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On a class of stochastic differential equations used in quantum optics

โœ Scribed by Barchielli, Alberto ;Zucca, Fabio


Book ID
105658802
Publisher
Springer-Verlag
Year
1996
Weight
821 KB
Volume
66
Category
Article
ISSN
0370-7377

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On a class of rational matrix differenti
โœ G Freiling; A Hochhaus ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 280 KB

We prove a monotonicity and a comparison theorem for the solutions of a rational matrix differential equation appearing in stochastic control and derive existence and convergence results for the solutions of this differential equation. Moreover, in the time-invariant case, we present conditions ensu