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# On Markovian Cocycle Perturbations in Classical and Quantum Probability

## Introduction

It is well-known that every stochastic process with finite second moments and continuous in square mean can be considered as a continuous curve in the Hilbert space. In this framework properties of the process such as stationarity and noncorrelativity of the increments appear as an invariance under the action of the group of unitaries in the Hilbert space and an orthogonality of the curve increments correspondingly. Thus to investigate the stochastc process one can use the functional analysis techniques. This approach was introduced by A.N. Kolmogorov who considered in  a classification problem for the equivalence classes of continuous curves $`\xi =(\xi _t)_t`$ in a Hilbert space $`H`$, which are invariant with respect to a strong continuous one-parameter group of unitaries $`U=(U_t)_t`$, with the transformations of equivalence defined by the formula

$$\stackrel{~}{\xi }_t=W\xi _t+\eta ,$$
$`()`$
where $`W`$ and $`\eta `$ are a unitary operator in $`H`$ and an element of $`H`$ correspondingly. Indeed, the continuous curve $`\stackrel{~}{\xi }=(\stackrel{~}{\xi }_t)_t`$ is invariant with respect to the group of unitaries $`\stackrel{~}{U}=(W_tU_t)_t`$, where the one-parameter family of unitaries

$$W_t=WU_tW^{}U_t,t,$$
$`()`$
satisfies the condition of multiplicative $`U`$-cocycle,

$$W_{t+s}=W_tU_tW_sU_t,s,t.$$
$`()`$
The multiplicative cocycle generated by a unitary operator $`W`$ as in $`()`$ is said to be $`U`$\- coboundary. Notice that not every cocycle $`()`$ is coboundary $`()`$. Here we use ordinary definitions of the cohomologies of groups theory for $`1`$-cocycle and $`1`$-coboundary associated with the standard bar-resolvent of the group $``$ with values in the multiplicative group $`𝒰(H)`$ of all unitaries in the Hilbert space $`H`$ with the module structure defined by the group action $`xU_txU_t,x𝒰(H),t`$ (see, f.e., ).

Suppose that there exists a continuous curve $`\xi =(\xi _t)_t`$ which is invariant with respect to the group $`U`$ and the increments of $`\xi `$ are orthogonal such that $`\xi _{t_1}\xi _{s_1}\xi _{t_2}\xi _{s_2}`$ for all disjoint intervals $`(s_1,t_1)(s_2,t_2)=\mathrm{}`$. The curves of such type was called in  by the Wiener spirales. Every multiplicative $`U`$-cocycle $`(W_t)_t`$, which is strong continuous in $`t`$, defines a new strong continuous one-parameter group of unitaries $`\stackrel{~}{U}=(W_tU_t)_t`$. We shall call $`\stackrel{~}{U}`$ a cocycle perturbation of the group $`U`$. If $`(W_t)_t`$ is a coboundary, then for the cocycle perturbation $`\stackrel{~}{U}`$ there also exists the invariant curve $`\stackrel{~}{\xi }`$ which is the Wiener spiral. Indeed, this curve can be constructed by the formula $`()`$, where one must substitute for $`W`$ the unitary operator generating the coboundary by means of $`()`$. For arbitrary cocycle $`(W_t)_t`$ which is not a coboundary it is possible that there doesn’t exist the Wiener spiral which is ivariant with respect to the cocycle perturbation $`\stackrel{~}{U}`$. In this paper we introduce a subset $`(M)`$ of the set of all cocycles such that given a cocycle from $`(M)`$ generates the cocycle perturbation possessing the invariant Wiener spiral if the perturbing group satisfied this condition. The class of cocycle perturbations we propose is important because in applications (see ) it is often posed the problem of representing the quantum stochastic process as a projection of the cocycle perturbation of the quantum noise which is the Wiener spiral from the viewpoint of functional analysis. Using in this framework cocycles satisfying the quantum stochastic differential equations belong to the subset $`(M)`$ we introduce. Cocycles from $`(M)`$ we shall call Markovian. Using of the term ”Markovian cocycle” follows from . The Markovian cocycles of  are connected with the classical Markov property in the sense that the perturbation of the Markovian stochastic process by the Markovian cocycle is also the Markovian stochastic process with the same algebras of the present, the future and the past. Our definition distinguishes from the definition in , nevertheless, under an appropriate interpretation the perturbations we consider are Markovian in the sense of the definition in the cited paper descrbing more wide class of perturbations. We consider it as a sufficiant motivation to use this terminology.

The model example of the group of unitaries $`U`$ possessing the invariant Wiener spiral is the group of shifts in the Hilbert space $`H=L^2()`$ defined by the formula $`(U_t\eta )(x)=\eta (x+t),\eta H`$. In fact, the set of functions $`\xi _t(x)=1,x[t,0],\xi _t(x)=0,x[t,0],`$ is the Wiener spiral which is invariant with respect to $`U`$ (see ). We shall call by ”a past” and ”a future” of the system the subspaces $`H_{t]}`$ and $`H_{[t}`$ containing functions with the support belonging to $`[t,+\mathrm{})`$ and $`(\mathrm{},t]`$ correspondingly. Notice that $`H_{t]}=U_tH_{0]},H_{[t}=U_tH_{[0},t`$. In the case we are considering we call the cocycle $`W`$ Markovian if the restriction of the unitary operator $`W_t`$ to the subspace of the future $`H_{[t}`$ is an identity transformation for every fixed $`t0`$. Particularily, this definition garantees that the subspace of the past $`H_{0]}`$ is invariant with respect to $`W_t`$ for all $`t0`$, which allows to consider the restriction of the cocycle perturbation $`\stackrel{~}{U}_t|_{H_{0]}},t0`$. Let $`\stackrel{~}{U}`$ be a cocycle perturbation of $`U`$ by the cocycle which is Markovian in the sense of our definition. We shall show that every such perturbation can be represented in the form $`\stackrel{~}{U}=\stackrel{~}{U}^{(1)}\stackrel{~}{U}^{(2)}`$, where $`\stackrel{~}{U}^{(1)}`$ is arbitrary group of unitaries in the subspace of the past $`H_{0]}`$ and $`\stackrel{~}{U}^{(2)}`$ is unitary equivalent to the initial group of shifts. This representation can be named the Wold decomposition of the cocycle perturbation of $`\stackrel{~}{U}`$. The groups $`\stackrel{~}{U}^{(1)}`$ and $`\stackrel{~}{U}^{(2)}`$ can be interpreted as associated with deterministic and nondeterministic parts of the process.

Under a quantum stochastic process we mean (see ) the strong continuous one-parameter family $`x=(x_t)_t`$ of linear (nonbounded in general) operators in a Hilbert space. Accordingly to this definition stationary quantum stochastic process $`x=(x_t)_t`$ can be defined by the condition $`x_t=\alpha _t(x^0)+x^1,`$ $`t,`$ where $`\alpha `$ and $`x^0,x^1`$ are certain group of automorphisms and two fixed linear operators correspondingly. In this way, a quantum stochastic process with stationary increments is the continuous operator-valued curve which is invariant with respect to certain group of automorphisms $`\alpha `$. In the quantum probability theory a role of the $`\sigma `$-algebras of events associated with the stochastic process is played the von Neumann algebras generated by increments of the process, i.e. the ultra-weak closed algebras of bounded operators in a Hilbert space with the commutant (the set of bounded operators commuting with operators of the algebra) defined by the condition of commuting with increments of the process $`x`$ (see, f.e. ). Every classical stochastic process $`\xi `$ consisting of the random variables $`\xi _tL^{\mathrm{}}(\mathrm{\Omega })`$ can be considered as quantum, where the operators $`x_t=M_{\xi _t}`$ forming the process are the operators of multiplications by the functions $`\xi _t`$ in the Hilbert space $`L^2(\mathrm{\Omega })`$.

Remember that the flow $`\{T_t,t\}`$ on the probability space $`(\mathrm{\Omega },,\mu )`$ is said to be a Kolmogorov flow (see ) if there exists a $`\sigma `$-algebra of events $`_{0]}`$ such that $`T_t_{0]}=_{t]},`$

$$_{s]}_{t]},s<t,$$
$`(K_1)`$
$$_t_{t]}=,$$
$`(K_2)`$
$$_t_{t]}=\{\mathrm{},\mathrm{\Omega }\}.$$
$`(K_3)`$
In  a notion of the Kolmogorov flow was transfered into quantum probability. Under this construction the $`\sigma `$-algebras of events $`_{t]}`$ are replaced by the corresponding von Neumann algebras. Notice that in the well-known monograph , where it was investigated the conditions on the spectral function of process, which result in the Kolmogorov flow, it is used a term ”completely nondeterministic process” for the stochastic process generating the Kolmogorov flow, while a term ”Kolmogorov flow” is not used anywhere. Every classical or quantum process with independent (in classical sense) increments results in the Kolmogorov flow. We define Markovian cocycle perturbations of the classical and quantum Kolmogorov flows such that the perturbed flows contain the parts which are isomorphic to the initial Kolmogorov flow. Notice that in the model situation of the Hilbert space $`L^2()`$ we considered above the Kolmogorov flow can be associated with the flow of shifts. Thus the possibility to exclude in the perturbed dynamics the part being the Kolmogorov flow, one can consider as some analogue of the Wold decomposition allowing to exclude a nondeterministic part of the process.

For every classical or quantum stochastic process a great role is played the set of all (not nessesarily linear) functionals of the process. Particularily, for the Wiener process it is defined the Wiener-Ito decomposition of the space of all $`L^2`$-functionals in the orthogonal sum, which allows to solve effectively the stochastic differential equations (see ). Notice that from the viewpoint of the theory of the cohomologies of groups, the stochastic process with stationary increments determining the continuous curve being invariant with respect to the group of transformations $`U`$ is an additive $`1U`$-cocycle. It is naturaly to consider the ring of cohomologies of all degrees generated by the $`1U`$-cocycle of such type which can be interpreted as the space of all (nonlinear) functionals of the initial stochastic process. We show that the Markovian cocycle perturbations we introduced define homomorphisms of this ring of cohomologies.

