A recent characterisation of Fock-adapted contraction operator stochastic cocycles on a Hilbert space, in terms of their associated semigroups, yields a general principle for the construction of such cocycles by approximation of their stochastic generators. This leads to new existence results for quantum stochastic differential equations. We also give necessary and sufficient conditions for a cocycle to satisfy such an equation.
An operator space analysis of quantum stochastic cocycles is undertaken. These are cocycles with respect to an ampliated CCR flow, adapted to the associated filtration of subspaces, or subalgebras. They form a noncommutative analogue of stochastic semigroups in the sense of Skorohod. One-to-one correspondences are established between classes of cocycle of interest and corresponding classes of one-parameter semigroups on associated matrix spaces. Each of these 'global' semigroups may be viewed as the expectation semigroup of an associated quantum stochastic cocycle on the corresponding matrix s…
A new method for the construction of Fock-adapted operator Markovian cocycles is outlined, and its use is illustrated by application to a number of examples arising in physics and probability. The construction uses the Trotter-Kato Theorem and a recent characterisation of such cocycles in terms of an associated family of contraction semigroups.
Quantum stochastic cocycles provide a basic model for time-homogeneous Markovian evolutions in a quantum setting, and a direct counterpart in continuous time to quantum random walks, in both the Schrodinger and Heisenberg pictures. This paper is a sequel to one in which correspondences were established between classes of quantum stochastic cocycle on an operator space or C*-algebra, and classes of Schur-action `global' semigroup on associated matrix spaces over the operator space. In this paper we investigate the stochastic generation of cocycles via the generation of their corresponding globa…
It is shown how to use non-commutative stopping times in order to stop the CCR flow of arbitrary index and also its isometric cocycles, i.e., left operator Markovian cocycles on Boson Fock space. Stopping the CCR flow yields a homomorphism from the semigroup of stopping times, equipped with the convolution product, into the semigroup of unital endomorphisms of the von Neumann algebra of bounded operators on the ambient Fock space. The operators produced by stopping cocycles themselves satisfy a cocycle relation.
W. Arveson has described a cocycle conjugacy class $U(α)$ of $E_0$-semigroup $α$ on B(H) which is a factor of type $\rm I$. Under some conditions on $α$, there is a $E_0$-semigroup $β\in U(α)$ being a flow of shifts in the sence of R.T. Powers. We study quasifree endomorphisms semigroups $α$ on the hyperfinite factor $M=π(A(K))''$ generated by the representations $π$ of the algebra of canonical anticommutation relations A(K) over a separable Hilbert space K. The type of M can be $\rm I$, $\rm II$ or $\rm III$ depending on $π$. The cocycle conjugacy class $U(α)$ is described in the terms of ini…
The subordinate E-semigroups of a fixed E-semigroup are in one-to-one correspondence with local projection-valued cocycles of that semigroup. For the CCR flow we characterise these cocycles in terms of their stochastic generators, that is, in terms of the coefficient driving the quantum stochastic differential equation of Hudson-Parthasarathy type that such cocycles necessarily satisfy. In addition various equivalence relations and order-type relations on E-semigroups are considered, and shown to work especially well in the case of those semigroups subordinate to the CCR flows by exploiting ou…
The gauge group is computed explicitly for a family of E_0-semigroups of type II_0 arising from the boundary weight double construction introduced earlier by Jankowski. This family contains many E_0-semigroups which are not cocycle cocycle conjugate to any examples whose gauge groups have been computed earlier. Further results are obtained regarding the classification up to cocycle conjugacy and up to conjugacy for boundary weight doubles $(ϕ, ν)$ in two separate cases: first in the case when $ϕ$ is unital, invertible and q-pure and $ν$ is any type II Powers weight, and secondly when $ϕ$ is a …
We give a simple and direct treatment of the strong convergence of quantum random walks to quantum stochastic operator cocycles, via the semigroup decomposition of such cocycles. Our approach also delivers convergence of the pointwise product of quantum random walks to the quantum stochastic Trotter product of the respective limit cocycles, thereby revealing the algebraic structure of the limiting procedure. The repeated quantum interactions model is shown to fit nicely into the convergence scheme described.
