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www.elsevier.com/locate/anihpb

Dilation of a class of quantum dynamical semigroups with unbounded generators on UHF algebras

Debashish Goswami, Lingaraj Sahu

1

, Kalyan B. Sinha

,2

Stat-Math Unit, Indian Statistical Institute, 203, B.T. Road, Kolkata 700 108, India Received 19 November 2003; received in revised form 8 December 2004; accepted 14 December 2004

Dedicated to the memory of Professor Paul-André Meyer

Abstract

Evans–Hudson flows are constructed for a class of quantum dynamical semigroups with unbounded generator on UHF algebras, which appeared in [Rev. Math. Phys. 5 (3) (1993) 587–600]. It is shown that these flows are unital and covariant.

Ergodicity of the flows for the semigroups associated with partial states is also discussed.

2005 Elsevier SAS. All rights reserved.

Résumé

Les flots d’Evans–Hudson sont construits pour une classe de semi-groupes dynamiques quantiques à générateur non borné sur une algèbre UHF, définie dans la référence [Rev. Math. Phys. 5 (3) (1993) 587–600]. On montre que ces flots préservent l’unité et sont covariants. L’ergodicité des flots associés à des états partiels est également discutée.

2005 Elsevier SAS. All rights reserved.

1. Introduction

Quantum dynamical semigroups, to be abbreviated as QDS, constitute a natural generalization of classical Markov semigroups arising as expectation semigroups of Markov processes. A QDS{Tt:t0}on aC-algebraA is aC0-semigroup of completely positive mapsTt onA. Given such a QDS, it is interesting and important to look for a dilation in the sense of Evans–Hudson, i.e. a family of∗-homomorphismsηt:AAB(Γ (L2(R+,k0)))

* Corresponding author.

E-mail addresses: goswamid@isical.ac.in (D. Goswami), lingaraj_r@isical.ac.in (L. Sahu), kbs@isical.ac.in (K.B. Sinha).

1 The author would like to acknowledge the support of National Board of Higher Mathematics, DAE, India and to the DST-DAAD programme.

2 The author would like to acknowledge the support from Indo-French Centre for the Promotion of Advanced Research as well as from DST-DAAD programme.

0246-0203/$ – see front matter 2005 Elsevier SAS. All rights reserved.

doi:10.1016/j.anihpb.2004.12.001

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where k0is some separable Hilbert space andΓ (·)denotes the symmetric Fock space, satisfying a suitable quan- tum stochastic differential equation. This problem has been completely solved for QDS with bounded generators by Goswami, Sinha and Pal [2,4], where a canonical Evans–Hudson flow for an arbitrary QDS with bounded gen- erator has been constructed. However, only partial success has been achieved for QDS with unbounded generator.

It is perhaps too much to expect a complete general theory for an arbitrary QDS. It may be wiser to look for Evans–

Hudson flow for special classes of QDS. In [3] for example, the authors gave a general theory of dilation for QDS on aC-algebraA, which is covariant with respect to an action of a Lie group and also symmetric with respect to a given faithful semifinite trace. However, in the present article, we shall try to construct an Evans–Hudson flow for another class of QDS on a UHFC-algebra, studied by T. Matsui in [6]. This construction has some similarity with the earlier one, but the action of the discrete groupZdinstead of a Lie group action as in [3] makes the present model somewhat different from that of [3]. We have not only proved the existence of a dilation in Section 3, we are also able to prove in Section 4 that the Evans–Hudson (EH) flow is indeed covariant with respect to theZdaction.

Some ergodicity properties of the flows are also discussed briefly in Section 5.

