By introducing a color filtration to the multiplicity space [Formula: see text], we extend the quantum Itô calculus on multiple symmetric Fock space [Formula: see text] to the framework of filtered adapted biprocesses. In this new notion of adaptedness, "classical" time filtration makes the integrands similar to adapted processes, whereas "quantum" color filtration produces their deviations from adaptedness. An important feature of this calculus, which we call filtered stochastic calculus, is that it provides an explicit interpolation between the main types of calculi, regardless of the type of independence, including freeness, Boolean independence (more generally, m-freeness) as well as tensor independence. Moreover, it shows how boson calculus is "deformed" by other noncommutative notions of independence. The corresponding filtered Itô formula is derived. Existence and uniqueness of solutions of a class of stochastic differential equations are established and unitarity conditions are derived.
On the uniqueness of solutions of stochastic differential equations with singular drifts