This paper is organized as follows. In Part 1 we define a class of the Markovian $`U`$-cocycles such that the group of unitaries $`\stackrel{~}{U}`$ which is obtained through the perturbation by the cocycle of such type determines a continuous curve $`\stackrel{~}{\xi }`$ being invariant with respect to $`\stackrel{~}{U}`$ and connected with the initial continuous curve $`\xi `$ by the formula $`()`$, where $`W`$ is (nonunitary in general) isometrical operator satisfying the additional property of the localization of action to ”the past”. Such isometrical operators we call Markovian and prove that every Markovian operator is associated with certain perturbation by a Markovian cocycle. The investigation in details we give in Part 2 shows that the Markovian cocycle we introduced determines the Wold decomposition for the cocycle perturbation. In Part 3 we construct a model of the Markovian cocycle for the stochastic process with independent increments. The model we gave allows to construct the Markovian cocycles with the property $`W_tIs_2`$ (the Hilbert-Schmidt class) which translate the fixed Gaussian measure to the equivalent Gaussian measures. In Part 4 it is given the basic notion on the theory of Kolmogorov flows in classical and quantum probability. In Part 5 we define the rings of cohomologies generated by additive $`1`$-cocycles and show in examples of the Wiener process and the quantum noise that the set of all functionals of the stochastic process with stationary increments can be considered as a ring of the cohomologies of the group which is composed by shifts of the increments in time. Moreover, we define a Markovian perturbation of the group resulting in a homomorphism of the ring of cohomologies of the group. Notice that for quantum stochastic processes $`x=(\xi _t=x_t)_t`$ it is also possible to define transformations of the form $`()`$, where one must take a morphism for $`W`$ and a linear operator for $`\eta `$. In Part 6 we introduce the Markovian cocycle perturbations of the quantum noises being a generalization of the classical processes with independent stationary increments for the quantum case, which result in transformations of the quantum stochastic processes of the form $`()`$. The Markovian perturbations we introduce determine homomorphisms of the ring of cohomologies associated with the stochastic proocess in the sense of Part 5. The techniques involved in Part 5 allows to obtain in Part 6 some analogue of the Wold decomposition for the classical stochastic processes in the quantum case, which permits to exclude a nondeterministic part of the process.

## 1 Stochastic processes with stationary increments as curves in a Hilbert space, which are invariant with respect to the group of transformations

Let $`\xi =(\xi _t)_t`$ be a continuous in square mean stochastic process with stationary increments on the probability space $`(\mathrm{\Omega },\mathrm{\Sigma },\mu )`$. Without lost of a generality we can suppose that the condition $`\xi (0)=0`$ holds. Then in the Hilbert space $`H^\xi `$ generated by the increments $`\xi _t\xi _s,s,t,`$ it is defined a strong continuous group of unitaries $`U=(U_t)_t`$ shifting the increments in time such that $`U_t(\xi _s\xi _r)=\xi _{s+t}\xi _{r+t},s,t,r`$, where $`\xi `$ satisfies the condition of (additive) $`1U`$-cocycle, i.e. $`\xi _{t+s}=\xi _t+U_t\xi _s,s,t`$. Denote $`H`$ the Hilbert space with the inner product $`(\xi ,\eta )=𝔼(\xi \overline{\eta })`$ generated by the classes of equivalency of the random variables $`\xi ,\eta `$ in the space $`(\mathrm{\Omega },\mu )`$, which possess finite second moments, with repect to the Hilbert norm associated with the expectation $`𝔼`$. We shall identify the random variables with the elements of the Hilbert space $`H`$. A stochastic process $`\xi `$ can be considered as a curve in the Hilbert space $`H^\xi `$, which is invariant with repect to the action of the group $`U`$ (see ,). The space $`H^\xi `$ is a subspace of $`H`$ but doesn’t coincide with it in general. Let $`\stackrel{~}{U}`$ be arbitrary continuation of $`U`$ to a strong continuous group of unitaries in the Hilbert space $`H`$. Then $`\xi `$ can be considered also as the curve in $`H`$, which is invariant with respect to the action of the group $`\stackrel{~}{U}`$. Denote $`(\xi )`$ the set containing all possible strong continuous groups of unitaries in $`H`$ such that the stochastic process $`\xi `$ is invariant with respect to them. One can define in the space $`H^\xi `$ an increasing family of subspaces $`H_{t]}^\xi `$ generated by the increments $`\xi _s\xi _r,s,rt,`$ associated with ”a past” before the moment $`t`$, and a decreasing family of subspaces $`H_{[t}^\xi `$ generated by the increments $`\xi _s\xi _r,s,rt`$ associated with ”a future” after the moment $`t`$ such that $`H^\xi =_tH_{t]}^\xi =_tH_{[t}^\xi `$. Notice that for the processes with noncorrelated increments the subspaces $`H_{t]}^\xi `$ and $`H_{[t}^\xi `$ are orthogonal. Fix the group $`U(\xi )`$. The strong continuous one-parameter family of unitaries $`W=(W_t)_t`$ in $`H`$ is said to be a (multiplicative) $`U`$-cocycle if the following condition holds,

$$W_{t+s}=W_tU_tW_sU_t^{},s,t,W_0=I.$$
$`(C)`$
The cocycle $`W`$ is called Markovian under the condition

$$W_tf=f,fH_{[t}^\xi ,t>0.$$
$`(M)`$
The property $`(C)`$ exactly means that the strong continuous one-parameter family of unitaries $`\stackrel{~}{U}=(W_tU_t)_t`$ forms a group. We consider Markovianity as a localization of the action of the cocycle $`W`$ to the subspace of the past. Moreover the Markovian property $`(M)`$ preserves ”a causality” such that ”the future” of the system is not disturbed. Notice that our definition of a Markovian cocycle is based on the analogous definition introduced in  in considerably more general case. We defer the examples of Markovian cocycles to Part 3, where it is given a model of the Markovian cocycle for the group of shifts on the line, which describes all cocycles up to the unitary equivalence of perturbations. Using $`(C)`$ we get $`I=W_{t+t}=W_tU_tW_tU_t^{},t>0`$, such that $`W_t=U_t^{}W_tU_t,t>0`$. Thus one can rewrite $`(M)`$ in the form

$$W_tf=f,fH_{[0}^\xi ,t>0.$$
$`(M_1)`$
Consider the stochastic process $`\xi ^{(1)},\xi ^{(1)}(0)=0,`$ being a continuous curve in the Hilbert space $`H`$ and take $`U^{(1)}(\xi ^{(1)})`$. Suppose $`W=(W_t)_t`$ is a multiplicative $`U^{(1)}`$-cocycle in the space $`H`$.

Proposition 1.1.Let $`W`$ satisfy the Markovian property $`(M)`$. Then continuous in $`t`$ family $`\xi _t^{(2)}=W_t\xi _t^{(1)},`$ $`t0,\xi _t^{(2)}=\xi _t^{(1)},`$ $`t>0,`$ is the stochastic process with stationary increments which is a curve in $`H`$ being invariant with respect to the group of unitaries $`U_t^{(2)}=W_tU_t^{(1)},`$ $`t`$.

Proof.

Check that $`\xi _{t+s}^{(2)}=\xi _t^{(2)}+U_t^{(2)}\xi _s^{(2)},s,t`$. In fact, for $`s,t0`$ we obtain $`\xi _{t+s}^{(2)}=W_{t+s}\xi _{t+s}^{(1)}=W_{t+s}\xi _t^{(1)}+W_{t+s}U_t^{(1)}\xi _s^{(1)}=W_tU_t^{(1)}W_sU_t^{(1)}\xi _t^{(1)}+W_tU_t^{(1)}W_s\xi _s^{(1)}=W_tU_t^{(1)}W_s\xi _t^{(1)}+U_t^{(2)}\xi _s^{(2)})=W_tU^{(1)}_t\xi ^{(1)}_t+U^{(2)}_t\xi ^{(2)}_t=\xi ^{(2)}_t+U^{(2)}_t\xi ^{(2)}_s`$, where we used the identity $`W_s\xi _t^{(1)}=\xi _t^{(1)},s,t0`$, which is correct due to $`(M_1)`$. For $`s,t>0`$ the property we prove is true because $`\xi _t^{(2)}=\xi _t^{(1)},t0`$, by the definition. Notice that $`\xi _t^{(2)}=\xi _t^{(1)}=U_t^{(1)}\xi _t^{(1)}=W_tU_t^{(1)}`$ $`W_tU_t^{(1)}U_t^{(1)}\xi _t^{(1)}=W_tU_t^{(1)}W_t\xi _t^{(1)}=U_t^{(2)}\xi _t^{(2)},t>0,`$ by means of the cocycle conditions $`(C)`$ for $`W`$. $`\mathrm{}`$

We shall call an isometrical operator $`R:H^{\xi ^{(1)}}H^{\xi ^{(2)}}`$ Markovian if $`Rf=f,fH_{[0}^{\xi ^{(1)}}`$.

Proposition 1.2. Given a Markovian cocycle $`W`$ there exists the limit $`\underset{t+\mathrm{}}{lim}W_t\eta =W_{\mathrm{}}\eta ,\eta H^{\xi ^{(1)}}`$, such that $`W_{\mathrm{}}`$ is a Markovian isometrical operator with the property $`W_{\mathrm{}}f=W_sf,fH_{[s}^{\xi ^{(1)}},s0`$.

Proof.

Notice that $`W_{ts}f=W_sU_s^{(1)}W_tU_s^{(1)}f=W_sf,fH_{[s}^{\xi ^{(1)}},`$ $`s,t0`$, due to the Markovian property in the form $`(M_1)`$. Hence, the limit exists for the set of elements $`fH_{[s}^{\xi ^{(1)}},s0`$, which is dense in $`H^{\xi ^{(1)}}`$. Thus, the strong limit exists by the Banach-Steinhaus theorem. The limiting operator $`W_{\mathrm{}}`$ is Markovian because all operators $`W_t,t0,`$ satisfy this condition. $`\mathrm{}`$

Proposition 1.3. In the space $`H`$ there exists a Markovian isometrical operator $`R`$ with the property $`\xi _t^{(2)}=R\xi _t^{(1)},t,`$ if and only if the stochastic processes $`\xi ^{(1)}`$ and $`\xi ^{(2)}`$ are connected by a Markovian cocycle $`W=(W_t)_t`$ by the formula $`\xi _t^{(2)}=W_t\xi _t^{(1)},t0`$.

Proof.

Necessity.

