𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On quantum stochastic differential equations with unbounded coefficients

✍ Scribed by Franco Fagnola

Publisher
Springer
Year
1990
Tongue
English
Weight
745 KB
Volume
86
Category
Article
ISSN
1432-2064

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A Stochastic Differential Equation with
A Stochastic Differential Equation with Time-Dependent and Unbounded Operator Coefficients
✍ B.V.R. Bhat; K.B. Sinha πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 511 KB

Unitary solutions of a class of stochastic equations (SDE) in Fock space with time-dependent unbounded operator coefficients are constructed as a limit of a random Trotter Kato product. Some special cases of quantum stochastic differential equations are studied as an application. 1993 Academic Press

Backward stochastic differential equatio
Backward stochastic differential equations with continuous coefficient
✍ J.P. Lepeltier; J. San Martin πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 214 KB

We prove the existence of a solution for "one dimensional" backward stochastic differential equations where the coefficient is continuous, it has a linear growth, and the terminal condition is squared integrable. We also obtain the existence of a minimal solution.