scholarly journals Stochastic Integrals Based on Martingales Taking Values in Hilbert Space

1970 ◽  
Vol 38 ◽  
pp. 41-52 ◽  
Author(s):  
Hiroshi Kunita

Let H be a separable Hilbert space with inner product (,) and norm ║ ║. We denote by K the set of all linear operators on H. Let be a probability space and suppose we are given a family of σ-fields t≥O such that for O ≤ s ≤ t and .

1971 ◽  
Vol 23 (1) ◽  
pp. 132-150 ◽  
Author(s):  
Bernard Niel Harvey

In this paper we represent certain linear operators in a space with indefinite metric. Such a space may be a pair (H, B), where H is a separable Hilbert space, B is a bilinear functional on H given by B(x, y) = [Jx, y], [, ] is the Hilbert inner product in H, and J is a bounded linear operator such that J = J* and J2 = I. If T is a linear operator in H, then ‖T‖ is the usual operator norm. The operator J above has two eigenspaces corresponding to the eigenvalues + 1 and –1.In case the eigenspace in which J induces a positive operator has finite dimension k, a general spectral theory is known and has been developed principally by Pontrjagin [25], Iohvidov and Kreĭn [13], Naĭmark [20], and others.


1974 ◽  
Vol 26 (3) ◽  
pp. 565-575 ◽  
Author(s):  
W. E. Longstaff

A collection of subspaces of a Hilbert space is called a nest if it is totally ordered by inclusion. The set of all bounded linear operators leaving invariant each member of a given nest forms a weakly-closed algebra, called a nest algebra. Nest algebras were introduced by J. R. Ringrose in [9]. The present paper is concerned with generating nest algebras as weakly-closed algebras, and in particular with the following question which was first raised by H. Radjavi and P. Rosenthal in [8], viz: Is every nest algebra on a separable Hilbert space generated, as a weakly-closed algebra, by two operators? That the answer to this question is affirmative is proved by first reducing the problem using the main result of [8] and then by using a characterization of nests due to J. A. Erdos [2].


1978 ◽  
Vol 10 (4) ◽  
pp. 725-729 ◽  
Author(s):  
J. V. Corbett

Quantum mechanics is usually described in the terminology of probability theory even though the properties of the probability spaces associated with it are fundamentally different from the standard ones of probability theory. For example, Kolmogorov's axioms are not general enough to encompass the non-commutative situations that arise in quantum theory. There have been many attempts to generalise these axioms to meet the needs of quantum mechanics. The focus of these attempts has been the observation, first made by Birkhoff and von Neumann (1936), that the propositions associated with a quantum-mechanical system do not form a Boolean σ-algebra. There is almost universal agreement that the probability space associated with a quantum-mechanical system is given by the set of subspaces of a separable Hilbert space, but there is disagreement over the algebraic structure that this set represents. In the most popular model for the probability space of quantum mechanics the propositions are assumed to form an orthocomplemented lattice (Mackey (1963), Jauch (1968)). The fundamental concept here is that of a partial order, that is a binary relation that is reflexive and transitive but not symmetric. The partial order is interpreted as embodying the logical concept of implication in the set of propositions associated with the physical system. Although this model provides an acceptable mathematical expression of the probabilistic structure of quantum mechanics in that the subspaces of a separable Hilbert space give a representation of an ortho-complemented lattice, it has several deficiencies which will be discussed later.


1981 ◽  
Vol 33 (6) ◽  
pp. 1291-1308 ◽  
Author(s):  
Mehdi Radjabalipour

For each natural number n we define to be the class of all weakly closed algebras of (bounded linear) operators on a separable Hilbert space H such that the lattice of invariant subspaces of and (alg lat )(n) are the same. (If A is an operator, A(n) denotes the direct sum of n copies of A; if is a collection of operators,. Also, alg lat denotes the algebra of all operators leaving all invariant subspaces of invariant.) In the first section we show that . In Section 2 we prove that every weakly closed algebra containing a maximal abelian self adjoint algebra (m.a.s.a.) is , and that . It is also shown that certain algebras containing a m.a.s.a. are necessarily reflexive.


Author(s):  
A. Bhandari ◽  
S. Mukherjee

In a separable Hilbert space [Formula: see text], two frames [Formula: see text] and [Formula: see text] are said to be woven if there are constants [Formula: see text] so that for every [Formula: see text], [Formula: see text] forms a frame for [Formula: see text] with the universal bounds [Formula: see text]. This paper provides methods of constructing woven frames. In particular, bounded linear operators are used to create woven frames from a given frame. Several examples are discussed to validate the results. Moreover, the notion of woven frame sequences is introduced and characterized.