We have seen that if ϕ: M_n(\C) \rightarrow M_n(\C) is a unital q-positive map and νis a type II Powers weight, then the boundary weight double (ϕ, ν) induces a unique (up to conjugacy) type II_0 E_0-semigroup. Let ϕ: M_n(\C) \rightarrow M_n(\C) and ψ: M_{n'}(\C) \rightarrow M_{n'}(\C) be unital rank one q-positive maps, so for some states ρ\in M_n(\C)^* and ρ' \in M_{n'}(\C)^*, we have ϕ(A)=ρ(A)I_n and ψ(D) = ρ'(D)I_{n'} for all A \in M_n(\C) and D \in M_{n'}(\C). We find that if νand ηare arbitrary type II Powers weights, then (ϕ, ν) and (ψ, η) induce non-cocycle conjugate E_0-semigroups if …
We define tensor product decompositions of $E_0$-semigroups with a structure analogous to a classical theorem of Beurling. Such decompositions can be characterized by adaptedness and exactness of unitary cocycles. For CCR-flows we show that such cocycles are convergent.
We introduce four new cocycle conjugacy invariants for E_0-semigroups on II_1 factors: a coupling index, a dimension for the gauge group, a super product system and a C*-semiflow. Using noncommutative Itô integrals we show that the dimension of the gauge group can be computed from the structure of the additive cocycles. We do this for the Clifford flows and even Clifford flows on the hyperfinite II_1 factor, and for the free flows on the free group factor $L(F_\infty)$. In all cases the index is 0, which implies they have trivial gauge groups. We compute the super product systems for these fam…
Two new approaches to the infinitesimal characterisation of quantum stochastic cocycles are reviewed. The first concerns mapping cocycles on an operator space and demonstrates the role of Hölder continuity; the second concerns contraction operator cocycles on a Hilbert space and shows how holomorphic assumptions yield cocycles enjoying an infinitesimal characterisation which goes beyond the scope of quantum stochastic differential equations.
We introduce Markovian cocycle perturbations of the groups of transformations associated with the classical and quantum stochastic processes with stationary increments, which are characterized by a localization of the perturbation to the algebra of events of the past. It is namely the definition one needs because the Markovian perturbations of the Kolmogorov flows associated with the classical and quantum noises result in the perturbed group of transformations which can be decomposed in the sum of a part associated with deterministic stochastic processes lying in the past and a part associated…
A natural counterpart to the Lie-Trotter product formula for norm-continuous one-parameter semigroups is proved, for the class of quasicontractive quantum stochastic operator cocycles whose expectation semigroup is norm continuous. Compared to previous such results, the assumption of a strong form of independence of the constituent cocycles is overcome. The analysis is facilitated by the development of some quantum Ito algebra. It is also shown how the maximal Gaussian component of a quantum stochastic generator may be extracted - leading to a canonical decomposition of such genarators, and th…
We provide simple and constructive proofs of Harris-type theorems on the existence and uniqueness of an equilibrium and the speed of equilibration of discrete-time and continuous-time stochastic semigroups. Our results apply both to cases where the relaxation speed is exponential (also called geometric) and to those with no spectral gap, with non-exponential speeds (also called subgeometric). We give constructive estimates in the subgeometric case and discrete-time statements which seem both to be new. The method of proof also differs from previous works, based on semigroup and interpolation a…
The theory of quasifree quantum stochastic calculus for infinite-dimensional noise is developed within the framework of Hudson-Parthasarathy quantum stochastic calculus. The question of uniqueness for the covariance amplitude with respect to which a given unitary quantum stochastic cocycle is quasifree is addressed, and related to the minimality of the corresponding stochastic dilation. The theory is applied to the identification of a wide class of quantum random walks whose limit processes are driven by quasifree noises.
