Classical dilations à la Hudson-Parthasarathy of Markov semigroups

Details Classical dilations à la Hudson-Parthasarathy of Markov semigroups Classical dilations à la Hudson-Parthasarathy of Markov semigroups

2007-02-26

arxiv.org/abs/math/0702784v1

Stochastic Analysis and Applications, Volume 26, Issue 5 September 2008, pages 1025 - 1052

Mathematics

Probability

Scientific paper

10.1080/07362990802286475

We study the Classical Probability analogue of the dilations of a quantum dynamical semigroup defined in Quantum Probability via quantum stochastic differential equations. Given a homogeneous Markov chain in continuous time in a finite state space E, we introduce a second system, an environment, and a deterministic invertible time-homogeneous global evolution of the system E with this environment such that the original Markov evolution of E can be realized by a proper choice of the initial random state of the environment. We also compare this dilations with the dilations of a quantum dynamical semigroup in Quantum Probability: given a classical Markov semigroup, we extend it to a proper quantum dynamical semigroup for which we can find a Hudson-Parthasarathy dilation which is itself an extension of our classical dilation.

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