2. Notation and preliminaries

T. Matsui [6] constructed a class of conservative QDS on the UHFC-algebraAgenerated as theC-completion of infinite tensor product

j∈Zd MN(C), where N andd are two fixed positive integers. ThisC-algebra can also be described as the inductive limit of full matrix algebras{MNn(C), n1}with respect to the imbedding MNnMNn+1 by sendinga toa⊗1. The unique normalized trace tr on Ais given by tr(x)=N1nTr(x), for xMNn(C), where Tr denotes the ordinary trace onMNn(C). For xMN(C)andj ∈Zd, letx(j ) denote an element inAwhosejth component isx and rest are identity ofMN(C). For a simple tensor elementaA, let a(j )be thejth component ofa. The support ofa, denoted by supp(a)is defined to be the set{j ∈Zd: a(j )=1}. For a general elementaAsuch thata=

n=1cnanwithan’s simple tensor elements inAandcn’s complex coefficients, we define supp(a):=

n∈Nsupp(an)and we set|a| =cardinality of supp(a). For anyΛ⊆Zd, let AΛ denote the∗-subalgebra generated by elements ofAwith supportΛ. WhenΛ= {k}, we writeAk instead of A{k}. Let Aloc be the ∗-subalgebra of Agenerated by elements aA of finite support or equivalently by {x(j ): xMN(C), j ∈Zd}. ClearlyAlocis dense inA. Fork∈Zd, the translationτkonAis an automorphism determined byτk(x(j )):=x(j+k)xMN(C)andj∈Zd. Thus, we get an actionτ of the infinite discrete group Zd onA. For xAwe denoteτk(x)byxk. The algebraAis naturally sitting inside h0=L2(A,tr), the GNS Hilbert space for(A,tr). It is easy to see thatτk extends to a unitary on h0, to be denoted by the same symbolτk, giving rise to a unitary representationτ of the groupZdon h0, which implements the actionτ. It is also clear that this action extends as an action ofZdby normal automorphisms on the von Neumann algebraA.

We also need another dense subset ofA, which is in a sense like the first Sobolev space inA. For this, we need to note thatMN(C)is spanned by a pair of noncommutative representatives{U, V}of ZN= {0,1, . . . , N−1} such thatUN =VN=1∈MN(C)and U V =wV U, wherew∈Cis the primitive Nth root of unity. These U, V can be chosen to be theN ×N circulant matrices. In particular forN =2, a possible choice is given by U=σx andV =σz, whereσx andσz denote the Pauli-spin matrices. Forj ∈Zd and(α, β)G≡ZN×ZN, we setσj;α,β(x)= [U(j )αV(j )β, x] ∀xA,x1=

j;α,βσj;α,β(x) andC1(A)= {xA: x1<∞}. It is easy to see thatx1= τj(x)1= x1 and since C1(A)contains the dense ∗-subalgebra Aloc, C1(A)is a denseτ invariant ∗-subalgebra ofA. Let G:=

j∈ZdGbe the infinite direct product of the finite group Gat each lattice site. Thus each gG has jth componentg(j )=j, βj)withαj, βj ∈ZN. For gG we define its support by supp(g)= {j ∈Zd: g(j )=(0,0)}and|g| =cardinality of supp(g). Let us consider the projective unitary representation ofG, given by GgUg=

j∈ZdU(j )αjV(j )βjA. For a given completely positive mapT onA, we formally define the Linbladian

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L=

k∈Zd

Lk,

whereLkx=τkL0kx),xA, withL0(x)= −1

2

T (1), x

+T (x), (2.1)

and{A, B} :=AB+BA.

In particular we consider the LindbladianLfor the completely positive mapT, T x:=

n=0

anxan,xA,

associated with a sequence of elements{an}n0inA, withan=

g∈Gcn,gUgsuch that

n=0

g∈G|cn,g||g|2<

∞. Matsui has proven the following in the paper referred earlier [6].

Theorem 2.1. (i) The mapLformally define above is well defined onC1(A)and the closureLˆofL/C1(A) is the generator of a conservative QDS{Pt: t0}onA,

(ii) The semigroup{Pt}leavesC1(A)invariant.

The semigroupPt satisfies Pt(x)=x+

t

0

Ps Lˆ(x)

ds, ∀x∈Dom(Lˆ).

Since 1∈C1(A)andLˆ(1)=L(1)=0, it follows thatPt(1)=1,∀t0.