Stationary quantum stochastic process j is introduced as a *-homomorphism embedding an involutive graded algebra $\tilde K=\oplus_{i=1}^{\infty}K_i$ into a ring of (abelian) cohomologies of the one-parameter group $α$ consisting of *-automorphisms of certain operator algebra in a Hilbert space such that every x from $K_i$ is translated into an additive $i-α$-cocycle j(x). It is shown that (noncommutative) multiplicative markovian cocycle defines a perturbation of the stationary quantum stochastic process in the sense of such definition. The $E_0$-semigroup $\tilde β$ on the von Neumann algebra…
We prove that in a large class of Banach spaces of analytic functions in the unit disc $\mathbb{D}$ an (unbounded) operator $Af=G\cdot f'+g\cdot f$ with $G,\, g$ analytic in $\mathbb{D}$ generates a $C_0$-semigroup of weighted composition operators if and only if it generates a $C_0$-semigroup. Particular instances of such spaces are the classical Hardy spaces. Our result generalizes previous results in this context and it is related to cocycles of flows of analytic functions on Banach spaces. Likewise, for a large class of non-separable Banach spaces $X $ of analytic functions in $\mathbb{D}$…
In this paper we present a complete description of a stochastic semigroup of finite-dimensional projections in Hilbert space. The geometry of such semigroups is characterized by the asymptotic behavior of the widths of compact subsets with respect to the subspaces generated by the semigroup operators.
We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, Röckner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultraboundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure $μ$ (satisfying some mild integrability conditions). Finally, we prove existence of such a measure $μ$ for non-continuous drifts.
For stochastic $C_0$-semigroups on $L^1$-spaces there is wealth of results that show strong convergence to an equilibrium as $t \to \infty$, given that the semigroup contains a partial integral operator. This has plenty of applications to transport equations and in mathematical biology. However, up to now partial integral operators do not play a prominent role in theorems which yield uniform convergence of the semigroup rather than only strong convergence. In this article we prove that, for irreducible stochastic semigroups, uniform convergence to an equilibrium is actually equivalent to being…
It is shown that operator-selfdecomposable measures, or more precisely their Urbanik decomposability semigroups, induce generalized Mehler semigroups of bounded linear operators. Moreover, those semigroups can be represented as random integrals of operator valued functions with respect to stochastic Lévy processes. Our Banach space setting is in the contrast with the Hilbert spaces on which so far and most often the generalized Mehler semigroups were studied. Furthermore, we give new proofs of the random integral representation.
We develop fully noncommutative Feynman-Kac formulae by employing quantum stochastic processes. To this end we establish some theory for perturbing quantum stochastic flows on von Neumann algebras by multiplier cocycles. Multiplier cocycles are constructed via quantum stochastic differential equations whose coefficients are driven by the flow. The resulting class of cocycles is characterised under alternative assumptions of separability or Markov regularity. Our results generalise those obtained using classical Brownian motion on the one hand, and results for unitarily implemented flows on the…
Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional initial space or, more generally, for coefficients satisfying a finite localisability condition. Necessary and sufficient conditions are obtained for a conjugate pair of quantum stochastic cocycles on a finite-dimensional operator space to strongly satisfy such a quantum stochastic differential equation. This gives an alternative approach to quantum stochastic con…
We show that the set of entries generated by any finite set of doubly stochastic matrices is nowhere dense, in contrast to the cases of stochastic matrices or unitary matrices. In other words, there is no finite universal set of doubly stochastic matrices, even with the weakest notion of universality. Our proof is based on a theorem for topological semigroups with the convergent property. A topological semigroup is convergent if every infinite product converges. We show that in a compact and convergent semigroup, under some restrictions, the closure of every finitely generated subsemigroup can…
This is a continuation of the study of the theory of quantum stochastic dilation of completely positive semigroups on a von Neumann or $C^*$ algebra, here with unbounded generators. The additional assumption of symmetry with respect to a semifinite trace allows the use of the Hilbert space techniques, while the covariance gives rise to better handle on domains. An Evans-Hudson flow is obtained, dilating the given semigroup.
