Itô formula for one-dimensional continuous-time quantum random walk

Yuanbao Kang and Caishi Wang

Physica A: Statistical Mechanics and its Applications, 2014, vol. 414, issue C, 154-162

Abstract: In the paper, we first extend the discrete time quantum random walk (DQRW) to continuous time quantum random walk (CQRW). Then we establish an Itô formula for the one-dimensional CQRW. As an application, we present Tanaka’s formula with the Itô formula and characterize the relation between quantum local time Lta and Dirac delta function δ. Finally, we discuss quantum stochastic calculus for the CQRW.

Keywords: DQRW; CQRW; Itô formula; Tanaka’s formula (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:414:y:2014:i:c:p:154-162

DOI: 10.1016/j.physa.2014.06.086

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