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A Useful Extension of Itô’s Formula with Applications to Optimal Stopping

✍ Scribed by Gerold Alsmeyer; Markus Jaeger

Publisher
Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Year
2005
Tongue
English
Weight
167 KB
Volume
21
Category
Article
ISSN
1439-7617

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A B ST R ACT. When the potential is the Fourier transform of a totally finite complex-valued measure, a formula for the one-parameter unitary group generated by the SchrOdinger operator in L2(lR n) is obtained entirely in terms of the basic field operators in a suitable Fock space by means of quantu