Let E be a type 2 UMD Banach space, H a Hilbert space and let p be in [1,\infty). Consider the following stochastic delay equation in E: dX(t) = AX(t) + CX_t + b(X(t),X_t)dW_H(t), t>0; X(0) = x_0; X_0 = f_0. Here A : D(A) -> E is the generator of a C_0-semigroup, the operator C is given by a Riemann-Stieltjes integral, B : E x L^p(-1,0;E) -> γ(H,E) is a Lipschitz function and W_H is an H-cylindrical Brownian motion. We prove that a solution to \eqref{SDE1} is equivalent to a solution to the corresponding stochastic Cauchy problem, and use this to prove the existence, uniqueness and continuity …
Let (P(t)) be the Ornstein-Uhlenbeck semigroup associated with the stochastic Cauchy problem dU(t) = AU(t)dt + dW_H(t), where A is the generator of a C_0-semigroup (S(t)) on a Banach space E, H is a Hilbert subspace of E, and (W_H(t)) is an H-cylindrical Brownian motion. Assuming that (S(t)) restricts to a C_0-semigroup on H, we obtain L^p-bounds for the gradient D_H P(t). We show that if (P(t)) is analytic, then the invariance assumption is fulfilled. As an application we determine the L^p-domain of the generator of (P(t)) explicitly in the case where (S(t)) restricts to a C_0-semigroup on H …
Suppose -A admits a bounded H-infinity calculus of angle less than pi/2 on a Banach space E with Pisier's property (alpha), let B be a bounded linear operator from a Hilbert space H into the extrapolation space E_{-1} of E with respect to A, and let W_H denote an H-cylindrical Brownian motion. Let gamma(H,E) denote the space of all gamma-radonifying operators from H to E. We prove that the following assertions are equivalent: (i) the stochastic Cauchy problem dU(t) = AU(t)dt + BdW_H(t) admits an invariant measure on E; (ii) (-A)^{-1/2} B belongs to gamma(H,E); (iii) the Gaussian sum \sum_{n\in…
Every symmetric generating functional of a convolution semigroup of states on a locally compact quantum group is shown to admit a dense unital $*$-subalgebra with core-like properties in its domain. On the other hand we prove that every normalised, symmetric, hermitian conditionally positive functional on a dense $*$-subalgebra of the unitisation of the universal C$^*$-algebra of a locally compact quantum group, satisfying certain technical conditions, extends in a canonical way to a generating functional. Some consequences of these results are outlined, notably those related to constructing c…
We describe a general approach to the construction of a state evolution corresponding to the Markov generator of a spatial birth-and-death dynamics in $\mathbb{R}^d$. We present conditions on the birth-and-death intensities which are sufficient for the existence of an evolution as a strongly continuous semigroup in a proper Banach space of correlation functions satisfying the Ruelle bound. The convergence of a Vlasov-type scaling for the corresponding stochastic dynamics is considered.
Using the tools of stochastic analysis, we prove various gradient estimates and Harnack inequalities for Feynman-Kac semigroups with possibly unbounded potentials. One of the main results is a derivative formula which can be used to characterize a lower bound on Ricci curvature using a potential.
Under mild conditions a delay semigroup can be transformed into a (generalized) contraction semigroup by modifying the inner product on the (Hilbert) state space into an equivalent inner product. Applications to stability of differential equations with delay and stochastic differential equations with delay are given as examples.
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs that depends on the state space size ($N$) and can be written as $\dot u_N=A_N u_N$. Our results rely on the convergence of the transition matrices $A_N$ to an operator $A$. This convergence also implies that the solutions $u_N$ converge to the solution $u$ of $\dot u=Au$. The limiting ODE can be easily used to derive simpler mean-field-type models such that…
It is shown how to construct *-homomorphic quantum stochastic Feller cocycles for certain unbounded generators, and so obtain dilations of strongly continuous quantum dynamical semigroups on C* algebras; this generalises the construction of a classical Feller process and semigroup from a given generator. The construction is possible provided the generator satisfies an invariance property for some dense subalgebra A_0 of the C* algebra A and obeys the necessary structure relations; the iterates of the generator, when applied to a generating set for A_0, must satisfy a growth condition. Furtherm…
