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"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open…
Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called "Stochastic Schr\"odinger Equations",…
Quantum trajectories are Markov processes modeling the evolution of a quantum system subjected to repeated independent measurements. Inspired by the theory of random products of matrices, it has been shown that these Markov processes admit…
Beyond their use as numerical tools, quantum trajectories can be ascribed a degree of reality in terms of quantum measurement theory. In fact, they arise naturally from considering continuous observation of a damped quantum system. A…
Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
In this review we deal with open (dissipative and stochastic) quantum systems within the Bohmian mechanics framework which has the advantage to provide a clear picture of quantum phenomena in terms of trajectories, originally in…
Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Markov chains are fundamental models for stochastic dynamics, with applications in a wide range of areas such as population dynamics, queueing systems, reinforcement learning, and Monte Carlo methods. Estimating the transition matrix and…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
A quantum finite multi-barrier system, with a periodic potential, is considered and exact expressions for its plane wave amplitudes are obtained using the Transfer Matrix method [10]. This quantum model is then associated with a stochastic…
A new model of quantum random walks is introduced, on lattices as well as on finite graphs. These quantum random walks take into account the behavior of open quantum systems. They are the exact quantum analogues of classical Markov chains.…
Recent developments in quantum physics make heavy use of so-called "quantum trajectories." Mathematically, this theory gives rise to "stochastic Schr\"odinger equations", that is, perturbation of Schr\"odinger-type equations under the form…
Quantum trajectories of a Markovian open quantum system arise from the back-action of measurements performed in the environment with which the system interacts. In this work, we consider counting measurements of quantum jumps, corresponding…
Quantum computers are not yet up to the task of providing computational advantages for practical stochastic diffusion models commonly used by financial analysts. In this paper we introduce a class of stochastic processes that are both…
We develop a new approach for solving stochastic quantum master equations with mixed initial states. First, we obtain that the solution of the jump-diffusion stochastic master equation is represented by a mixture of pure states satisfying a…
We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…