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arXiv · 1203.6693

Quasifree martingales

J. Martin Lindsay·Oliver T. Margetts
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Abstract

A noncommutative Kunita-Watanabe-type representation theorem is established for the martingales of quasifree states of CCR algebras. To this end the basic theory of quasifree stochastic integrals is developed using the abstract Itô integral in symmetric Fock space, whose interaction with the operators of Tomita-Takesaki theory we describe. Our results extend earlier quasifree martingale representation theorems in two ways: the states are no longer assumed to be gauge-invariant, and the multiplicity space may now be infinite-dimensional. The former involves systematic exploitation of Araki's Duality Theorem. The latter requires the development of a transpose on matrices of unbounded operators, defying the lack of complete boundedness of the transpose operation.

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J. Martin Lindsay, Oliver T. Margetts. 2012-03-30. Quasifree martingales. https://arxiv.org/abs/1203.6693

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