Quantum stochastic differential equations and continuous measurements: unbounded coefficients
β Scribed by Castro Santis, Ricardo; Barchielli, Alberto
- Book ID
- 123231874
- Publisher
- Elsevier Science
- Year
- 2011
- Tongue
- English
- Weight
- 299 KB
- Volume
- 67
- Category
- Article
- ISSN
- 0034-4877
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π SIMILAR VOLUMES
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.
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