Mathematics – Probability
Scientific paper
2005-12-15
Journal of Multivariate Analysis, 42 (2) 171--201 (1992)
Mathematics
Probability
25 pages. See also related publications at http://www.maths.nott.ac.uk/personal/vpb/research/fil_con.html and http://www.mat
Scientific paper
A *-algebraic indefinite structure of quantum stochastic (QS) calculus is introduced and a continuity property of generalized nonadapted QS integrals is proved under the natural integrability conditions in an infinitely dimensional nuclear space. The class of nondemolition output QS processes in quantum open systems is characterized in terms of the QS calculus, and the problem of QS nonlinear filtering with respect to nondemolition continuous measurments is investigated. The stochastic calculus of a posteriori conditional expectations in quantum observed systems is developed and a general quantum filtering stochastic equation for a QS process is derived. An application to the description of the spontaneous collapse of the quantum spin under continuous observation is given.
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