in B(K; H), and the adjoint map of a linear map

between operator spaces : V W is the map
: V
, x
(x)
. A
basic notion is that of complete boundedness for a linear map between operator
spaces : V W. This means that the norms of the matrix liftings
(n)
: [v
i,j
] [(v
i,j
)], (2.3)
in which M
n
(V) has the norm inherited from B(H; K), are uniformly bounded:
||
cb
:= sup
nN
|
(n)
| < .
There are several excellent texts on operator space theory ([5, 16, 42, 43]).
Now let V be an operator space in B(h; h
t
). For any Hilbert spaces h and h
t
,
the h-h
t
-matrix space over V is dened as follows:
V
M
B(h; h
t
) :=
_
T B(h h; h
t
h
t
) :
B(h;h
)
(id
B(h;h
)
)(T) V
_
([35]). Recalling the E-notations (1.1), a convenient characterisation, in terms of
any total subsets S and S
t
of h and h
t
, is as follows:
V
M
B(h; h
t
) =
_
T B(h h; h
t
h
t
) :
S,
S
E
TE
V
_
.
Thus V
M
B(h; h
t
) is an operator space in B(h h; h
t
h
t
).
Warning. For a C
-algebra A, the operator space A

M
B(h) need not be a
C
-algebra (see [35] for an example).

The lifting of maps between operator spaces to maps between matrices over
the operator spaces (2.3) extends to matrix spaces as follows. Let CB(V; W)
for concrete operator spaces V and W, then there is a unique map

M
id
B(h;h
)
: V
M
B(h; h
t
) W
M
B(h; h
t
)
satisfying
E
(
M
id
B(h;h
)
_
(T)E
= (E
TE
), T V
M
B(h; h
t
), h,
t
h
t
,
moreover,
M
id
B(h;h
)
is a completely bounded operator with cb-norm at most
||
cb
([35]). If B(h; h
t
) is nite dimensional then need only be bounded for

M
id
B(h;h
)
to exist; in this case the matrix lifting is a bounded operator. To
handle both situations conveniently we coined the term h-boundedness for a linear
map : V W, meaning bounded/completely bounded according as h is nite-
dimensional/innite-dimensional, and write h-B(V; W) for this class of maps.
A QS cocycle on V with noise dimension space k and exponential domain c
T
(where T is a total subset of k containing 0) is a family k = (k
t
)
t0
of linear maps
k
t
: V L(h c
T
; h
t
T)

= L
_
c
T
; L(h; h
t
T)
_
satisfying
E
(f)
k
t
(x)E
(g)
V,
the weak cocycle relation (2.2) and the adaptedness condition
u
t
(f), k
t
(x)u(g) = (f
[t,[
), (g
[t,[
)u
t
(f
[0,t[
), k
t
(x)u(g
[0,t[
)
(x V, u h, u
t
h
t
, g S
T
, f S, t R
+
). The collection of such cocycles
is denoted QSC(V: c
T
) (we shall impose the appropriate continuity condition in
648 MARTIN LINDSAY
t shortly). The subclass of cocycles k QSC(V : c
T
) having an adjoint cocycle
k
QSC(V
: c
T
), so that
E
(x
)E
= (E
k(x)E
, x V, c
T
,
t
c
T
, t R
+
,
is denoted QSC
(V: c
T
, c
T
). A cocycle k has h-bounded columns if, in the notation
k
t,
:= k
t
()E
: V L(h; h
t
T), it satises
k
t,
(V) V
M
[T, and
k
t,
is h-bounded V V
M
[T, t R
+
, c
T
.
We say that a cocycle k is h-bounded if it satises the stronger conditions
k
t
(V) V
M
B(T), and
k
t
is h-bounded V V
M
B(T), t R
+
.
Mapping cocycles k QSC(V: c
T
) also have associated semigroups:
T
c,d
:=
_
E
(c
[0,t[
)
k
t
()E
(d
[0,t[
)
_
t0
, c k, d T,
and, as for operator cocycles, the collection of associated semigroups determines
the cocycle thanks to Proposition 2.1. For a thorough investigation of the re-
constructability of cocycles from compatible families of semigroups see [38], which
was inspired by [1].
We now introduce the continuity condition which plays the central role in Sec-
tion 3. Let QSC
h-bHc
(V: c
T
) denote the class of cocycles k QSC(V: c
T
) having
h-bounded columns and such that
t k
t,
is Holder
1
2
-continuous R
+
h-B(V; V
M
[T) at t = 0,
and let QSC
h-bHc
(V: c
T
, c
T
) denote the subclass
_
k QSC
(V: c
T
, c
T
) QSC
h-bHc
(V: c
T
) : k
QSC
h-bHc
(V
: c
T
)
_
.
We refer to elements of QSC
k-bHc
(V : c
T
) as Holder cocycles. The reason for
highlighting this class of cocycle is hinted at in the observation (3.2) and fully
justied in Theorem 3.1. In this connection, note the elementary estimate
|W
c
t,(0)
W
c
r,(0)
| = |c|(t r)
1/2
+O(t r), c k, (2.4)
as t r in a bounded interval.
We again call cocycles k QSC(V : c
T
) Markov-regular (respectively, cb-
Markov-regular) when each associated semigroup is norm-continuous (respectively,
cb-norm-continuous), and we have the inclusions:
QSC
h-bHc
(V: c
T
) QSC
Mreg
(V: c
T
), and QSC
cbHc
(V: c
T
) QSC
cbMreg
(V: c
T
).
Note that the prescription
k
t
([u) = V
t
_
[u I
J
_
(2.5)
(u h, c, t R
+
) denes a completely contractive mapping cocycle k
QSC
([h : c, c) for each contraction operator cocycles V QS

