Related papers: On quantum stochastic differential equations
Two new approaches to the infinitesimal characterisation of quantum stochastic cocycles are reviewed. The first concerns mapping cocycles on an operator space and demonstrates the role of H\"older continuity; the second concerns contraction…
A recent characterisation of Fock-adapted contraction operator stochastic cocycles on a Hilbert space, in terms of their associated semigroups, yields a general principle for the construction of such cocycles by approximation of their…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
Covariant stochastic partial (pseudo-)differential equations are studied in any dimension. In particular a large class of covariant interacting local quantum fields obeying the Morchio-Strocchi system of axioms for indefinite quantum field…
In the present paper, we give some examples of stochastic differential equations which have delicateness in the Markov and strong Markov properties, the uniqueness locally in time and globally in time, and initial conditions. Moreover, we…
A concept of quantum stochastic convolution cocycle is introduced and studied in two different contexts -- purely algebraic and operator space theoretic. A quantum stochastic convolution cocycle is a quantum stochastic process on a…
In this article, we introduce the notion of stochastic symmetry of a differential equation. It consists in a stochastic flow that acts over a solution of a differential equation and produces another solution of the same equation. In the…
We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…
Most of the mathematical approaches for quantum Langevin equation are based on the non-commutativity of the random force operators. Non-commutative random force operators are introduced in order to guarantee that the equal-time commutation…
An operator space analysis of quantum stochastic cocycles is undertaken. These are cocycles with respect to an ampliated CCR flow, adapted to the associated filtration of subspaces, or subalgebras. They form a noncommutative analogue of…
In this paper we prove some uniqueness results for quadratic backward stochastic differential equations without any convexity assumptions on the generator. The bounded case is revisited while some new results are obtained in the unbounded…
We formulate stochastic partial differential equations on Riemannian manifolds, moving surfaces, general evolving Riemannian manifolds (with appropriate assumptions) and Riemannian manifolds with random metrics, in the variational setting…
This paper is devoted to establishing an enhanced Fritz John type first-order necessary condition for a general constrained nonlinear infinite-dimensional optimization problem. Unlike traditional constraint qualifications in optimization…
The dynamics of physical theories is usually described by differential equations. Difference equations then appear mainly as an approximation which can be used for a numerical analysis. As such, they have to fulfill certain conditions to…
When are quantum filters asymptotically independent of the initial state? We show that this is the case for absolutely continuous initial states when the quantum stochastic model satisfies an observability condition. When the initial system…
Stochastic differential equations for processes with values in Hilbert spaces are now largely used in the quantum theory of open systems. In this work we present a class of such equations and discuss their main properties; moreover, we…
We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for…
The work considers a system of fractional order partial differential equations. The existence and uniqueness theorems for the classical solution of initial-boundary value problems are proved in two cases: 1) the right-hand side of the…
In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…
We prove a limit theorem for quantum stochastic differential equations with unbounded coefficients which extends the Trotter-Kato theorem for contraction semigroups. From this theorem, general results on the convergence of approximations…