Following [6], we say thatPt is ergodic if there exists an invariant stateψsatisfying

Pt(x)ψ (x)1→0 ast→ ∞,xA. (2.2)

In [6], the author has discussed some criteria for ergodicity of the QDSPt. Some examples of such semigroups associated with partial states on the UHF algebra and their perturbation are given.

For a state φ on MN(C) andk∈Zd, the partial state φk on A is determined by φk(x)=φ(x(k))x{k}c, for x=x(k)x{k}c, where x(k)Ak and x{k}cA{k}c. We can find a natural number N and elements {L(m): m= 1,2, . . . , N}inMN(C)such that

φ(x)=

N

m=1

L(m)xL(m)xMN(C) and

N

m=1

L(m)L(m)=1.

Form=1, . . . , N, let us consider the elementL(m)0A0with the zeroth component beingL(m). Now fork∈Zd andm=1, . . . , N, writingL(m)k =τk(L(m)0 ), the partial stateφk is given by,

φk(x)=

N

m=1

L(m)k xL(m)kxA.

By (2.1), the LinbladianLφcorresponding to the partial stateφ0is formally given by Lφ(x)=

k∈Zd

Lφk(x),

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where

Lφk(x)=φk(x)x=1 2

N

m=1

L(m)k , x

L(m)k +L(m)k x, L(m)k

.

It follows from Theorem 2.1 thatLφ is defined on C1(A). Moreover, the closure Lˆφ of Lφ/C1(A)generates a conservative QDSPtφonAgiven by

Ptφ

kΛ

x(k)

=

kΛ

φ(x(k))+et x(k)φ(x(k)) .

We note that the mapΦ defined by, Φ

kΛ

x(k)

= lim

t→∞Ptφ

kΛ

x(k)

=

kΛ

φ(x(k))

extends as a state onAwhich is the unique invariant state for the ergodic QDSPtφ. For any real numberc, we consider the perturbation

L(c)(x)=Lφ(x)+cL(x),xC1(A).

It is clear thatL(c)is the Linbladian associated with the completely positive map T (x)=

N

m=1

L(m)k xL(m)k +c

l=0

alxal,xA

and by Theorem 2.1 it follows that the closureLˆ(c)ofL(c)/C1(A)generate a QDSPt(c). Moreover, one has Theorem 2.2 [6]. There exists a constantc0 such that for 0cc0 the above QDSPt(c) is ergodic with the invariant stateΦ(c)satisfying

Pt(c)(x)

12e(1c/c0)tx1,

(2.3) Pt(c)(x)Φ(c)(x)1 4

N2e(1c/c0)tx1,xC1(A).

Remark 2.3. The invariant stateΦ(c)corresponding to the ergodic QDSPt(c)is given by Φ(c)(x)=Φ(x)+c

0

Φ L Pt(c)(x)

dt, ∀xC1(A).

Let us conclude the present section with a brief discussion on the fundamental integrator processes of quantum stochastic calculus, introduced by Hudson and Parthasarathy [5]. Let k=L2(R+,k0)where k0=l2(Zd)with the canonical orthonormal basis{ej: j ∈Zd}andΓ =Γsym(k), the symmetric Fock space over k. Forfk, we denote by e(f )the exponential vector inΓ associated withf:

e(f )=

n0

√1 n!f(n), wheref(n)=ff ⊗ · · · ⊗f

n-copies

forn >0 and by conventionf(0)=1. Forf =0, e(f )is called the vacuum vector inΓ. LetC be the space of all bounded continuous functions fromR+ to k0, so thatE(C)≡ {e(f ): fC}is

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total inΓ (k). AnyfL2(R+,k0)decomposes asf =

k∈Zdfkek withfkL2(R+). We take the freedom to use the same symbolfk to denote the function inL2(R+,k0)as well, whenever it is clear from the context. The fundamental processes{Λji: i, j∈Zd}associated with the orthonormal basis{ej: j∈Zd}are given by

Λij(t )=aχ[0,t]ei fori=0, j =0

=aχ[0,t]ej fori=0, j=0

=ΛMχ

[0,t]⊗|ejei| fori, j=0

=t1 fori=j =0,

whereMχ[0,t]is the multiplication operator onL2(R+)by characteristic function of the interval[0, t]. For details the reader is referred to [10] and [7].