c
C(h, k). The
respective associated semigroups are related by
T
c,d
t
([u) = [P
c,d
t
u = P
c,d
t
[u, c, d k, t R
+
.
The basic contraction mapping cocycles dened by
k
t
([u) = W
c
t
_
[u I
J
_
lie in QSC
cbHc
([h : c, c), as follows from (2.4).
3. Holder Continuous Cocycles
For this section we x an operator space V in B(h; h
t
). We rst discuss the
generation of QS cocycles on V by means of QS dierential equations, and then we
characterise various classes of cocycle so-generated. The main result (Theorem 3.1)
is the converse to the existence theorem established in [35]. Further details and
full proofs will apear in the forthcoming paper [28].
Let F(1
C
T;
k-B(V; V
M
[
k) for a total subset T of k containing 0.

Then, for any total subset T
t
of k containing 0, the QS dierential equation
dk
t
= k
t
d
(t) k
0
=
V
J
, (3.1)
has a unique (c
T
, c
T
)-weakly regular, (c
T
, c
T
)-weak solution, denoted k
.
Usually coecients of QS dierential equations are assumed to be linear:
L(
D;
k-B(V; V
M
[
k) for a dense subspace D of k. However, bare QS dierentiation

of cocycles only yields coecients which are functions dened on 1
C
T :=
c : c T. As we shall see, linearity is recovered under the assumption that the
cocycle also has a Holder adjoint cocycle.
Here (c
T
, c
T
)-weak solution means
k
t
L
_
V; L(h c
T
; h
t
T)
_
, E
(f)
k
t
(x)E
(g)
V,
s u
t
, k
s
(x)u is continuous, and
u
t
(f), k
t
(x)u(g) = u
t
, xu(f), (g)+
_
t
0
ds
u
t
(f), k
s
_
E
f(s)
g(s)
(x)
_
u(g)
_
(u
t
h
t
, f S
T
, x V, u h, g S
T
); (c
T
, c
T
)-weakly regular means
s E
k
s
()E
is locally bounded R
+
B(V), c
T
,
t
c
T
.
The unique solution enjoys the following further property:
k
QSC
k-bHc
(V: c
T
), (3.2)
and if (1
C
T) CB(V; V
M
[
k) then k
QSC
cbHc
(V: c
T
). Moreover, if
has an adjoint map
F
_
1
C
T
t
;
k-B(V
; V

M
[
k)
_
satisfying
E
c
d
(x
) =
_
E
c
(x)
_
, x V, c T, d T
t
,
then k
QSC
k-bHc
(V: c
T
, c
T
) with adjoint cocycle k
. In this case,
= [
1
C
]T
650 MARTIN LINDSAY
for a unique map in L
D;
k-B(V; V
M
[
k)
_
, the space of linear maps :