Suppose that there exists a Markovian isometrical operator $`R`$ such that $`\xi _t^{(2)}=R\xi _t^{(1)},t`$. Check the condition $`(M)`$ for $`W`$, $`W_t(\xi _r^{(1)}\xi _s^{(1)})=U_t^{(2)}U_t^{(1)}(\xi _r^{(1)}\xi _s^{(1)})=U_t^{(2)}(\xi _{rt}^{(1)}\xi _{st}^{(1)})=U_t^{(2)}(\xi _{rt}^{(2)}\xi _{st}^{(2)})=\xi _r^{(2)}\xi _s^{(2)},r,st>0`$. Here we used the Markovian property for the operator $`R`$, which implies $`\xi _t^{(2)}=R\xi _t^{(1)}=\xi _t^{(1)},t0`$.

Sufficiency.

Suppose that $`\xi _t^{(2)}=W_t\xi _t^{(1)},t0,`$ and a cocycle $`W`$ is Markovian. Then, due to Proposition 1.2, one can define a Markovian isometrical operator $`W_{\mathrm{}}=s\underset{t+\mathrm{}}{lim}W_t`$. Consider the process $`\stackrel{~}{\xi }_t^{(2)}=W_{\mathrm{}}\xi _t^{(1)}`$. For $`t0`$ we obtain $`\stackrel{~}{\xi }_t^{(2)}=\xi _t^{(1)}`$ by means of the Markovian property for $`W_{\mathrm{}}`$. For $`t0`$ the representation $`W_{\mathrm{}}f=W_sf,fH_{[s}^{\xi ^{(1)}},s0`$, gives us $`\stackrel{~}{\xi }_t^{(2)}=W_t\xi _t^{(1)}=\xi _t^{(2)},t0`$.

$`\mathrm{}`$

## 2 Processes with noncorrelated increments. The Wold decomposition

Given a stationary stochastic process $`\xi `$, there exists the group of unitaries $`U=(U_t)_t`$ in the Hilbert space with the inner product defined by the formula $`(,)=𝔼(\overline{})`$ such that $`\xi _t=U_t\xi _0,t`$. Remember that the process $`\xi `$ is said to be nondeterministic if $`_tH_{t]}^\xi =0`$ and deterministic if $`_tH_{t]}^\xi =H^\xi `$. It is evidently that there exist processes which are not nondeterministic nor deterministic as well. Given a stationary process $`\xi `$, it is uniquely defined the decomposition $`\xi =\xi ^{(1)}\xi ^{(2)}`$, where $`\xi ^{(1)}`$ and $`\xi ^{(2)}`$ are deterministic and nondeterministic processes correspondingly such that $`\xi ^{(1)}`$ and $`\xi ^{(2)}`$ have noncorrelated ncrements. In its turn, given a nondetermnistic process $`\xi ^{(2)}`$, it is uniquely defined the Wold decomposition

$$\xi _t^{(2)}=\underset{\mathrm{}}{\overset{t}{}}c(ts)\zeta (ds),$$
$`(W)`$
where $`\zeta (ds)`$ is a noncorrelated measure, such that $`𝔼|\zeta (ds)|^2=ds,`$ $`𝔼(\zeta (\mathrm{\Delta })\overline{\zeta }(\mathrm{\Delta }^{}))=0`$ for all measurable disjoint sets $`\mathrm{\Delta }`$ and $`\mathrm{\Delta }^{}`$ (see ). Thus, every stationary process $`\xi _t=U_t\xi _0`$ uniquely defines the process with noncorrelated stationary increments $`\zeta _t`$, which is a invariant curve with respect to the group $`U`$. This process can be named by ”a nondeterministic part” of $`\xi _t`$. In the following we shall call the Wold decomposition the possibility to associate with the fixed stationary process the process with stationary noncorrelated increments which is its nondeterministic part in the sense given above. Let $`V=(V_t)_{t_+}`$ be a strong continuous semigroup of nonunitary isometrical operators in a Hilbert space $`H`$. In functional analysis the Wold decomposition is a decomposition of the form $`H=H^{(1)}H^{(2)}`$, where subspaces $`H^{(1)}`$ and $`H^{(2)}`$ reduce the semigroup $`V`$ to a semigroup of unitary operators and a semigroup of completely nonunitary isometrical operators correspondingly. A completely nonunitary isometrical operator is characterized by the property that there is no subspace reducing it to a unitary operator. Every strong continuous semigroup consisting of completely nonunitary isometrical operators is unitary equivalent to its model, which is the semigroup of right shifts $`S=(S_t)_{t_+}`$ in the Hilbert space $`L^2(_+,𝒦)`$ defined by the formula $`(S_tf)(x)=f(xt),x>t,(S_tf)(x)=0,0xt`$. Remember that a deficiency index of the generator $`d=s\underset{t0}{lim}\frac{V_tI}{t}`$ of the strong continuous semigroup $`V`$ is a number of linear independent solutions to the equation $`d^{}f=f`$. The Hilbert space of values $`𝒦`$ has the dimension equal to the deficiency index of the generator of $`V`$ (see ). In the following we shall call the defciency index of the generator an index of the semigroup. Notice that every semigroup of completely nonunitary isometrical operators $`V`$ with the index $`n>0`$ determines $`n`$ noncorrelated processes $`\xi ^{(i)},1in,`$ with noncorrelated increments such that $`\xi _{t+s}^{(i)}=\xi _t^{(i)}+V_t\xi _s^{(i)},s,t0`$. In the model case of the semigroup of right shifts $`S`$ in $`L^2(_+,𝒦)`$ the processes of such type can be constructed in the following way. Choose the orthonormal basis of the space $`𝒦`$ consisting of the elements $`e_i,1in+\mathrm{},`$ and put $`\xi ^{(i)}=e_i\chi _{[0,t]}`$, where $`\chi _{[0,t]}`$ is an indicator function of the interval $`[0,t]`$. We shall investigate a behaviour of the processes with noncorrelated increments with respect to ”perturbations” by the Markovian cocycles we introduced in the previous part.

Proposition 2.1. Let $`\xi `$ and $`W`$ be the process with noncorrelated increments and the Markovian cocycle correspondingly. Then $`\xi _t^{}=W_t\xi _t,t0,\xi _t^{}=\xi _t,t>0,`$ is a process with noncorrelated increments.

Proof.

It follows from Proposition 1.3 that the Markovian isometrical operator $`W_{\mathrm{}}=s\underset{t+\mathrm{}}{lim}W_t`$ connects the perturbed process with the initial process by the formula $`\xi _t^{}=W_{\mathrm{}}\xi _t,t`$. $`\mathrm{}`$

Let the process with noncorrelated increments $`\xi =(\xi )_t`$ is invariant with respect to the group of unitaries $`U=(U_t)_t`$.

Proposition 2.2. The restriction $`V_t=U_t|_{H_{0]}^\xi },t0,`$ determines a semigroup of completely nonunitary isometrical operators with the unit index in the Hilbert space $`H_{0]}^\xi `$.

Proof.

Every semigroup of completely nonunitary isometrical operators with the unit index is unitarily equivalent to its model which is the semigroup of right shifts $`S=(S_t)_{t0}`$ acting in the Hilbert space $`L^2(_+)`$ by the formula $`(S_tf)(x)=f(xt),x>t,(S_tf)(x)=0,0xt`$ (see ). Define a continuous curve $`\eta =(\eta _t)_{t0}`$ in $`L^2(_+)`$ such that $`\eta _t(x)=1,0xt,\eta _t(x)=0,x>t`$. Linear combinatons of the elements of the curve $`\eta `$ form a dense set in the space $`L^2(_+)`$ and $`\eta _{t+s}=\eta _t+S_t\eta _s,s,t0`$. Notice that the stationarity and the orthogonality of the curve increments imply $`\xi _t^2=\underset{i=1}{\overset{n}{}}(\xi _{i\frac{t}{n}}\xi _{(i1)\frac{t}{n}})^2=n\xi _{\frac{t}{n}}^2`$ and $`\frac{\xi _t^2}{t}=\sigma ^2=const`$. Thus the curve $`\xi `$ can be represented in the form $`\xi _t=\sigma ^2\mu _t`$, where the measure $`d\mu _t`$ with values in $`H`$ satisfies the conditions $`\mu (\mathrm{\Delta }_1)\mu (\mathrm{\Delta }_2)`$ for disjoint measurable sets $`\mathrm{\Delta }_1,\mathrm{\Delta }_2`$ $`d\mu _t^2=dt`$. Define a unitary operator $`W:H_{0]}^\xi L^2(_+)`$ by the formula $`W\mu _t=\eta _t`$, then $`V_t=W^{}S_tW,t0`$. $`\mathrm{}`$

Let $`V=(V_t)_{t0}`$ be the semigroup of completely nonunitary isometrical operators in $`H_{0]}^\xi `$ defined in Proposition 2.2.

Proposition 2.3. The Markovian cocycle $`W`$ determines a semigroup of isometrical operators $`\stackrel{~}{V}=(W_tV_t)_{t_+}`$ in $`H_{0]}^\xi `$ with the unit index. The Wold decomposition $`H_{0]}^\xi =H^{(1)}H^{(2)}`$ associated with the semigroup $`\stackrel{~}{V}`$ can be done by the condition $`H^{(2)}=W_{\mathrm{}}H_{0]}^\xi `$, where $`W_{\mathrm{}}=s\underset{t+\mathrm{}}{lim}W_t`$.

Proof.