3. Evans–Hudson type dilation

In this section we investigate the possibility of constructing EH flows for the QDS on UHFC-algebra, discussed in the previous section. Although the question is not answered in full generality, EH flows for a class of QDS are constructed.

Letr=

g∈GcgUgAsuch that

g∈G|cg||g|2<∞. The LindbladianLassociated with the elementr, i.e.

associated with the CP mapT , T (x)=rxr,xA, takes the form L(x)=

k∈Zd

δk(x)rk+rkδk(x), (3.1)

whererk:=τk(r)andδk, δkare bounded derivation onAgiven by δk(x)= [x, rk] and δk(x):= δk(x)

= [rk, x],xA. (3.2)

It follows from [6] that the closure Lˆ of L/C1(A) is the generator of a contractive QDS Pt on A. In or- der to construct an EH flow for the QDS Pt, we would like to solve the following QSDE in B(L2(A,tr))⊗ B(Γ (L2(R+,k0))):

djt(x)=

j∈Zd

jt δj(x)

daj(t )+

j∈Zd

jt δj(x)

daj(t )+jt Lˆ(x) dt,

(3.3) j0(x)=x⊗1Γ, xAloc.

Let us first look at the corresponding Hudson–Parthasarathy equation inL2(A,tr)⊗Γ (L2(R+,k0)), given by dUt=

j∈Zd

rjdaj(t )rjdaj(t )

−1 2

j∈Zd

rjrjdt

Ut,

(3.4) U0(x)=1L2Γ.

However, though eachrjAand hence is inB(L2(A,tr)), Eq. (3.4) does not in general admit a solution since

u,

j∈Zd

rjrju

=

j∈Zd

rju2uL2(A,tr),

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is not convergent in general and hence

j∈Zdrjej does not define an element inAk0. For example, letrbe the single-supported unitary elementU(k)Afor somek∈Zd so thatrj =U(k+j ) is a unitary for eachj ∈Zd and hence

j∈Zd

rju2=

j∈Zd

u2= ∞.

However, as we shall see, in many situation there exist Evans–Hudson flows, even though the corresponding Hudson–Parthasarathy equation (3.4) does not admit a solution.

Remark 3.1. There are some cases when an Evans–Hudson flow can be seen to be implemented by a solution of a Hudson–Parthasarathy equation. For example, given a self adjointrA

dVt=Vt k∈Zd

Skdak(t )Skdak(t )

−1 2

k∈Zd

SkSkdt

, V0=1,

whereSkis defined bySk(x)= [rk, x]forxAL2(A,tr), admits a unique unitary solution and xVt(x⊗1)Vt

gives an Evans–Hudson dilation forPt [8,9].

Leta, b∈ZN be fixed and W =UaVbMN(C). We consider the following representation of the infinite product groupG:=

j∈ZdZN, given by GgWg=

j∈Zd

W(j )αj, whereg=j).

For anyyA,y=

g∈GcgUgand forn1 we define ϑn(y)=

g∈G

|cg||g|n. Now we considerrA, r=

g∈GcgWg such that

g∈G|cg||g|2<∞. It is clear thatϑ1(r)=

g∈G|cg||g|<

∞. We note that anyxAloccan be written asx=

h∈GchUh, with complex coefficientsch satisfyingch=0 for allhsuch that supp(h)∩supp(x)is empty. So

ϑn(x)=

h∈G

|ch||h|n<∞ forn1, and it is clear that

ϑn(x)|x|n

h∈G

|ch|cnx wherecx= |x|(1+

h∈G|ch|). Let us consider the formal LindbladianLassociated with the elementr, L=

k∈Zd

Lk,

whereLk(x)=12δk(x)rk+rkδk(x).