D
k-B(V; V
M
[
k) having an adjoint linear map
:

D
t

k-B(V
; V
M
[
k), where
D = C D, D = Lin T and similarly for D

t
and T
t
, moreover
k
t
= k
t
[
L
T
, t R
+
.
The above facts are essentially contained in [35], supplemented by [32]; the minor
modications needed for the present generality are explained in [28].
The situation is summarised as follows. The map
F
_
1
C
T;
k-B(V; V
M
[
k)
_
QSC
k-bHc
(V: c
T
), k
,
is injective and restricts to maps
F
_
1
C
T; CB(V; V
M
[
k)
_
QSC
cbHc
(V: c
T
)
L
D;
k-B(V; V
M
[
k)
_
QSC
k-bHc
(V: c
T
, c
T
)
L
D; CB(V; V
M
[
k)
_
QSC
cbHc
(V: c
T
, c
T
),
where D = Lin T and D
t
= Lin T
t
.
The following theorem extends Theorem 5.6 of [32], where V is assumed to be
nite dimensional.
Theorem 3.1. Each of the above four maps is bijective.
The idea of the proof is to dierentiate directly, in other words, to show that
for k QSC
k-bHc
(V: c
T
) and c T, the family
c,t
:= t
1
_
E
(0)
E
1
[0,t[
_
_
k
t,(c
[0,t[
)

V
(c
[0,t[
)
_
() (t > 0)
converges in

k-B(V; V
M
[
k) to a map
c
, as t 0
+
, in the point-W.O. topology:
,
c,t
(x) ,
c
(x), x V, h
t
, h,
and then to show that the resulting map F
_
1
C
T;
k-B(V; V
M
[
k)
_
satises k = k
by verifying that the two (Markov-regular) cocycles k and k
have
the same associated semigroup generators. The rest then follows easily. Here
E
1
[0,t[
:= I
h
k
1
[0,t[
[ = I
h

_
I
k
1
[0,t[
[
_
B(h
t
T; h
t
k) = B(h
t
) B(T; k), (3.3)
by means of the inclusion k L
2
(R
+
) = L
2
(R
+
; k) T, as one-particle subspace,
and
V
(x) := x [ for c
T
, x V.
For bounded QS cocycles we can say more. Note rst the natural inclusions
h-B(V; V
M
B(
k)) L
_
k; h-B(V; V
M
[
k)
_
,
for any Hilbert space h, arising from the identication
c
= ()E
c
(c k).
Theorem 3.2. Let k QSC
k-bHc
(V : c
T
, c
T
) be bounded, with locally uniform
bounds. Then k = k
[
L
T
for a unique map

k-B(V; V
M
B(
k)). Moreover, if
k QSC
cbHc
(V: c
T
, c
T
) then CB(V; V
M
B(
k)).
The idea of the proof of this is to let L
D;
k-B(V; V
M
[
k)
_
be the
mapping arising from Theorem 3.1, to set
= E
0
(), =
0
() and =
_
0
()
_
and to establish convergence, as t 0

+
, of the (locally uniformly bounded) family
t
:= t
1
E
1
[0,t[
k
t
()E
1
[0,t[
(t > 0)
to a map B(V; V
M
B(k)), in the point-W.O. topology. The resulting map
:= [

], where =
V
k
, lies in B(V; V
M
B(
k)) and satises the identity

E
c
()E
d
= E
c
d
(), d D, c D
t
;
the rest then follows easily.
The following two known results ([35, 34]) may be easily deduced from the above
theorem.
Corollary 3.3. Let k QSC
Mreg
(A : c) be completely positive and contractive,
on a C
-algebra A. Then there is CB(A; A