1978 ◽  
Vol 10 (04) ◽  
pp. 725-729
Author(s):  
J. V. Corbett

Quantum mechanics is usually described in the terminology of probability theory even though the properties of the probability spaces associated with it are fundamentally different from the standard ones of probability theory. For example, Kolmogorov's axioms are not general enough to encompass the non-commutative situations that arise in quantum theory. There have been many attempts to generalise these axioms to meet the needs of quantum mechanics. The focus of these attempts has been the observation, first made by Birkhoff and von Neumann (1936), that the propositions associated with a quantum-mechanical system do not form a Boolean σ-algebra. There is almost universal agreement that the probability space associated with a quantum-mechanical system is given by the set of subspaces of a separable Hilbert space, but there is disagreement over the algebraic structure that this set represents. In the most popular model for the probability space of quantum mechanics the propositions are assumed to form an orthocomplemented lattice (Mackey (1963), Jauch (1968)). The fundamental concept here is that of a partial order, that is a binary relation that is reflexive and transitive but not symmetric. The partial order is interpreted as embodying the logical concept of implication in the set of propositions associated with the physical system. Although this model provides an acceptable mathematical expression of the probabilistic structure of quantum mechanics in that the subspaces of a separable Hilbert space give a representation of an ortho-complemented lattice, it has several deficiencies which will be discussed later.


1987 ◽  
Vol 29 (2) ◽  
pp. 245-248 ◽  
Author(s):  
Fuad Kittaneh

Let H denote a separable, infinite dimensional Hilbert space. Let B(H), C2 and C1 denote the algebra of all bounded linear operators acting on H, the Hilbert–Schmidt class and the trace class in B(H) respectively. It is well known that C2 and C1 each form a two-sided-ideal in B(H) and C2 is itself a Hilbert space with the inner productwhere {ei} is any orthonormal basis of H and tr(.) is the natural trace on C1. The Hilbert–Schmidt norm of X ∈ C2 is given by ⅡXⅡ2=(X, X)½.


2010 ◽  
Vol 62 (2) ◽  
pp. 305-319
Author(s):  
He Hua ◽  
Dong Yunbai ◽  
Guo Xianzhou

AbstractLet 𝓗 be a complex separable Hilbert space and ℒ(𝓗) denote the collection of bounded linear operators on 𝓗. In this paper, we show that for any operator A ∈ ℒ(𝓗), there exists a stably finitely (SI) decomposable operator A∈, such that ‖A−A∈‖ 𝓗 ∈ andA′(A∈)/ rad A′(A∈) is commutative, where rad A′(A∈) is the Jacobson radical of A′(A∈). Moreover, we give a similarity classification of the stably finitely decomposable operators that generalizes the result on similarity classification of Cowen–Douglas operators given by C. L. Jiang.


1986 ◽  
Vol 29 (2) ◽  
pp. 255-261 ◽  
Author(s):  
Pei Yuan Wu

Let B(H) be the algebra of bounded linear operators on a complex separable Hilbert space H. The problem of operator approximation is to determine how closely each operator T ∈B(H) can be approximated in the norm by operators in a subset L of B(H). This problem is initiated by P. R. Halmo [3] when heconsidered approximating operators by the positive ones. Since then, this problem has been attacked with various classes L: the class of normal operators whose spectrum is included in a fixed nonempty closed subset of the complex plane [4], the classes of unitary operators [6] and invertible operators [1]. The purpose of this paper is to study the approximation by partial isometries.


1990 ◽  
Vol 42 (5) ◽  
pp. 890-901 ◽  
Author(s):  
Jorge A. León

In this paper we will study the Fubini theorem for stochastic integrals with respect to semimartingales in Hilbert space.Let (Ω, , P) he a probability space, (X, , μ) a measure space, H and G two Hilbert spaces, L(H, G) the space of bounded linear operators from H into G, Z an H-valued semimartingale relative to a given filtration, and φ: X × R+ × Ω → L(H, G) a function such that for each t ∈ R+ the iterated integrals are well-defined (the integrals with respect to μ are Bochner integrals). It is often necessary to have sufficient conditions for the process Y1 to be a version of the process Y2 (e.g. [1], proof of Theorem 2.11).


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