Forn1, we denote the set of integers{1,2, . . . , n}byIn and for 1pn, P = {l1, l2, . . . , lp} ⊆In with l1< l2<· · ·< lp, we define a map from then-fold Cartesian product ofZdto that ofpcopies ofZdby

k(I¯ n)=(k1, k2, . . . , kn)→ ¯k(P ):=(kl1, kl2, . . . , klp)

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and similarly,ε(P )¯ :=l1, εl2, , . . . , εlp)for a vectorε(I¯ n)=1, ε2, , . . . , εn)in then-fold Cartesian product of {−1,0,1}.

For brevity of notations, we writeε(P )¯ ≡c∈ {−1,0,1}to mean that allεli =cand denote k(I¯ n)andε(I¯ n) byk(n)¯ andε(n)¯ respectively. Settingδεk=δk,Lkandδkdepending uponε= −1,0 and 1 respectively, we write R(¯k)=rk1rk2· · ·rkp andδ(k,¯ ε)¯ =δεkp

p· · ·δkε1

1 for anyk¯=(k1, k2, . . . , kp)andε¯=1, ε2, . . . , εp). Now we have the following useful lemma,

Lemma 3.2. Letr, xand constantcxbe as above. Then (i) For anyn1,

¯ k(n)

δ k(n),¯ ε(n)¯

(x)1(r)cx

n

xAloc, whereε(n)¯ is such thatεl=0, ∀lIn.

(ii) For anyn1 andk(n),¯ Lkn· · ·Lk1(x)= 1

2n

p=0,1,...,n

PIn:|P|=p

R k(P¯ c)

δ k(n),¯ ε¯(P )(n)

(x)R k(P )¯ ,

whereε¯(P )(n)is such thatε¯(P )(P )≡ −1 andε¯(P )(Pc)1.

(iii) For anyn1, pn, PInandε(n)¯ such thatε(P )¯ contains all those components equal to 0, we have,

¯ k(n)

δ k(n),¯ ε(n)¯ (x)rp1(r)cxn

1+ rn

1(r)cxn

.

(iv) Letm1, m21;x, yAlocandε¯(m1),ε¯(m2)be two fixed tuples. Then forn1 andε(n)¯ as in (iii), we have,

k(n),¯ k¯(m1),¯k(m2)

δ k(n),¯ ε(n)¯

δ k¯(m1),ε¯(m1)

(x)·δ k¯(m2),ε¯(m2)(y) 2n 1+ r2n+m1+m2

1(r)cx,yn+m1+m2

, wherecx,y=max{cx, cy}.

Proof. (i) Asris again of the same form asr, it is enough to observe the following:

kn,...,k1

[rkn,· · · [rk1, x]] · · ·] 2ϑ1(r)cxn

xAloc.

In order to prove this let us consider

LHS=

kn,...,k1

gn,...,g1∈G;h∈G

|cgn| · · · |cg1||ch|[τknWgn,· · · [τk1Wg1, Uh]] · · ·].

We note that for any two commuting elementsA, B inA,[A, [B, x]] = [B, [A, x]]. Thus, for the commutator [τknWgn,· · · [τk1Wg1, Uh]] · · ·]to be nonzero, it is necessary to have(supp(gi)+ki)∩supp(h)=φfor eachi= 1,2, . . . , n. Clearly the number of choices of suchki∈Zdis at most|gi| · |h|. Thus we get,

kn,...,k1

[rkn,· · · [rk1, x]] · · ·]

gn,...,g1∈G;h∈G

|cgn| · · · |cg1||ch||gn| · · · |g1||h|n2n1(r)cx

n

.