M
B(
k)) such that k = k
.
This is proved by judicious use of the operator Schwarz inequality which reveals
that, under the given hypotheses, k QSC
cbHc
(A: c, c).
The precise form that must take for k
to be completely positive and con-

tractive is given in [34]; this is a stochastic extension of the Christensen-Evans
Theorem ([9]). A new proof of the form of , using global Schur-action semi-
groups on matrix spaces, is given in [39].
Corollary 3.4. Let V QS
c
C
Mreg
(h, k). Then there is a unique operator F
B(h
k) such that V = V
F
, that is V is the unique (weak, contractive) solution
of the QS dierential equation dV
t
= V
t
d
F
(t), V
0
= I
hJ
.
This is deduced from Theorem 3.1 via the correspondences (2.5). The quantum
Ito formula provides the following necessary and sucient condition on an operator
F B(h
k) for V
F
to be contractive:
q(F) 0 where q(F) := F
+F +F
F, (3.4)
equivalently, r(F) 0 where r(F) := F +F
+FF
([33], Theorem 7.5). Thus

F V
F
denes a bijection
C
0
(h, k) := F B(h
k) : q(F) 0 QS
c
C
Mreg
(h, k), (3.5)
extending the bijection
F B(h
k) : q(F) = 0 = r(F) QS
u
C
Mreg
(h, k)
given in Theorem 1.1, where QS
u
C
Mreg
(h, k) denotes the collection of Markov-
regular unitary cocycles.
In the following section we describe a signicant extension of this result, to a
class of strongly continuous operator cocycles, which necessarily goes beyond the
realm of QS dierential equations.
652 MARTIN LINDSAY
4. Holomorphic Cocycles
For this section we again x Hilbert spaces h and k. We introduce the class
of holomorphic QS contraction cocycles on h with noise dimension space k, and
consider their innitesimal characterisation. We then describe the connection to
minimal quantum dynamical semigroups. The main results of this section are The-
orems 4.5 and 4.11. Further details and full proofs will appear in the forthcoming
paper [30].
Let X(h) denote the class of operators K on h which are densely dened and
dissipative: Reu, Ku 0 (u DomK) with no dissipative extension, in other
words maximal dissipative. It is well-known that such operators are precisely
the generators of contractive C
0
-semigroups on h ([15], Theorem 6.4). We are
interested in the collection X
hol
(h) of quadratic forms q on h which are accretive
and semisectorial:
Re q[u] 0 and
Imq[u]
C|u|
2
+
, u Q,
for some C 0, where
Q := Domq and |u|
2
+
:=
_
Re q[u] +|u|
2
_
1/2
,
as well as being densely dened and closed:
Q is dense in h and Q is complete w.r.t. the norm | |
+
.
The term semisectorial is nonstandard, but avoids the potentially confusing
term continuous favoured by some experts. Sectorial, which is standard, is
the strengthening [ Imq[u][ C Re q[u] (u Q) for some C 0.
For q X
hol
(h) there is a unique operator K on h satisfying
DomK =
_
u Q : the (conjugate-linear) fnl. v Q q(v, u) is bounded
_
,
u, Ku = q[u], u Q,
where Q = Domq and q( , ) is the sesquilinear form associated with q[] via
polarisation, moreover K X(h). The operators K X(h) that arise from forms
q X
hol
(h) are precisely those generators of contractive C
0
-semigroups which are
semisectorial: [ Imu, Ku[ C
_
Reu, Ku + |u|
2
_
1/2
(u DomK) for some
C 0. In this way we view X
hol
(h) as a subset of X(h).
By a holomorphic contraction semigroup on h we mean a contractive C
0
-semi-
group P = (P
t
)
t0
for which there is an angle ]0, /2] such that (e
t
P
t
)
t0
ex-
tends to a contraction-valued holomorphic function
B(h), where
denotes
the open sector of the complex plane z C 0 : [ arg z[ < .
Warning. Denitions in the literature vary. With our denition, the holomor-
phic contraction semigroups are precisely those whose generators are in X
hol
(h)
(see e.g. [40]).
Denition 4.1. A cocycle V QS
c
C(h, k) is holomorphic if its expectation semi-
group is holomorphic. Write QS
c
C
hol
(h, k) for the resulting class of cocycles.
For V QS
c
C
hol
(h, k) we write
V
for the form-generator of its expectation
semigroup and Q
V
for Dom
V
. The dual of a holomorphic QS contraction cocycle
V is holomorphic with
V
= (
V
)
:= u
V
[u] and Q
V
= Q
V
.
Since norm-continuous semigroups are holomorphic, we have the inclusion
QS
c
C
hol
(h, k) QS
c
C
Mreg
(h, k). (4.1)
Katotype relative boundedness arguments for quadratic forms ([26]) yield our
rst two consequences of the holomorphic assumption.
Proposition 4.2. Let V QS
c
C
hol
(h, k). Then the following hold:
(a) All of the associated semigroups of V are holomorphic and their form-
generators have equal domain Q
V
.
(b) V is nonsingular, that is, with E
1
[0,t[
:=
_
E
1
[0,t[
_
B(h k; h T),
t
1
E
1
[0,t[
V
t
E
1
[0,t[
C
V
in the weak operator topology as t 0
+
,
for a contraction operator C
V
on h k.
Note that, in view of the identity R
t
E
1
[0,t[
= E
1
[0,t[
, it follows that, for V
QS
c
C
hol
(h, k),
C
V
= (C
V
)
.
We come now to the central denition of this section.
Notation. Let X
(4)
hol
(h, k) denote the collection of quadruples F = (, L,

