Related papers: White Noise Calculus and Hamiltonian of a Quantum …
Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic…
We show that a basic quantum white noise process formally reproduces quantum stochastic calculus when the appropriate normal / chronological orderings are prescribed. By normal ordering techniques for integral equations and a generalization…
The basic aspects of the Hudson-Parthasarathy quantum stochastic calculus and of the Accardi-Fagnola-Quaegebeur representation free stochastic calculus are presented. The basic features of the stochastic calculus for the square of white…
In this paper, we define a stochastic calculus with respect to the Rosenblatt process by means of white noise distribution theory. For this purpose, we compute the translated characteristic function of the Rosenblatt process at time $t>0$…
Since the seminal work of Wiener, the chaos expansion has evolved to a powerful methodology for studying a broad range of stochastic differential equations. Yet its complexity for systems subject to the white noise remains significant. The…
In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…
In this paper, we present a Hamiltonian identification method for a closed quantum system whose time trace observables are measured with colored measurement noise. The dynamics of the quantum system are described by a Liouville equation…
In this paper we study a large class of nonlinear stochastic wave equations that arise in laser generation models and models for propagation in random media in a unified mathematical framework. Continuous and pulse-wave propagation models,…
We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of…
The white noise approach to the investigation of the dynamics of a quantum particle interacting with a dilute and in general non-equilibrium gaseous environment in the low density limit is outlined. The low density limit is the kinetic…
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, motivated in particular by its applications in Internet traffic modeling, biomedicine and finance. The aim of this work is to define and…
White noise is a fundamental and fairly well understood stochastic process that conforms the conceptual basis for many other processes, as well as for the modeling of time series. Here we push a fresh perspective toward white noise that,…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
From K\"ummerer's investigations on stationary Markov processes has emerged an operator algebraic definition of white noises which captures many examples from classical as well as from non-commutative probability. Within non-commutative…
A model of a system driven by quantum white noise with singular quadratic self--interaction is considered and an exact solution for the evolution operator is found. It is shown that the renormalized square of the squeezed classical white…
Exact results are derived on the averaged dynamics of a class of random quantum-dynamical systems in continuous space. Each member of the class is characterized by a Hamiltonian which is the sum of two parts. While one part is…
A brief presentation of the basic concepts in quantum probability theory is given in comparison to the classical one. The notion of quantum white noise, its explicit representation in Fock space, and necessary results of noncommutative…
The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works…
Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is…