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(ii) The proof is by induction. For anyk∈Zdwe have, Lk(x)=1

2

k∈Zd

δk(x)rk+rkδk(x),

so it is trivially true for n=1. Let us assume it to be true for some m >1 and for any km+1∈Zd consider Lkm+1Lkm· · ·Lk1(x). By applying the statement forn=mwe get,

Lkm+1Lkm· · ·Lk1(x)= 1 2m+1

p=0,1,...,m

PIm:|P|=p

δk

m+1

R k(P¯ c)

δ k(m),¯ ε¯(P )(m)

(x)R k(P )¯ rkm+1 +rk

m+1δkm+1

R k(P¯ c)

δ k(m),¯ ε¯(P )(m)

(x)R k(P )¯ . Sincerk’s are commuting with each other, the above expression becomes

1 2m+1

p=0,1,...,m

PIm:|P|=p

R k(P¯ c) δk

m+1δ k(m),¯ ε¯(P )(m)

(x)R k(P )¯ rkm+1 +rk

m+1R k(P¯ c)

δkm+1δ k(m),¯ ε¯(P )(m)

(x)R k(P )¯

= 1 2m+1

p=0,1,...,m+1

PIm+1:|P|=p

R k(P¯ c)

δ k(m¯ +1),ε¯(P )(m+1)

(x)R k(P )¯ .

(iii) By simple application of (ii), δ k(n),¯ ε(n)¯

(x)= 1 2p

q=0,1,...,p

QP:|Q|=q

R k(P¯ \Q)

δ k(n),¯ ε¯(Q,P )(n)

(x)R k(Q)¯

, (3.5)

whereε¯(Q,P )(n)is defined to be the map from then-fold Cartesian product of{−1,0,1}to itself, given byε(n)¯ →

¯

ε(Q,P )(n)such thatε¯(Q,P )(Q)≡ −1,ε¯(Q,P )(P\Q)≡1 andε¯(Q,P )(In\P )= ¯ε(In\P ). Now (iii) follows from (i).

(iv) By (3.5) we have, LHS= 1

2p

¯

k(n),k¯(m1),¯k(m2)

q=0,1,...,p

QP:|Q|=q

R k(P¯ \Q)

×δ k(n),¯ ε¯(Q,P )(n)

δ k¯(m1),ε¯(m1)

(x)·δ k¯(m2),ε¯(m2) (y)

R k(Q).¯ Now applying the Leibnitz rule, it can be seen to be less than or equal to

rp 2p

k(n),¯ k¯(m1),¯k(m2)

q=0,1,...,p

QP:|Q|=q

l=0,1,...,n

LIn:|L|=l

δ k(L),¯ ε¯(Q,P )(L)

δ k¯(m1),ε¯(m1)(x)

×δ k(L¯ c),ε¯(Q,P )(Lc)

δ k¯(m2),ε¯(m2)(y).

Using (iii), we obtain, LHS(1+ r)n

2p

q=0,1,...,p

p! (pq)!q!

l=0,1,...,n

n!

(nl)!l! 1+ rl+m11(r)cxl+m1

× 1+ rnl+m2

1(r)cynl+m2

2n 1+ r2n+m1+m2

1(r)cx,yn+m1+m2

. 2

Now we are in a position to prove the following result about existence of an Evans–Hudson flow for QDSPt

associated with the elementrAdiscussed above.

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Theorem 3.3. (a) Fort0, there exists a unique solutionjtof the QSDE, djt(x)=

j∈Zd

jtjx)daj(t )+

j∈Zd

jtjx)daj(t )+jt(Lˆx)dt, (3.6) j0(x)=x⊗1Γ,xAloc,

such thatjt(1)=1, ∀t0.

(b) Forx, yAlocandu, vh0, f, gC, ue(f ), jt(xy)ve(g)

=

jt(x)ue(f ), jt(y)ve(g)

. (3.7)

(c)jtextends uniquely to a unitalC-homomorphism fromAintoAB(Γ ).

Proof. We note first thatAlocis a dense∗-subalgebra ofA.

(a) As usual, we solve the QSDE by iteration. Fort00, tt0andxAloc, we set jt(0)(x)=x⊗1Γ and

(3.8) jt(n)(x)=x⊗1Γ +

t

0

j∈Zd

js(n1) δj(x)

daj(s)+

j∈Zd

js(n1) δj(x)

daj(s)+js(n1) Lˆ(x) ds.