L, C I),
where X
hol
(h), L and

L are operators from h to hk with domain Q := Dom
and C is a contraction in B(h k), satisfying
|F|
2
2 Re [] (4.2)
for the operator F and quadratic form on h (h k) = h
k given by
Dom = DomF := Q(h k), F :=
_
0 0
L C I
_
, and
[] := [u]
_
, Lu +
Lu, +, (C I)
_
for =
_
u
_
Dom.
Remark 4.3. (i) The relation (4.2) contains the inequalities
|Lu|
2
2 Re [u], |
Lu|
2
2 Re [u], u Q, (4.3)
(ii) If is bounded, so that Q = h, then L and

L are bounded, [] = , F
( h
k) where F :=
_
K M
L CI
in which M =

L
and K is the bounded operator

associated to : u, Ku = q[u] (u Q), and the operator F (derived from )
indeed equals the quantum Ito projection composed with F; the constraint (4.2)
on F is then equivalent to F C
0
(h, k), the class dened in (3.5). In this sense
we have the inclusion
X
(4)
hol
(h, k) C
0
(h, k).
We shall see that this matches up with the inclusion (4.1).
(iii) Clearly the form may be recovered from , but so may each of the
operators L,

L and C by polarisation. Thus determines the quadruple F, in
particular it determines the operator F.
654 MARTIN LINDSAY
(iv) In general, we are not here viewing the operator F as a composition of
with some operator F.
Proposition 4.4. Let V QS
c
C
hol
(h, k). Then the following hold.
(a) There are operators L
V
and

L
V
from h hk with domain Q
V
such that
t
1
E
1
[0,t[
V
t
E
(0)
u L
V
u (weakly), and
t
1
E
1
[0,t[
V
t
E
(0)
u

L
V
u (weakly), as t 0
+
, u Q
V
.
(b) The quadruple F
V
:= (
V
, L
V
,

L
V
, C
V
I) belongs to X
(4)
hol
(h, k).
(c) L
V
=

L
V
so

L
V
= L
V
and thus
F
V
=
_
(
V
)
,

L
V
, L
V
, (C
V
)
I
_
.
This is proved using abstract Ito integration in Fock space. Relative bound-
edness arguments with Yosida-type approximation, at the quadratic form level,
now combine with the Markov-regular theory and the semigroup characterisation
of QS cocycles to yield the central result.
Theorem 4.5. The map V F
V
is a bijection from QS
c
C
hol
(h, k) to X
(4)
hol
(h, k).
The inverse of this map is naturally denoted F V
F
and referred to as the
quantum stochastic generation map for holomorphic QS cocycles. It extends the
bijection F V
F
given in (3.5), by Remark 4.3 (ii).
What is achieved in the above result is the innitesimal characterisation of a
large class of QS contraction cocycles which includes all those whose expectation
semigroup is symmetric, as well as the Markov-regular cocycles previously char-
acterised. Whereas cocycles in the latter class are all governed by QS dierential
equations, it is not hard to construct examples in the former class which are not
so-governed. Here is the simplest example.
Example 4.6. Let A be a nonnegative, selfadjoint, unbounded operator on h
with dense range, let k = C, let P B(h) be the orthogonal projection with
range Cv for a vector v in h DomA, and set F =
_
|A |
2
/2, PA, PA, 0
_
.
Then F X
(4)
hol
(h, k), however the holomorphic QS contraction cocycle V
F
is not
governed by a QS dierential equation on any exponential domain. The reason for
this is that (PA)
= AP = 0[
v]
, so that the domain on which V satises a QS
dierential equation ([37], Theorem 4.2) fails to be dense in h.
We may now put some esh on Part (a) of Proposition 4.2.
Theorem 4.7. Let V QS
c
C
hol
(h, k), and let =
V
be the quadratic form on
h
k associated with the QS generator F