It follows from Propositions 1.2 and 1.3 that there exists the limit $`W_{\mathrm{}}=s\underset{t+\mathrm{}}{lim}W_t`$ such that the Markovian isometrical operator $`W_{\mathrm{}}`$ satisfies the condition $`W_t\xi _t=W_{\mathrm{}}\xi _t,t0`$. Let $`H^{(1)}`$ be a subspace of $`H^\xi `$ defined by the condition of orthogonality to all elements $`W_{\mathrm{}}\xi _t,t`$. This subspace is invariant with respect to the action of the group of unitaries $`W_tU_t,t`$. On the other hand, by means of the Markovian property for $`W_{\mathrm{}}`$, the subspace $`H^{(1)}`$ is orthogonal to all elements $`W_{\mathrm{}}\xi _t=\xi _t,t0`$, and, therefore, $`H^{(1)}H_{0]}^\xi `$. Thus, we have proved that the subspace $`H^{(1)}H_{0]}^\xi `$ is invariant with respect to the group of unitaries $`(W_tU_t)_t`$. Hence, the restriction $`V_t|_{H^{(1)}}=W_tU_t|_{H^{(1)}},t0`$, consists of unitary operators. The subspace $`H^{(2)}H^\xi `$ is determined by the condition of orthogonality to $`H^{(1)}`$, which is $`H^{(2)}=W_{\mathrm{}}H^\xi `$ by the definition of $`H^{(1)}`$. In this way, the restriction $`V|_{H^{(2)}}`$ is a semigroup of completely nonunitary isometrical operators by means of Proposition 2.2. $`\mathrm{}`$

## 3 A model of the Markovian cocycle for the process with noncorrelated increments

Let $`S=(S_t)_t`$ be a flow of shifts on the line acting by the formula $`(S_t\eta )(x)=\eta (x+t),x,t,\eta H=L^2()`$. The group $`S`$ is naturaly associated with the stochastic process $`\xi _t=\chi _{[t,0]}`$ with noncorrelated increments such that $`\xi _{t+s}=\xi _t+S_t\xi _s,s,t`$. Let the subspace $`H_{t]}`$ consist of functions $`f`$ with the support $`suppf[t,+\mathrm{})`$. Then $`H_{t]}`$ is generated by the increments $`\xi _s\xi _r,s,rt`$. The restrictions $`T_t=S_t|_{H_{0]}},t0,`$ form the semigroup of right shifts $`T`$. Every invariant subspace $`T_t𝒱𝒱,t0,`$ can be described as an image of the isometrical operator $`M_\mathrm{\Theta },𝒱=M_\mathrm{\Theta }H_{0]}`$, where $`M_\mathrm{\Theta }=^1\mathrm{\Theta }`$. Here $``$ is the Laplace transformation and $`\mathrm{\Theta }`$ is a multiplication operator by $`\mathrm{\Theta }`$ which is an inner function in the semiplane $`Re\lambda 0`$. Remember that a function $`\mathrm{\Theta }(\lambda )`$ is said to be inner if it is analitical in the semiplane $`Re\lambda 0`$ and its module equals one on the imaginary axis. (see ). Denote $`P_{[0,t]},P_{[t,+\mathrm{})},P_𝒱,P_𝒱^{}`$ orthogonal projections on the subspaces of functions with the support belonging to the segment $`[0,t]`$ and the semi-interval $`[t,+\mathrm{})`$ and on $`𝒱`$ and $`𝒱^{}`$ correspondingly.

Proposition 2.3 shows that arbitrary perturbation of the group of shifts associated with the process with noncorrelated increments by a Markovian cocycle $`W`$ is completely described by a unitary part $`R=\stackrel{~}{V}|_{H^{(1)}}`$ of the semigroup of isometries $`\stackrel{~}{V}=(W_tV_t)_{t_+}`$. In the following theorem we construct the Markovian cocycles resulting in the semigroup $`R`$ which is unitarily equivalent to one we set. In this way, we introduce a model describing all Markovian cocycles up to unitary equivalence of perturbations.

Theorem 3.1. Let $`R=(R_t)_{t_+}`$ be a strong continuous semigroup of unitaries in the space $`𝒱^{}`$, where $`𝒱`$ is invariant with respect to the semigroup of right shifts $`T`$. Then the family of unitary operators $`(W_t)_t`$, defined for negative $`t`$ by the formula

$$W_t\eta =(R_tP_𝒱^{}S_tP_𝒱)P_{[t,+\mathrm{})}\eta +M_\mathrm{\Theta }P_{[0,t]}\eta ,\eta H_{0]},$$

$$W_t\eta =\eta ,\eta H_{[0},t0,$$

and extended for positive $`t`$ by the formula $`W_t=S_tW_t^{}S_t,`$ $`t0,`$ is a Markovian cocycle such that $`\underset{t+\mathrm{}}{lim}W_t\eta =M_\mathrm{\Theta }\eta ,`$ $`\eta H_{0]}`$. The semigroup $`R`$ determines a unitary part of the semigroup of isometries $`(W_tT_t)_{t_+}`$ in the space $`H_{0]}`$ associated with it accordingly to the Wold decomposition.

Proof.

Notice that the projection $`P_𝒱`$ and the isometrical operator $`M_\mathrm{\Theta }`$ are commuting with the right shifts $`T_t=S_t,t0`$, and the projections $`P_{[t,+\mathrm{})}`$. Hence, the family of unitary operators $`W_tS_t=(R_tP_𝒱^{}S_tP_𝒱)P_{H_{0]}}\eta +(M_\mathrm{\Theta }P_{[0,t]}+P_{H_{[0}})S_t,t0,`$ forms a semigroup in $`H`$. The restriction $`V_t=W_tS_t|_{H_{0]}},t0`$, is a semigroup of nonunitary isometrical operators in $`H_{0]}`$ with the Wold decomposition $`H=𝒱^{}𝒱`$. Really, the restriction $`V_t|_𝒱`$ is intertwined with the semigroup of right shifts by the isometrical operator $`M_\mathrm{\Theta }`$ implementing a unitary map of $`H_{0]}`$ to $`𝒱`$ such that $`V_t|_𝒱M_\mathrm{\Theta }=M_\mathrm{\Theta }T_t,t0`$. Thus, $`V|_𝒱`$ and $`T`$ are unitarily equivalent. The restriction $`V|_𝒱^{}=R`$. Therefore, $`V=(W_tT_t)_{t0}`$ is the semigroup of nonunitary isometrical operators with the unit index and the unitary part $`R`$. $`\mathrm{}`$

Below, using the model of Markovian cocycle introduced in Theorem 3.1, we construct the Markovian cocycle satisfying the property $`W_tIs_2,t`$. Cocycles of such type can be named inner for further applications in quantum probability (see ). In fact, this condition appears, particularily, as the condition of innerness for the quasifree automorphism of the Fermion algebra, which is generated by the unitary operator $`W`$ (see ). It is possible to explain why this condition appears in the following way. Attempts to define a measure in a Hilbert space $`H`$ result in constructing the measure of white noise on the space $`E^{}`$ involved in the triple $`EHE^{}`$, where we denote $`E^{}`$ the adjoint space of linear functionals on the space $`E`$ which is dense in $`H`$ (see ). This situation is realized, particularily, if $`\xi H`$ are included in the parameter set of the generalized stochastic process. Given $`\xi E,xE^{}`$, denote $`<x,\xi >`$ the corresponding dual product. Notice that if $`xH`$, then $`<x,\xi >=(x,\xi )`$ coincides with the inner product in $`H`$. Fix a positive bounded operator $`R`$ in the space $`H`$. Then there exists a space $`(\mathrm{\Omega },\mu )`$ with the Gaussian measure $`\mu `$ such that $`\underset{E^{}}{}e^{i<x,\xi >}𝑑\mu (x)=e^{(\xi ,R\xi )},\xi EH`$. Suppose that a unitary operator $`W`$ in $`H`$ maps not elements of $`H`$ but the measure $`\mu `$ to certain other Gaussian measure $`\stackrel{~}{\mu }`$ such that $`\underset{E^{}}{}e^{i<x,\xi >}𝑑\stackrel{~}{\mu }(x)=e^{(\xi ,W^{}RW\xi )},\xi EH`$. It is naturally to ask: when are the Gaussian measures determined by the operators $`R`$ and $`W^{}RW`$ equivalent? The Feldman criterion (see ) gives us the condition $`(\xi ,R\xi )(\xi ,W^{}RW\xi )=(\xi ,\mathrm{\Delta }\xi )`$, where $`\mathrm{\Delta }`$ is a hermitian operator of the Hilbert-Schmidt class. Thus, $`RW^{}RWs_2`$ which can be rewritten as $`WRRWs_2`$. The condition of the type given above is satisfied for all positive operators $`R`$ if $`WIs_2`$. Notice that the condition of the Feldman type appears in  as the condition of quasi-equivalence for Gaussian states on the Boson algebra.

Let the inner function $`\mathrm{\Theta }`$ involved in the condition of Theorem 3.1 be the Blaschke product (see ) constructed from the complex numbers $`\lambda _k,1kN+\mathrm{}`$, in the following way. By means of  take real parts such that $`Re\lambda _k<0,\underset{k=1}{\overset{N}{}}|Re\lambda _k|<+\mathrm{}`$, imaginary parts can be chosen arbitrary, then $`\mathrm{\Theta }(\lambda )=\underset{k=1}{\overset{N}{}}\frac{\lambda +\overline{\lambda }_k}{\lambda \lambda _k}`$. The Blaschke product $`\mathrm{\Theta }(\lambda )`$ is a regular analytical function in the semiplane $`Re\lambda >0`$ and its module equals one on the imaginary axis. The corresponding subspace $`𝒱`$ of the Hilbert space $`H_{0]}=L^2(_+)`$, which is invariant with respect to the semigroup of right shifts, is determined by the condition of orthogonality to all exponents $`e^{\lambda _kx},1kN`$. Let the functions $`g_k,1kN,`$ be obtained by the successive orthogonalization of the system $`e^{\lambda _kx}`$. Then $`(g_k,g_l)=\delta _{kl}`$ and $`g_k,1kN,`$ form a orthonormal basis of the space $`𝒱^{}`$. Define a $`C_0`$-semigroup of unitaries $`R=(R_t)_t`$ by the formula $`R_tg_k=e^{iIm\lambda _kt}g_k,1kN,t_+`$.

Theorem 3.2. The Markovian cocycle $`W=(W_t)_t`$ associated with the inner function $`\mathrm{\Theta }`$ and with the semigroup of unitaries $`R`$ constructed above as in Theorem 3.1 is inner, i.e. it satisfies the condition $`W_tIs_2,t`$.

Corrolary 3.3. Perturbing the semigroup of right shifts $`T`$ by the inner Markovian cocycle, it is possible to obtain the semigroup of isometrical operators with the unitary part possesing the pure point spectrum we put.

Proof of the corrolary. The semigroup $`R`$ is a unitary part of the semigroup $`(W_tT_t)_{t_+}`$ in the space $`H_{0]}`$ by means of Theorem 3.1. The point spectrum of $`R`$ consists of imaginary numbers $`iIm\lambda _k,`$ $`1kN+\mathrm{},`$ which can be chosen arbitrary. $`\mathrm{}`$

Proof of Theorem 3.2.

