Sinha, Kalyan B (2017) BROWNIAN BRIDGE IN QUANTUM PROBABILITY. In: INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS, 48 (4). pp. 551-560.
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Abstract
The Classical Brownian Bridge is constructed in Symmetric Fock space over an appropriate base Hilbert space. While the representation of the classical Ito-Wiener integral with respect to the increments of the Brownian bridge implements the unitary isomorphism between the Fock space and the (classical) L-2 space of the Brownian bridge (as is the case with the standard Brownian motion (SBM)), the quantum Ito-integrals with respect to the associated creation and annihilation bridge processes give different left-and right-integrals. This essentially displays the feature that the Brownian Bridge is not a process of independent increments.
Item Type: | Journal Article |
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Publication: | INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS |
Publisher: | 10.1007/s13226-017-0245-4 |
Additional Information: | Copy right for this article belongs to the INDIAN NAT SCI ACAD, BAHADUR SHAH ZAFAR MARG, NEW DELHI 110002, INDIA |
Department/Centre: | Division of Physical & Mathematical Sciences > Mathematics |
Date Deposited: | 24 Jan 2018 10:10 |
Last Modified: | 22 Oct 2018 12:14 |
URI: | http://eprints.iisc.ac.in/id/eprint/58868 |
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