V
of V . Then, for each c, d k, the
quadratic form generator of the (c, d)-associated semigroup of V is given by
c,d
[u] = (uc, u
d) +(c, d)|u|
2
, u Q
V
,
where (c, d) := (|c|
2
+|d|
2
)/2 c, d.
This chimes with Remark 4.3 (ii) and also with (4.1) in [37], the corresponding
identity for the case where V is governed by a QS dierential equation with
reasonable block matrix operator as coecient.
The next result shows that to each holomorphic QS contraction cocycle on h
with noise dimension space k corresponds a holomorphic contraction semigroup on
h
k.
Theorem 4.8. Let F = (, L,

L, C I) X
(4)
hol
(h, k) and let be the associated
quadratic form on h
k, namely Dom = Q(h k), where Q := Dom, and

[] := [u]
_
, Lu +
Lu, +, (C I)
_
, for =
_
u
_
Dom.
Then X
hol
(h
k).
Proof. Since Q is dense in h and
Re []
1
2
|F|
2
, Dom = Q(h k),
where F :=
_
0 0
L CI
, the quadratic form is densely dened and accretive.

The fact that is also closed and semisectorial follows from the easily veried
equivalence of the norms

_
Re [] +||
2
_
1/2
, and
_
u
_

_
Re [u] +|u|
2
+||
2
_
1/2
on Dom = Q (h k), and the fact that the accretive form is closed and
semisectorial itself.
In view of Remark 4.3 (iii), it follows that there is a bijective correspondence
between the collection QS
c
C
hol
(h, k) and a class of holomorphic contraction semi-
groups on h
k. The latter semigroups are quite dierent from the global semi-
groups associated with cocycles considered in [38], all of which are specically
coordinate-dependent and enjoy a Schur-action.
We have not so far discussed the question of coisometry and unitarity of holo-
morphic QS contraction cocycles V . These questions are of interest for their
(unitality, i.e. identity-preserving, and multiplicativity) implications for induced
cocycles on B(h), and von Neumann subalgebras thereof. It is not hard to verify
that a necessary condition for isometry is that equality holds in the inequality
governing F
V
:
2 Re
V
[] = |F
V
|
2
, Q(h k),
the holomorphic counterpart to the condition q(F) = 0 for Markov-regular cocy-
cles. Whilst this condition is also sucient in the case of Markov-regular cocycles,
sucient conditions are trickier in the holomorphic case. We quote a general result
from [38] (see also [30]). Recall the denition (2.1).
Theorem 4.9. Let V QS
c
C(h, k) and let T
c,d
: c, d k be the associated
semigroups of the induced cocycle k
V
on B(h). Then, for any total subset T of k
containing 0, the following are equivalent:
(i) V is coisometric (equivalently, k
V
is unital ).
(ii) T
c,c
is unital for all c T.
656 MARTIN LINDSAY
Thus, in case k is nite dimensional, (ii) need only involve the verication of
unitality of (1 + dimk) semigroups.
The above result frames a theorem of Fagnola to the eect that, in case V
satises a QS dierential equation on a core for the generator of its expectation
semigroup, unitality of just the expectation semigroup T
0,0
of k
V
suces ([18],
Theorem 5.23).
We next explain the connection to minimal quantum dynamical semigroups.
By a quantum dynamical semigroup on B(h) is meant a semigroup T = (T
t
)
t0
of
normal, completely positive contractions on B(h) which is continuous in the point-
ultraweak topology. Let X
(2)
(h, k) denote the collection of pairs (K, L) consisting
of a C
0
-semigroup generator K X(h) and operator L from h to h k satisfying
DomL DomK and |Lu|
2
2 Reu, Ku, u DomK.
For x B(h) dene the quadratic form /(x) = /
(K,L)
(x) on h by
Dom/(x) := DomK,
/(x)[u] := Ku, xu +u, xKu +Lu, (x I
k
)Lu.
A quantum dynamical semigroup T on B(h) is minimal for the pair (K, L)
X
(2)
(h, k) if it satises:
(i) for all x B(h), u DomK and t R
+
,
u, T
t
(x)u = u, xu +
_
t
0
ds /
(K,L)
(T
s
(x))[u];
(ii) if T
t
is another quantum dynamical semigroup satisfying (i) then
T
t
t
(x)) T
t
(x) for all x B(h)
+
, t R
+
.
Minimal quantum dynamical semigroups are the noncommutative counterparts of
Fellers minimal solutions of the Fokker-Planck equation.
Theorem 4.10 ([14]). Let (K, L) X
(2)
(h, k). Then there is a unique minimal
quantum dynamical semigroup T
(K,L)
associated with (K, L).
Note that if T
(K,L)
is conservative, that is unital: T
(K,L)
t
(I) = I (t R
+
), then
/
(K,L)
(I) = 0:
|Lu|
2
+ 2 Reu, Ku = 0, u DomK.
In the spirit of the inclusion X
hol
(h) X(h) we may consider the subclass
X
(2)
hol
(h, k) of X
(2)
(h, k) consisting of pairs (, L) where X
hol
(h) and (K, L)
X
(2)
(h, k), K being the operator corresponding to . In this case we write T
(,L)
for the associated minimal semigroup on B(h). In view of the relation
|Lu|
2
2 Re [u], u Dom,
for F = (, L,