Notice that $`W_t\eta \eta =0,\eta _{0]}^{},t>0`$. Thus, we need to prove a convergence of the series $`\underset{i=1}{\overset{+\mathrm{}}{}}W_t\eta _i\eta _i^2`$ for a orthonormal basis $`(\eta _i)_{i=1}^+\mathrm{}`$ of the space $`_{0]}`$. Represent $`W_tI|_{_{0]}}`$ as a sum of two parts such that $`W_t\eta \eta =(R_tP_𝒱^{}S_tP_𝒱^{})P_{[t,+\mathrm{})}\eta +(M_\mathrm{\Theta }I)P_{[0,t]}\eta ,\eta H_{0]},t>0`$, and prove a convergence of the serieses associated with these parts, i.e.

$$\underset{k=1}{\overset{+\mathrm{}}{}}(R_tP_𝒱^{}S_tP_𝒱^{})P_{[t,+\mathrm{})}\eta _k^2<+\mathrm{}$$
$`(r1)`$
and

$$\underset{k=1}{\overset{+\mathrm{}}{}}(M_\mathrm{\Theta }I)P_{[0,t]}\eta _k^2<+\mathrm{}.$$
$`(r2)`$
To check $`(r1)`$ it is sufficiently to prove a convergence of the series $`\underset{k=1}{\overset{N}{}}(R_tP_𝒱^{}S_t^{}P_𝒱^{})g_k^2`$, where the functions $`(g_k)_{k=1}^N`$, forming the orthonormal basis of the space $`𝒱^{}`$ are obtained by a successive orthogonalization of the exponents $`e^{\lambda _kx}`$. One can represent $`R_t`$ as a sum of $`R_t^{(1)}`$ and $`R_t^{(2)}`$, where $`R_t^{(1)}g_k=e^{\lambda _kt}g_k`$, $`R_t^{(2)}g_k=(e^{iIm\lambda _kt}e^{\lambda _kt})g_k,1kN,t>0`$. Then the series $`\underset{k=1}{\overset{N}{}}(R_t^{(1)}P_𝒱^{}S_t^{}P_𝒱^{})g_k^2`$ converges by the theorem on the triangulation of the truncated shift (see ). Notice that $`\underset{k=1}{\overset{N}{}}|e^{iIm\lambda _kt}e^{\lambda _kt}|=\underset{k=1}{\overset{N}{}}|1e^{Re\lambda _kt}|`$ and the last series converges because $`\underset{k=1}{\overset{N}{}}|Re\lambda _k|<+\mathrm{}`$. Therefore, $`R_t^{(2)}s_1`$ (the first Schatten class) such that

$$\underset{k=1}{\overset{N}{}}(R_tP_𝒱^{}S_t^{}P_𝒱^{})g_k^2\underset{k=1}{\overset{N}{}}(R_t^{(1)}P_𝒱^{}S_t^{}P_𝒱^{})g_k^2+$$

$$\underset{k=1}{\overset{N}{}}R_t^{(2)}g_k^2<+\mathrm{}.$$

To prove $`(r2)`$ it is sufficiently to find the set of functions $`f_k(x),`$ $`k,`$ which is dense in the space $`H_{[0,t]}=P_{[0,t]}H`$ with the property that there exists the bounded operator $`V`$ with the bounded inverse $`V^1`$ such that the set of functions $`(Vf_k)_{k=\mathrm{}}^+\mathrm{}`$ forms an orthonormal basis in $`H_{[0,t]}`$ and the following series converges, $`\underset{k=\mathrm{}}{\overset{+\mathrm{}}{}}(M_\mathrm{\Theta }I)f_k^2<+\mathrm{}`$. The set of functions $`(f_k)_{k=\mathrm{}}^+\mathrm{}`$ satisfying the property given above is called a Riesz basis of the space $`H_{[0,t]}`$. A canonical example of the Riesz basis is the set of exponents $`f_k=e^{\mu _kx},x[0,t],`$ with the indicators $`\mu _k=\frac{1}{2|k|}+i\frac{2\pi k}{t},k`$. Put $`f_k(x)=0`$ for $`x[0,t]`$. Then $`f_k=f_k^{(1)}f_k^{(2)}`$, where $`f_k^{(1)}=e^{\mu _kx},x_+`$, $`f_k^{(2)}=e^{\mu _kx},xt`$, and $`f_k^{(1)}(x)=0,x_{},f_k^{(2)}(x)=0,x<t`$. Using the Parseval equality for the Laplace transformation and taking into account that the Blaschke product $`\mathrm{\Theta }`$ is an isometrical operator, we obtain

$$\underset{k}{}(M_\mathrm{\Theta }I)f_k^22\underset{k}{}((M_\mathrm{\Theta }I)f_k^{(1)}^2+(M_\mathrm{\Theta }I)f_k^{(2)}^2)=$$

$$\frac{1}{\pi }\underset{k}{}((\mathrm{\Theta }I)\stackrel{~}{f}_k^{(1)}^2+(\mathrm{\Theta }I)\stackrel{~}{f}_k^{(2)}^2)=$$

$$\frac{2}{\pi }\underset{k}{}\{(\stackrel{~}{f}_k^{(1)}^2Re(\mathrm{\Theta }\stackrel{~}{f}_k^{(1)},\stackrel{~}{f}_k^{(1)}))+(\stackrel{~}{f}_k^{(2)}^2Re(\mathrm{\Theta }\stackrel{~}{f}_k^{(2)},\stackrel{~}{f}_k^{(2)}))\},$$
$`(B1)`$
where $`\stackrel{~}{f}_k^{(1)}(\lambda )=\frac{1}{\lambda \mu _k},f_k^{(2)}=e^{\mu _kt}\frac{e^{t\lambda }}{\lambda \mu _k}`$ is the Laplace transformation of the functions $`f_k^{(1)}`$ and $`f_k^{(2)}`$. Apply the anlitical functions techniques, we get

$$(\mathrm{\Theta }\stackrel{~}{f}_k^{(i)},\stackrel{~}{f}_k^{(i)})=\mathrm{\Theta }(\overline{\mu _k})f_k^{(i)}^2,i=1,2.$$
$`(B2)`$
Notice that $`ln\mathrm{\Theta }(\lambda )=\underset{k=1}{\overset{N}{}}(ln(1+\frac{\overline{\lambda }_k}{\lambda })ln(1\frac{\lambda _k}{\lambda }))=\frac{\underset{k=1}{\overset{N}{}}Re\lambda _k}{\lambda }+o(\frac{1}{\lambda })`$. Hence,

$$\mathrm{\Theta }(\lambda )=1+\frac{\underset{k=1}{\overset{+\mathrm{}}{}}Re\lambda _k}{\lambda }+o(\frac{1}{\lambda }).$$
$`(B3)`$
Substituting in $`(B1)`$ the formulas $`(B2)`$ and $`(B3)`$, we obtain

$$\underset{k}{}(M_\mathrm{\Theta }I)f_k^2C_1\underset{k}{}(1Re\mathrm{\Theta }(\overline{\mu _k}))$$

$$C_2\underset{k}{}\frac{\frac{1}{2|k|}}{\frac{1}{4k^2}+\frac{4\pi ^2k^2}{t^2}}C_3\frac{1}{|k|^3}<+\mathrm{},$$

where $`C_1,C_2`$ and $`C_3`$ are some positive constatnts. $`\mathrm{}`$

## 4 Processes with independent increments in classical and quantum probability. Kolmogorov flows

Denote $`_s(H)`$ and $`\sigma _1(H)`$ the sets of linear hermitian and positive unit-trace operators in a Hilbert space $`H`$. In the quantum probability theory the elements $`x_s(H)`$ and $`\rho \sigma _1(H)`$ are called random variables or observables and states of the system correspondingly. Consider the spectral decomposition $`x=\lambda 𝑑E_\lambda `$ of the random variable $`x_s(H)`$, where $`E_\lambda `$ is a resolution of the identity in $`H`$. Then a probability distribution of $`x`$ in the state $`\rho \sigma _1(H)`$ is defined by the formula $`P(x<\lambda )=Tr\rho E_\lambda `$. Thus, the expectation of $`x`$ in the state $`\rho `$ can be calculated as $`𝔼(x)=Tr\rho x`$ (see ). Notice that the classical random variables from $`L^{\mathrm{}}(\mathrm{\Omega })`$ can be considered as linear operators multiplying by the function in the Hilbert space $`H=L^2(\mathrm{\Omega })`$, where $`\mathrm{\Omega }`$ is some probability space. A quantum stochastic process (in the narrow sense of the word) is a strong continuous family of operators $`x_t_s(H),t`$, ”quantum observables”. We shall call the quantum stochastic process by a process with stationary increments if there exists a ultraweek continuous one-parameter group of \*-automorphisms $`\alpha _t,t,`$ of the algebra of all bounded operators in $`H`$ such that $`x_{t+s}=x_t+\alpha _t(x_s),s,t`$. We do not suppose that the operators $`x_t`$ are bounded but assume that the action of $`\alpha =(\alpha _t)_t`$ is correctly defined on $`x=(x_t)_t`$. The quantum stochastic process with stationary increments $`x_t`$ is called a stationary process if there exists $`x_s(H)`$ such that $`x_t=\alpha _t(x)x,t`$. As in the case of classical stochastic processes, the quantum stochastic process which is continuous in the square mean determines a continuous curve in the Hilbert space with the inner product defined by the expectation. This curve we shall denote $`[x]=([x_t])_t`$. As we identified continuous curves in a Hilbert space with classical stochastic processes, we obtain that given a quantum stochastic process $`x`$ can be associated with the classical stochastic process $`\xi =[x]`$. If $`x`$ is a process with stationary increments or a stationary process and the state $`\rho \sigma _1(H)`$ is invariant with respect to the action of the group $`\alpha `$, i.e. $`Tr(\rho \alpha _t(a))=Tr(\rho a),t`$, where $`a`$ is arbitrary linear combination of the random variables $`x_t,t`$, then the classical stochastic process $`\xi =[x]`$ is also stationary. The group of unitaries $`U`$ shifting the increments $`\xi `$ in time is defined by the formula $`(U_t\xi _s,\xi _r)=Tr(\rho \alpha _t(x_s)x_r),s,t,r`$. Because the notion of expectation in the quantum probability theory plays a major role, we shall use it to define an independence in the classical probability theory also for convenience to pass to quantum probability in the following. The classical stochastic process $`x=(x_t)_t`$ is said to be a process with independent increments or a Levy process if the following identity holds,

