Vol. 211, No. 2, 2003

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Dilation of Markovian cocycles on a von Neumann algebra

Debashish Goswami, J. Martin Lindsay, Kalyan B. Sinha and Stephen J. Wills

Vol. 211 (2003), No. 2, 221–247
Abstract

We consider normal Markovian cocycles on a von Neumann algebra which are adapted to a Fock filtration. Every such cocycle k which is Markov-regular and consists of completely positive contractions is realised as a conditioned -homomorphic cocycle. This amounts to a stochastic generalisation of a recent dilation result for norm-continuous normal completely positive contraction semigroups. To achieve this stochastic dilation we use the fact that k is governed by a quantum stochastic differential equation whose coefficient matrix has a specific structure, and extend a technique for obtaining stochastic flow generators from Markov semigroup generators, to the context of cocycles. Number/exchange-free dilatability is seen to be related to locality in the case where the cocycle is a Markovian semigroup. In the same spirit unitary dilations of Markov-regular contraction cocycles on a Hilbert space are also described. The paper ends with a discussion of connections with measure-valued diffusion.

Milestones
Received: 15 December 1999
Revised: 10 January 2001
Published: 1 October 2003
Authors
Debashish Goswami
Math-Stat Unit
Indian Statistical Institute (Kolkata Centre)
203 Barrackpore Trunk Road
Kolkata 700108
India
J. Martin Lindsay
School of Mathematical Sciences
University of Nottingham
University Park, Nottingham, NG7 2RD
UK
Kalyan B. Sinha
Indian Statistical Institute (Delhi Centre)
7 SJS Sansanwal Marg
New Delhi - 110 016
India
Stephen J. Wills
Department of Mathematics
University College, Cork
Ireland