L, C I) X
(4)
hol
(h, k), any such F truncates to a pair (, L)
X
(2)
hol
(h, k). Conversely, any pair (, L) X
(2)
hol
(h, k) dilates to a quadruple
F = (, L, C
L, C I) X
(4)
hol
(h, k)
by choosing a unitary, or contraction, C in B(h; k); the choices C = I, respec-
tively C = 0, or C = I, being notable ones. The next result underpins these
considerations.
Theorem 4.11. Let V = V
F
for F = (, L,

L, C I) X
(4)
hol
(h, k). Then the
expectation semigroup of the induced cocycle on B(h) of the dual semigroup

V =
V
F
coincides with the minimal semigroup associated with the truncation (, L)
X
(2)
hol
(h, k) of F, equivalently,
E
_
V
t
(x I
J
)V
t
= T
(,L)
(x), x B(h), t R
+
.
This is the holomorphic counterpart to a corresponding result for QS contrac-
tion cocycles governed by a QS dierential equation ([18], Theorem 5.22). The
relationship between Fagnolas analysis which uses nite particle vectors (rather
than exponential vectors) in a crucial way, and builds on earlier work of Mohari,
Sinha and others and our analysis, remains an intriguing one.
To end I shall briey describe a new tool for the construction and analysis of
QS cocycles the QS Trotter product formula ([29]). In brief what this achieves
is the representation of the QS cocycle V
F
, where F has the form
F = F
1
F
2
:=
_
_
K
1
+K
2
M
1
M
2
L
1
C
1
I
1
L
2
C
2
I
2
_
_
B(h
k) = B(hhk
1
hk
2
)
with k = k
1
k
2
and I
i
denoting the identity operator on hk
i
(i = 1, 2), in terms
of the cocycles V
F1
and V
F2
, where
F
i
=
_
K
i
M
i
L
i
C
i
I
i
_
B(h
k
i
) = B(h h k
i
) for i = 1, 2.
It is easily veried that, if F
1
C
0
(h, k
1
) and F
2
C
0
(h, k
2
), then F C
0
(h, k).
In the quantum control literature the composition , known as the concatena-
tion product, has application to quantum networks, particularly in combination
with the series product ([20]). The latter corresponds to the Evans-Hudson per-
turbation formula ([17, 13, 19, 4]) specialised to the case where the free QS ow
is implemented by a (Markov-regular) QS unitary cocycle V ; the perturbed QS
ow is implemented by the unitary cocycle whose generator is (up to the choice
of parameterisation) the series product of the stochastic generator of V and the
perturbation coecient.
The QS Trotter product formula extends to both mapping cocycles and to
holomorphic contraction operator cocycles ([31]). In the latter case this is given
by
F = F
1
F
2
= (, L,