$$𝔼(\varphi _1(x_{t_1}x_{s_1})\varphi _2(x_{t_2}x_{s_2})\mathrm{}\varphi _n(x_{t_n}x_{s_n}))=\underset{i=1}{\overset{n}{}}𝔼(\varphi _i(x_{t_i}x_{s_i}))$$
$`(I1)`$
for arbitrary choise of functions $`\varphi _iL^{\mathrm{}}`$ and disjoint intervals $`(s_i,t_i)`$. There are different approaches to a definition of the Levy processes in quantum probability (see ). In any way, besides that the condition $`(I1)`$ must be satisfied, they are involved certain additional conditions concerning the algebraic structure of the process $`x`$. One of them is a commutativity for increments, that is

$$[x_{t_1}x_{s_1},x_{t_2}x_{s_2}]=0$$
$`(I2)`$
for disjoint intervals $`(s_i,t_i)`$. Notice that for the quantum processes with independent increments it is possible to define the representation of the Levy-Hinchin type (see ). For convenience we shall bring the definition of the Kolmogorov flow from the Introduction. The flow $`\{T_t,t\}`$ on the probability space $`(\mathrm{\Omega },,\mu )`$ is said to be a Kolmogorov flow (see ) if there exists a $`\sigma `$-algebra of events $`_{0]}`$, such that $`T_t_{0]}=_{t]},`$

$$_{s]}_{t]},s<t,$$
$`(K_1)`$
$$_t_{t]}=,$$
$`(K_2)`$
$$_t_{t]}=\{\mathrm{},\mathrm{\Omega }\}.$$
$`(K_3)`$
In the formula $`(K_3)`$ we mean that the intersection of $`\sigma `$-algebras contains only two events which are the empty set and the all space $`\mathrm{\Omega }`$. Let $`_{t]}`$ be generated by the events associated with the stationary stochastic process $`\xi _s,s<t`$. The investigation of the conditions which lead to the Kolmogorov flow generated by $`\xi `$, it is given in . Particularily, the flow of the Wiener process is a Kolmogorov flow (see ). Notice that to obtain the Kolmogorov flow from the stochastic process, it is not nessesary to claim the independence of the increments. Consider the quantum stochastic process with stationary increments $`x=(x_t)_t`$. In the quantum probability theory a role of the $`\sigma `$-algebras of events is played by the von Neumann algebras generated by the quantum random variables. In this way, the conditional expectation is a completely positive projection on the von Neumann algebra (see ). Let $`_{t]}=\{x_s,s<t\}^{\prime \prime }`$ and $`_{[t}=\{x_s,s>t\}`$ be the von Neumann algebras generated by the past before the moment $`t`$ and the future after the moment $`t`$ of the quantum stochastic process with stationary increments $`x`$. Here $`A^{}`$ denotes the set of all bounded operators in $`H`$ which are commuting with the operators (not bounded in general) from the set $`A`$. It follows from the stationarity of the increments of the process $`x`$ that $`_{t]}=\alpha _t(_{0]}),t,`$ for the group $`\alpha `$ shifting the increments. It is naturally to call the group of automorphisms $`\alpha `$ a Kolmogorov flow on the von Neumann algebra $``$ if the conditions $`(K_1)`$, $`(K_2)`$, $`(K_3)`$ are satisfyied, where in the condition $`(K_3)`$ the trivial $`\sigma `$-algebra $`\{\mathrm{},\mathrm{\Omega }\}`$ is replaced to the trivial von Neumann algebra $`\{\mathrm{𝟏}\}`$ containing only operators which are multiple to the identity. Thus we obtain the condition of the algebraic Kolmogorov flow $`\alpha `$ (see ).

For classical random variables $`\xi `$ with $`𝔼\xi =0`$, the condition $`D\xi =𝔼\xi ^2=0`$ means that $`\xi `$ equals zero almost surely. The situation changes under a transformation to the quantum case. For a quantum random variable $`x`$ with $`𝔼x=0`$ the equality $`Dx=𝔼x^2=Tr\rho x^2=0`$ doesn’t imply $`x=0`$. The property of this type characterizes the expectation $`𝔼=𝔼_\rho `$. If the situation appears, that is $`Tr\rho x=0`$ implies $`x=0`$ for all positive operators $`x`$ belonging to certain algebra $``$, then $`\rho `$ is said to determine a faithful state $`𝔼()=Tr\rho `$ on $``$.

Proposition 4.1.Let the expectation $`𝔼()=Tr\rho `$ determine a faithful state on the von Neumann algebra $``$ generated by the stationary increments of the quantum stochastic process satisfying the condition $`(I1)`$. Then the group of automorphisms $`\alpha `$ shifting the increments in time is the Kolmogorov flow.

Proof. Let $`x_t_{t]}`$, then given $`y_t_{[t}=`$ the condition $`(I1)`$ implies $`𝔼((x𝔼x)y)=𝔼(x𝔼(x)\mathrm{𝟏})𝔼(y)=0=Tr\rho (x𝔼(x))y`$. Put $`y=x𝔼(x)`$. Because the state $`\rho `$ is faithful, it follows that the identity $`Tr\rho (x𝔼(x))^2=0`$ implies $`x=𝔼(x)\{\mathrm{𝟏}\}`$. $`\mathrm{}`$

In the following part we shall give the important example of the algebraic Kolmogorov flow, which complements the example of Proposition 4.1 in some sense.

## 5 Cohomology of groups as a language describing the perturbations of the space of all functionals from stochastic process

Below we remember some notion of the cohomology of groups (see, f.e., ). Define certain action $`\alpha `$ of the real line $``$ as an additive group on the algebra $``$. The element $`IHom(^k,)`$ is said to be (additive) $`k\alpha `$-cocycle if the following identity is satisfied,

$$\alpha _{t_1}I(t_2,t_3,\mathrm{},t_{k+1})I(t_1+t_2,t_3,\mathrm{},t_{k+1})+\mathrm{}$$

$$+(1)^iI(t_1,\mathrm{},t_{i1},t_i+t_{i+1},t_{i+2},\mathrm{},t_{k+1})+\mathrm{}$$

$$+(1)^{k+1}I(t_1,\mathrm{},t_k)=0,$$

$`t_i,1ik+1`$; the $`k\alpha `$-cocycle $`I`$ is said to be a coboundary if there exists the element $`JHom(^{k1},)`$ such that

$$I(t_1,\mathrm{},t_k)=\alpha _{t_1}(J(t_2,\mathrm{},t_k))J(t_1+t_2,\mathrm{},t_k)+\mathrm{}$$

$$+(1)^iJ(t_1,\mathrm{},t_{i1},t_i+t_{i+1},t_{i+2},\mathrm{},t_k)+\mathrm{}+(1)^{k+1}J(t_1,\mathrm{},t_{k1}),$$

$`t_i,1ik`$. Denote $`C^k`$ and $`B^k`$ the sets of all additive $`k\alpha `$-cocycles and $`k\alpha `$-coboundaries correspondingly. Then $`H^k=H^k(\alpha )=C^k/B^k`$ is called a $`k`$-th group of cohomologies of $`\alpha `$ with values in $``$. Define a cohomological multiplication $`:H^k\times H^lH^{k+l}`$ by the formula

$$(I_kI_l)(t_1,\mathrm{},t_{k+l})=I_k(t_1,\mathrm{},t_k)\alpha _{t_1+\mathrm{}+t_k}(I_l(t_{k+1},\mathrm{},t_{k+l})),$$

$`I_kC^k,I_lC^l,t_i,1ik+l`$. The group $`H=H(\alpha )=_{i=1}^+\mathrm{}H^i`$ is a graded ring with respect to the multiplication $``$. Notice that a group of $`0`$-cohomologies was omitted because we do not need it in the following. Now let $`\alpha `$ and $`\alpha ^{}`$ be two actions on the algebra $``$. We shall say that the rings $`H(\alpha )`$ and $`H(\alpha ^{})`$ are isomorphic if there is a one-to-one correspondence $`w:H(\alpha )H(\alpha ^{})`$ mapping each $`H^k(\alpha )`$ to $`H^k(\alpha ^{})`$ and the action of $`\alpha `$ to the action of $`\alpha ^{}`$.

The one-parameter family of automorphisms $`w=(w_t)_t`$ of the algebra $``$ is said to be a (multiplicative) $`\alpha `$-cocycle if the following condition holds, $`w_{t+s}=w_t\alpha _tw_s\alpha _t,s,t,w_0=Id`$. We shall call a multiplicative $`\alpha `$-cocycle by Markovian with repect to certain set $``$ of additive $`1\alpha `$-cocycles $`I(t)`$ if the condition $`w_t(I(t+s)I(t))=I(t+s)I(t),t,s0`$, is satisfied. The following proposition can be considered as some ”abstract generalization” of the properties of the Markovian perturbations we have described in the previous parts.

Proposition 5.1. Let the ring $`AH(\alpha )`$ be generated by a set of additive $`1\alpha `$-cocycles $`I(t)`$ and the multiplication $``$. Then given a multiplicative $`\alpha `$-cocycle $`w`$ which is Markovian with respect to $``$ determines the homomorphism of $`A`$ into $`H(\alpha ^{})`$, where the group $`\alpha ^{}`$ is defined by the formula $`\alpha _t^{}=w_t\alpha _t,t`$. The image $`A^{}`$ of this homomorphism is a ring generated by the set of additive $`1\alpha ^{}`$-cocycles $`I^{}(t)=w_t(I(t)),t0,I^{}(t)=I(t),t>0,I(t)`$.

