Robin Lyth Hudson

Robin Lyth Hudson ( born 1940 in Aberdeen ) is a British mathematician. He is one of the pioneers of quantum stochastic ( noncommutative probability theory).

Hudson received his doctorate in 1966 at John Trevor Lewis at the University of Oxford. ( Generalized translation invariant mechanics ) He was a professor at the University of Nottingham and is a professor at Loughborough University.

He worked with KR Parthasarathy (then in Manchester and Nottingham ) together in pioneering work on quantum stochastic. Your basic essay appeared in 1984. Therein quantum versions of stochastic integrals, the Ito formula and the existence and uniqueness of linear quantum stochastic differential equations are treated. Initial work in quantum stochastics he published in 1971 with his Ph.D. student Clive Cushen. He also worked with the mathematical physicist Ray Streater.

More recently, he deals with quantization of Lie Bialgebren.

Writings

• With KR Parthasarathy Quantum Ito 's formula and stochastic evolutions, Communications in Mathematical Physics, Volume 93, 1984, 301-323
• With Parthasarathy Construction of quantum diffusion in Quantum probability and applications to the quantum theory of irreversible processes, Villa Mondragone 1982, Lectures Notes in Mathematics 1055, Springer Verlag 1984
• Benoit Mandelbrot The ( mis ) behavior of markets, The Mathematical Intelligencer, Volume 27, 2005, pp. 77-79