L, C I) X
(4)
hol
(h, k)
where, for (
i
, L
i
,

L
i
, C
i
I
i
) X
(4)
hol
(h, k
i
) (i = 1, 2),
=
1
+
2
, L =
_
L
1
L
2
_
,

L =
_
L
1
L
2
_
, C I =
_
C
1
I
1
C
2
I
2
_
,
658 MARTIN LINDSAY
yielding V
F
in terms of V
F1
and V
F2
. The only constraint for forming this concate-
nation product is that the intersection Dom
1
Dom
2
is dense in h since the sum
of two closed, accretive, semisectorial forms is closed, accretive and semisectorial,
and we have the following identities, by Pythagoras:
[] =
1
[
1
] +
2
[
2
] and |F| = |F
1
1
| +|F
2
2
|
where, for =
_
u
_
and =
_
1
2
_
,
1
:=
_
u
1
_
and
2
:=
_
u
2
_
. In the case of mapping
cocycles, the homomorphic property of cocycles so-constructed on an operator
algebra is investigated in [11].
In all of this work, the key ingredients are Trotter products of the associated
semigroups of the constituent cocycles.
Acknowledgment. The joint work with Kalyan Sinha described in Section 4 is
supported by the UKIERI Research Collaboration Network grant Quantum Prob-
ability, Noncommutative Geometry & Quantum Information.
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sity, Lancaster LA1 4YF, U.K.
E-mail address: j.m.lindsay@lancaster.ac.uk

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ROBIN HUDSONS PATHLESS PATH TO QUANTUM

, then any proposition involving T

is a quantum Gaussian state on L

() are the Fock annihilation and creation operators acting in boson

-algebra with respect to

, i.e. the smallest

. A stopping time T is then a positive

for all 0},

(t)e(g) = dte(f), e(g) +e(f), dA

(t) = dt will only contribute to

) of mutually adjoint linear operators acting in

] = 1. This bosonic system is then perturbed by quantum

for all t 0, it is shown that we must have

algebras: these obstructions are called no-go the-

are a Boson pair, i.e.

(iii) the oscillator algebra O is the Lie algebra generated by

, we can view 1, sl(2), O, o and | as -Lie

are a Boson pair then

; C, where is the vacuum vector such that a = 0 and

1, O, sl(2), o and | can all be represented as operators acting on the exponential

= 0, reduces to the characteristic function of a Poisson

for some functions w

502 LUIGI ACCARDI AND ANDREAS BOUKAS

-algebra submitted to Comm.

dt. For instance, in the case of scalar processes,

: A must again be commutative. We may then

: A is a commutative von Neumann algebra for each

, it will be isomorphic to the space of bounded functions on a measurable

. This classical conditional expectation then corresponds to a unique

itself will typically be a non-commutative algebra, so that while our measured

XU, to the Heisenberg picture where the state evolves

Note that the proof only works if F M

(t) which again yield essentially classical processes,

(t) [X I] V (t) . (2.2)

are explicitly given by

, X]L i [X, H] . (2.4)

(t) [I B(t)] V (t) ,

(t) [I (t)] V (t) . (2.5)

(T) [1 B(t)] V (T), for t T.

L +iH)dt (t) (3.6)

(t) +dB(t)] (t)

L +iH + ((S 1) (t) +L) (t)

and by Itos formula

: this leads to a Zakai equation

(E, c) which is of the form

T(x, y) d(y) . (2.2)

T(x, y) = (X(x, y), Y (x, y))

(E) as the Markov transition kernel (x, dz).

T which is an invertible dynamical system.

(x, (y(x), y)) = (x

(x, (z, y)) = (z, (x, y)), if z ,= x

. Now extend the measure on

. Then the dynamical system

T(1, 1) = (2, 1),

equipped with the usual cylinder -eld T

and the product

(E) can be lifted into f 1l on /

, all x E and all f /

(E), all x E and all k n. Set

(E, c), |f| = 1 .

COSINE AND GAUSSIAN TRANSFORMS 543

The following Theorem is the main result of this section.