Then foruh0andfC, we can show by induction, that jt(n)(x)jt(n1)(x)ue(f )(t0cf)n/2

n! ue(f )

k(n)¯

¯ ε(n)

δ k(n),¯ ε(n)¯ (x), (3.9)

wherecf =2eγf(t0)(1+ f2), withγf(t0)=t0

0 (1+ f (s)2)ds. Forn=1, by the basic estimate of quantum stochastic integral [10,7],

jt(1)(x)jt(0)(x)

ue(f )2

=

t 0

j∈Zd

δj(x)daj(s)+

j∈Zd

δj(x)daj(s)+ ˆL(x)ds

ue(f )

2

2eγf(t0)e(f )2t

0 j∈Zd

δj(x)u2+

j∈Zd

δj(x)u2+Lˆ(x)u2 1+f (s)2ds

cft0e(f )2

j∈Zd

δj(x)u+δj(x)u+Lj(x)u2

.

Thus (3.9) is true forn=1. Inductively assuming the estimate for somem >1, we have by the same argument as above,

jt(m+1)(x)jt(m)(x)

ue(f )2

=

t 0

j∈Zd

js(m)

m δj(x)

js(m1)

m δj(x)

daj(sm)+

j∈Zd

js(m)

m δj(x)

js(m1)

m δj(x)

daj(sm)

+ js(m)

m Lˆ(x)

js(m1)

m Lˆ(x) dsm

ue(f )

2

(10)

2eγf(t0) t

0 j∈Zd

js(m)

m δj(x)

js(m1)

m δj(x)ue(f )2

+

j∈Zd

js(m)

m δj(x)

js(m1)

m δj(x)ue(f )2 +js(m)

m Lˆ(x)

js(m1)

m Lˆ(x)ue(f )2 1+f (sm)2 dsm cf

t

0 j∈Zd

js(m)

m δj(x)

js(m1)

m δj(x) ue(f )

+

j∈Zd

js(m)

m δj(x)

js(m1)

m δj(x)

ue(f )+js(m)

m Lˆ(x)

js(m1)

m Lˆ(x)

ue(f ) 2dsm. Now applying (3.9) forn=m, we get the required estimate for n=m+1 and furthermore by the estimate of Lemma 3.2(iii),

jt(n)(x)jt(n1)(x)

ue(f )3n(t0cf)n/2

n! ue(f ) 1+ rn

1+2ϑ1(r)cx

n

.

Thus it follows that the sequence{jt(n)(x)ue(f )}is Cauchy. We definejt(x)ue(f )to be limn→∞jt(n)ue(f ), that is

jt(x)ue(f )=xue(f )+

n1

jt(n)(x)jt(n1)(x)

ue(f ) (3.10)

and one has

jt(x)ue(f )ue(f )

x +

n1

3n(t0cf)n/2

n! 1+ rn

1+2ϑ1(r)cxn

. (3.11)

Uniqueness follows by setting, qt(x)=jt(x)jt(x) and observing

dqt(x)=

j∈Zd

qt δj(x)

daj(t )+

j∈Zd

qt δj(x)

daj(t )+qt L(x)

dt, q0(x)=0.

Exactly similar estimate as above shows that, for alln1, qt(x)ue(f )(t0cf)n/2

n! ue(f )

¯ k(n)

¯ ε(n)

δ k(n),¯ ε(n)¯ (x).

Since by Lemma 3.2(iii) the sum grows asnth power,qt(x)=0∀xAloc, showing the uniqueness of the solution.

As 1∈AlocwithLk(1)=δk(1)=δk(1)=0 it follows from the QSDE (3.6) thatjt(1)=1.

(b) Forue(f ), ve(g)hE(C)andx, yAloc, we have, by induction, jt(n)(x)ue(f ), ve(g)

=

ue(f ), jt(n)(x)ve(g) . Now asntends to∞, we get

jt(x)ue(f ), ve(g)

=

ue(f ), jt(x)ve(g) .

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