Proof. Check that $`I^{}(t)=w_t(I(t))`$ satisfies the condition for a $`1\alpha ^{}`$-cocycle. Fix $`s,t>0`$ and notice that $`w_s(I(s))`$ $`=w_{st+t}(I(s))=w_{st}\alpha _{st}w_t\alpha _{s+t}(I(s))=w_{st}\alpha _{st}w_t(I(t)I(s+t))=w_{st}\alpha _{st}(I(t)I(s+t))=w_{st}(I(s))`$ by means of the cocycle condition and the Markovian property for $`w`$. Therefore, $`w_{ts}(I(ts))=w_{ts}(I(t)+\alpha _t(I(s)))=w_{ts}(I(t))+w_{ts}\alpha _t(I(s))=w_t(I(t))+w_t\alpha _tw_s(I(s))`$ $`=I^{}(t)+\alpha _t^{}(I^{}(s)).`$ Using the Markovian property of $`w`$ we obtain $`I^{}(t)=I(t)=\alpha _t(I(t))=w_t\alpha _tw_t(I(t))=\alpha _t^{}(I^{}(t)),t>0`$, because $`w_t\alpha _tw_t\alpha _t=Id`$ due to the cocycle condition for $`w`$. $`\mathrm{}`$

Below we give the examples showing how the language of the theory of cohomology of groups can describe the set of all functionals from the classical and quantum stochastic processes with the stationary independent increments.

### 5.1 The Wiener process

Consider the Wiener process $`\{B(t),t\}`$ implemented on the probability space $`(\mathrm{\Omega },\mu )`$. Let $`S=(S_t)_t`$ be the group of transformations shifting the increments of the process in time. Then the Wiener process satisfies the condition of the additive $`1S`$-cocycle, i.e. $`B(t+s)=B(t)+S_t(B(s)),s,t`$. Consider the ring of cohomologies $`H(S)`$ for the group $`S`$ with values in $`L^{\mathrm{}}(\mathrm{\Omega })`$. Then the Wiener process $`B(t)`$ generates the subring $`AH(S)`$. Denote $``$ the Hilbert space of all $`L^2`$-functionals from the Wiener process. As it is known, one can define for $``$ the Wiener-Ito decomposition $`=_{i=0}^+\mathrm{}_i`$ in the orthogonal sum of spaces formed by polinomials of increasing degrees (see, f.e., ). Notice that the representation of the graded ring $`A`$ as the sum of cohomologies of all degrees $`A=_{i=1}^+\mathrm{}A_i`$ is a cohomological analog of the Wiener-Ito decomposition. Take a function $`a(x)L_{loc}^2()`$ and detrmine a one-parameter family of linear maps $`w=(w_t)_t`$ acting on $`A`$ by the formula

$$w_t(B(t+s)B(t))=B(t+s)B(t),s0,$$

$$w_t(B(s))=exp\{\frac{1}{2}\underset{0}{\overset{s}{}}a(x)dB(x)\frac{1}{4}\underset{0}{\overset{t}{}}|a(x)|^2dx\}$$

$$(B(s)+\underset{0}{\overset{t}{}}a(x)𝑑B(x)),st.$$
$`(W)`$
Every $`w_t`$ defines a unitary transformation in the space of $`L^2`$ \- functionals of the white noise (see ) and satisfyies the property for the Markovian cocycle by the definition. Thus the following Proposition is hold.

Proposition 5.2. The family $`w`$ is a Markovian cocycle.

### 5.2 Quantum noises

Let $`G`$ be certain Lie algebra with the involution. Then (see ) there exists a one-parameter family of \*-homomorphisms $`j:xj_t(x)()`$ mapping each element $`xG`$ to a strong continuous one-parameter family of operators $`j_t(x),t,`$ in the symmetric Fock space $`=(L^2(,𝒦))`$ over the one-particle Hilbert space $`L^2(,𝒦)`$ consisting of functions on the real line with values in the Hilbert space $`𝒦`$. Every homomorphism $`j_t`$ preserves the commutator such that $`[j_t(x),j_t(y)]=[x,y],`$ $`x,yG`$, and satisfies the condition of additive $`1\alpha `$-cocycle with respect to the group of automorphisms $`\alpha `$ generated by the group of shifts in the space $`L^2(,𝒦)`$. Notice that $`j`$ can be continued to a \*-homomorphism of the universal enveloping algebra $`𝒰(G)`$ determining the quantum Levy process (see ). In the case if $`j_t(x)_s(),t,`$ under fixed $`xG`$, the one-parameter family $`x_t=j_t(x),t,`$ is the quantum stochastic process in the sense of the definition given in Part 4. Moreover, $`x_t=j_t(x)`$ is the process with independent increments, where the independence means that the conditions $`(I1)`$ and $`(I2)`$ of Part 4 are satisfied. Nevertheless, we shall consider the curves $`x_t=j_t(x),t,`$ consisting of non-hermitian operators as well. The scope of all curves $`x_t=j_t(x),xG,`$ we shall name a quantum noise because the increments of all curves $`x_t`$ are independent. Notice that the quantum stochastic processes $`j_t(x)`$ can play roles of the Wiener and Poisson processes in the quantum case (see  for references and comments). Consider the ring of cohomologies $`A`$ generated by additive $`1\alpha `$-cocycles $`j_t(x),xG`$. Notice that the Fock space can be factorized such that $`(L^2(,𝒦))=(L^2(_+,𝒦))(L^2(_{},𝒦))`$. In the following we construct the example of a multiplicative $`\alpha `$\- cocycle generating the homomorphism of $`A`$ which uses this factorization. Put $`w_t()=W_tIW_t^{}I,t0,`$ where the family of unitary operators $`W_t,t0,`$ in the Fock space $`(L^2(_+,𝒦))`$ satisfies the quantum stochastic differential equation constructed in Example 25.17, , P. 198, i.e.

$$dW=W(dA_m^++d\mathrm{\Lambda }_{U^1}dA_{U^1m}\frac{1}{2}<<m,m>>),$$

where $`A_m^+,A_m`$ and $`\mathrm{\Lambda }_{U^1}`$ are the basic processes of creation, annihilation and number of particles generated by a function $`m𝒦`$ and a unitary operator $`U`$ (see ).

Let $`_{t]}`$ and $`_{[t}`$ be the von Neumann algebras generated by the increments of the quantum noise $`j_t(x),xG,`$ before the moment of time $`t`$ and after the moment of time $`t`$ correspondingly. Then for the von Neumann algebra $``$ generated by all operators $`j_t(x),xG,t,`$ we obtain $`=_t_{t]}=_t_{[t}`$, where $`_{t]}=\alpha _t(_{0]}),t`$.

Proposition 5.3. Let the von Neumann algebra $``$ generated by increments of the quantum noise $`j_t(x),xG,`$ be a factor. Then the group of automorphisms $`\alpha `$ is a Kolmogorov flow on $``$.

Proof.

Take $`x_t_{t]}`$. The increments of the quantum noise are independent quantum random variables by the condition of the Proposition. Hence, the algebra $`_{[t}`$ belongs to the commutant of the algebra $`_{t]}`$. Therefore, the operator $`x`$ is commuting with all operators $`y_t_{[t}=`$. As the von Neumann algebra $``$ is a factor, i.e. $`^{}=\{\mathrm{𝟏}\}`$, we get $`x=const\mathrm{𝟏}`$. $`\mathrm{}`$

Notice that in the applications the algebra $``$ is often the algebra of all bounded operators, i.e. the factor of type $`\mathrm{I}`$. In this case the condition of Proposition 5.3 is satisfied. Take into account that the expectation in the quantum case is often determined by a pure state $`\rho `$ such that $`𝔼(x)=(\mathrm{\Omega },x\mathrm{\Omega })`$. Here $`\mathrm{\Omega }`$ is some vector in the Hilbert space $``$, where the operators $`x`$ act. The pure state on the algebra of all bounded operators in $``$ can not be faithful (see ). Hence, Proposition 5.3 complements Proposition 4.1.

## 6 Markovian perturbations of stationary quantum stochastic processes

At first, we shall generalize the defnition of the quantum stochastic process given in Part 4. Following to  by a quantum stochastic process we shall call the one-parameter family of \*-homomorphisms $`j=(j_t)_t`$ from certain algebra with the involution $`𝒜`$ to the algebra of linear (unbounded in general) operators $`()`$ in some Hilbert space $``$. We shall suppose that $`j_0(x)=0,x𝒜`$. For $`𝒜`$ one can, in particular, take certain Lie algebra. Consider the minimal von Neumann algebra $``$ generated by all operators $`j_t(x),x𝒜,`$ such that $`=\{j_t(x),x𝒜\}^{\prime \prime }`$, where  denotes the commutant in the algebra $`()`$ consisting of all bounded operators in $``$. For fixed $`s,t`$ we denote $`_{t]},_{[t}`$ $`_{[s,t]}`$ the von Neumann algebras generated by the operators $`\{j_t(x)j_r(x),rt\},\{j_r(x)j_t(x),rt\}`$ and $`\{j_r(x)j_t(x),srt\}`$ correspondingly. Futher, we shall assume that the state $`\rho >0,Tr\rho =1,`$ determining the expectation $`𝔼(y)=Tr\rho y`$ for quantum random variables $`y`$ is fixed. Moreover, let $``$ be in ”the standard form” with respect to the state $`\rho `$, that is the Hilbert space $``$, where $``$ acts in, is defined by the map $`x[x]`$ from $``$ to the dense set in $``$ such that the inner product is given by the formula $`([x],[y])=𝔼(xy^{}),x,y`$. The quantum stochastic process $`j`$ is said to be stationary if there exists a group of automorphisms $`\alpha _tAut(),t,`$ whose actions are correctly defined on the operators $`j_s(x),𝒜`$, such that $`\alpha _t(j_s(x))=j_{s+t}(x),x𝒜`$, and the expectation $`𝔼()`$ is invariant with respect to the group $`\alpha =(\alpha _t)_t`$, i.e. $`𝔼(\alpha _t(y))=𝔼(y),y`$. The stationary quantum stochastic process is a particular case of the quantum stochastic process with the stationary increments generated by \*-homomorphisms $`j_t`$ which determine the curves $`j_t(x)`$ being additive $`1\alpha `$-cocycles for every fixed $`x𝒜`$. For the example of the quantum stochastic process with stationary increments can be choosen the quantum noise. We shall suppose that $`\alpha `$ has ultra-week continuous orbits, i.e. all functions $`\eta (\alpha _t(y))`$ are continuous in $`t`$ for arbitrary $`\eta _{},y`$. The one-parameter family of \*-automorphisms $`w_t,t,`$ of the algebra $``$ is said to be a (multiplicative) Markovian $`\alpha `$-cocycle if the following two conditions are satisfied:

$`(i)w_{s+t}=w_s\alpha _sw_t\alpha _s,s,t,`$

$`(ii)w_t(x)=x,x_{[t},t0`$.

