Stochastic Processes: From Classical to Quantum

Abstract: The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic processes. We then provide a brief overview of quantum mechanics and quantum field theory, from the viewpoint of quantum probability and adopting the language of Hudson and Parthasarathy. We introduce quantum stochastic processes on a boson Fock space and their calculus. Whenever possible, we make connections with the relevant concepts in classical probability theory. As an application of the theory, we introduce the theory of open quantum systems, with emphasis on the physics and modeling aspects of these systems.