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
Representation and realization of operational differential equations with time-varying coefficients
โ Scribed by E.W. Kamen
- Publisher
- Elsevier Science
- Year
- 1976
- Tongue
- English
- Weight
- 836 KB
- Volume
- 301
- Category
- Article
- ISSN
- 0016-0032
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โฆ Synopsis
DSTRACT: An algebraic treatment of operational differential equations with time-varying coe@ieti is presented in terma of skew tinge of differential polynomiala defined over a Noetherian ring. Includ.ed in this framework are delay differential equations with timevarying coeficients. The operator equutiona are characterized by transfer matrices which are utilized to construct realizations given by first-order vector differential equation8 with operator coeJ%ienta. It i8 shown that the realization of matrix equationa can be reduced to the realization of scalar equutiona. Finally, a simple procedure is derived for realizing scalar equationa.
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๐ SIMILAR VOLUMES
Continuous time versions of time varying Vector Autoregressions are stochastic differential equations. Optimal discretization of Stochastic Differential Equations cannot be obtained by replacing all differentials by the corresponding first differences. In this paper we obtain the optimal discretizat