Notice that if the von Neumann algebra $`_{[t}`$ be generated by the increments of the quantum noise $`\{j_t(x),x𝒜\}`$, the Markovian cocycle $`w`$ in the sense of the definition given here is a cocycle being Markovian with respect to the set $`\{j_t(x),x𝒜\}`$ in the sense of the definition of Part 5.

Proposition 6.1. Let $`j_t(x),x𝒜,`$ and $`w`$ be the quantum noise and the Markovian cocycle correspondingly. Suppose that $`w`$ doesn’t change values of the expectation $`𝔼`$ determining the probability distribution of $`j`$. Then the one-parameter family of homomorphisms $`\stackrel{~}{j}_t(x)=w_tj_t(x),t0,\stackrel{~}{j}_t(x)=j_t(x),t>0,x𝒜,`$ is the quantum noise isomorphic to the initial one. In particular, the processes $`\stackrel{~}{j}_t(x),x𝒜,`$ have independent increments.

Proof.

The quantum noise $`j`$ is a quantum stochastic process with independent increments. Denote $`\alpha `$ the corresponding group of automorphisms shifting the increments in time. Then, due to Proposition 5.1, $`\stackrel{~}{j}_t(x)`$ is an additive $`1\stackrel{~}{\alpha }`$-cocycle for each fixed $`x𝒜`$, where the group $`\stackrel{~}{\alpha }`$ consists of automorphisms $`\stackrel{~}{\alpha }_t=w_t\alpha _t,t`$. By means of the property $`(I2)`$ guaranteeing the independence for increments of the quantum noise $`j`$, we obtain for the commutator,

$$[j_{t_1}(x_1)j_{s_1}(x_1),j_{t_2}(x_2)j_{s_2}(x_2)]=0$$
$`(K)`$
for all $`x_1,x_2𝒜`$ and disjoint intervals $`(s_1,t_1)`$ and $`(s_2,t_2)`$. Below we shall prove that this property holds for the process $`\stackrel{~}{j}`$ also. For $`s_1,t_1,s_2,t_2`$ it takes place because $`\stackrel{~}{j}_r(x)=j_r(x),x𝒜,r0`$. The identity for the case where at least one of $`s_1,t_1,s_2,t_2`$ is less than zero can be obtained by applying the automorphisms $`\stackrel{~}{\alpha }_r=w_r\alpha _r,r>0,`$ to the formula $`(K)`$. In fact, the automorphism $`\stackrel{~}{\alpha }_r`$ shifts the increments for $`r`$ units backward and the formula $`(K)`$ which is true for the process $`\stackrel{~}{j}`$ with positive values $`s_1,t_1,s_2,t_2`$ automatically appears to be true for negative values. Moreover, arguing in the way given above, it is easy to obtain that all algebraic properties satisfied for the operators $`j_t(x),x𝒜,t,`$ are also satisfied for the operators $`\stackrel{~}{j}_t(x),x𝒜,t`$. It remains to check the condition of independence $`(I1)`$ of Part 4 for increments of the process $`\stackrel{~}{j}`$. But it holds because it is true for the process $`j`$ and the expectation is invariant with respect to the action of the cocycle $`w`$ by the condition. Thus, the processes $`j`$ and $`\stackrel{~}{j}`$ are isomorphic. $`\mathrm{}`$

Consider the restriction $`\beta _t=\alpha _t,t_+,`$ to the subalgebra $`_{0]}`$ which is invariant with respect to the action of $`\alpha _t,t_+`$. The unital semigroup $`\beta =(\beta _t)_{t_+}`$ consists of the endomorphisms of $`_{0]}`$ possessing the property $`\beta (_{0]})_{0]}`$ and has the orbits continuous in the sense that $`\eta (\beta _t(x))`$ is a continuous function for all $`\eta _{0]},x_{0]}`$. Hence, $`\beta `$ is a $`E_0`$-semigroup by the definition introduced in . If $`\alpha `$ is a Kolmogorov flow, the $`E_0`$-semigroup $`\beta `$ is a semiflow of Powers shifts, i.e. each $`\beta _t,t>0,`$ is a Powers shift  such that $`_n\beta _{tn}(_{0]})=\{\mathrm{𝟏}\},t>0`$ (see ). Notice that the Markovian cocycle $`w`$ generates a new group of automorphisms $`\stackrel{~}{\alpha }_t=w_t\alpha _t,t`$, on the von Neumann algebra $``$ and a new $`E_0`$\- semigroup $`\stackrel{~}{\beta }_t=w_t\beta _t,t_+,`$ on the von Neumann algebra $`_{0]}`$. Remember that the conditional expectation of the unital algebra $``$ onto the unital algebra $`𝒩`$ is a completely positive projection of $``$ onto $`𝒩`$ (see, f.e., ). Using the techniques  one can exclude the maximum subalgebra of the algebra $`_{0]}`$ such that the restriction of the semigroup $`\stackrel{~}{\beta }`$ to it is a semigroup of automorphisms and there exists a conditional expectation onto this algebra. The quantum random variables $`\stackrel{~}{j}_t(x)=w_tj_t(x),x𝒜,`$ generate the von Neumann subalgebras $`\stackrel{~}{}=\{\stackrel{~}{j}_t(x),x𝒜,t\}^{\prime \prime }`$ and $`\stackrel{~}{}_+=\{\stackrel{~}{j}_t(x),x𝒜,t_+\}^{\prime \prime }`$ of the algebras $``$ and $`_{0]}`$ correspondingly. Suppose that $``$ is a factor. Then, due to Proposition 5.3, $`\alpha `$ is a Kolmogorov flow on $``$ and by means of Proposition 6.1 the restriction $`\stackrel{~}{\alpha }|_\stackrel{~}{}`$ is also a Kolmogorov flow. Thus, $`\stackrel{~}{\beta }|_{\stackrel{~}{}_+}`$ is a semiflow of Powers shifts. The Wold decomposition $`(W)`$ given in Part 2 allows to uniquely determine the stochastic process with noncorrelated increments associated with the stationary process. In the following theorem we establish the possibility to exclude a restriction of the group of automorphisms obtained by a perturbation of the Kolmogorov flow generated by the quantum noise, which is isomorphic to the initial Kolmogorov flow. In this way, our conjecture can be considered as some analog of the Wold decomposition for the quantum case.

Theorem 6.2. Let the group of automorphisms $`\stackrel{~}{\alpha }`$ on the von Neumann factor $``$ be obtained through a Markovian cocycle perturbation of the Kolmogorov flow generated by the quantum noise $`j`$ with the expectation defining the probability distribution, which is invariant with respect to the Markovian cocycle $`w`$. Then there exists a subfactor $`\stackrel{~}{}`$ such that the restriction $`\stackrel{~}{\alpha }|_\stackrel{~}{}`$ is the Kolmogorov flow generated by the quantum noise $`\stackrel{~}{j}`$ which is isomorphic to the initial one. The limit $`\underset{t+\mathrm{}}{lim}w_t=w_{\mathrm{}}`$ correctly defines a normal \*-endomorphism $`w_{\mathrm{}}`$ with the property $`\stackrel{~}{}=w_{\mathrm{}}(),\stackrel{~}{j}_t=w_{\mathrm{}}j_t,t`$.

Proof.

The first part of the theorem follows from Proposition 6.1. Below we shall prove that there exists the limit $`\underset{t+\mathrm{}}{lim}w_t=w_{\mathrm{}}`$ defining the normal \*-endomorphism on $``$ with the properties we claimed. Notice that $`w_{ts}(y)=w_t(y),`$ $`y_{t]},`$ it follows that the limit exists on the dense set of elements. In the following we shall prove that it exists. The formula $`(U_t[x],[y])=𝔼(\alpha _t(x)y^{}),`$ $`(W_t[x],[y])=𝔼(w_t(x)y^{}),x,y,`$ defines a strong continuous group $`U=(U_t)_t`$ of unitary operators in $``$ and a unitary $`U`$-cocycle $`W=(W_t)_t`$ correspondingly. Let $`_{[t}`$ be a subspace of $``$ generated by the elements $`[x],x_{[t}`$. Then $`W_t\xi =\xi ,\xi _{[t},t0,`$ by means of the Markovian property for $`w`$. Therefore, $`W`$ is a Markovian $`U`$-cocycle in the sense of the definition of Part 1 and the limit $`s\underset{t+\mathrm{}}{lim}W_t=W_{\mathrm{}}`$ exists due to Proposition 1.2. Notice that $`w_t(x)=W_txW_t^{},x,t`$. It implies that $`w_{ts}(x)\xi =W_{ts}xW_{ts}\xi =W_{ts}xW_t\xi W_{\mathrm{}}xW_t\xi ,x,\xi _{[t},s+\mathrm{}`$. Hence, the limit $`\underset{t+\mathrm{}}{lim}w_t(x)\xi `$ exists for a dense set of the elements $`\xi `$. Because $`w_t`$ is an automorphism, we get $`w_t(x)=x`$. Therefore, the strong limit $`s\underset{t+\mathrm{}}{lim}w_t(x)`$ is defined by the Banach-Steinhaus theorem for all $`x`$. Moreover, the limiting map $`w_{\mathrm{}}`$ preserves the identity because all $`w_t`$ satisfy this property and $`w_{\mathrm{}}=1`$. In this way, the map $`w_{\mathrm{}}`$ is positive (see ). On the other hand, $`w_{\mathrm{}}`$ is a normal \*-endomorphism for it is a limit of the series of normal \*-automorphisms $`w_t`$. Thus, $`w_{\mathrm{}}`$ is completely positive. Notice that $`w_{\mathrm{}}(_{0]})=\stackrel{~}{}_{0]}`$. The Markovian property gives us $`w_{ts}(y)=w_t(y),y_{[t},s,t0`$. Due to Proposition 6.1, $`\stackrel{~}{j}_t=w_tj_t,t0`$. Hence, $`\stackrel{~}{j}_t=w_{ts}j_t=w_{\mathrm{}}j_t,t0`$. For positive values of time, $`\stackrel{~}{j}_t=j_t=w_{\mathrm{}}j_t,t0`$, by means of $`w_t(y)=w_{\mathrm{}}(y)=y,t0,y_{[0}`$. $`\mathrm{}`$

## Acknowledgments

The author likes to thank Professor A.S. Holevo for constant useful discussions resulted in a significant improvement of the paper.