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A natural formulation of the theory of quantum measurements in continuous time is based on quantum stochastic differential equations (Hudson-Parthasarathy equations). However, such a theory was developed only in the case of…

Probability · Mathematics 2011-11-30 Ricardo Castro Santis , Alberto Barchielli

In this paper, we develop new optional stopping theorems for scenarios where the stopping rules are defined by bounded continuity regions. Moreover, we establish a wide variety of inequalities on the supremums and infimums of functions of…

Probability · Mathematics 2012-08-01 Xinjia Chen

The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic…

Mathematical Physics · Physics 2024-07-08 Soon Hoe Lim

It is well known that quantum continuous observations and nonlinear filtering can be developed within the framework of the quantum stochastic calculus of Hudson-Parthasarathy. The addition of real-time feedback control has been discussed by…

Mathematical Physics · Physics 2008-09-26 Luc Bouten , Ramon van Handel

Researchers from different areas have independently defined extensions of the usual weak convergence of laws of stochastic processes with the goal of adequately accounting for the flow of information. Natural approaches are convergence of…

Probability · Mathematics 2025-01-27 Daniel Bartl , Mathias Beiglböck , Gudmund Pammer , Stefan Schrott , Xin Zhang

The vacuum-adapted formulation of quantum stochastic calculus is employed to perturb expectation semigroups via a Feynman-Kac formula. This gives an alternative perspective on the perturbation theory for quantum stochastic flows that has…

Functional Analysis · Mathematics 2012-02-24 Alexander C. R. Belton , J. Martin Lindsay , Adam G. Skalski

The theory of quasifree quantum stochastic calculus for infinite-dimensional noise is developed within the framework of Hudson-Parthasarathy quantum stochastic calculus. The question of uniqueness for the covariance amplitude with respect…

Mathematical Physics · Physics 2019-03-18 Alexander C. R. Belton , Michal Gnacik , J. Martin Lindsay , Ping Zhong

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

The aim of this article is to characterize unitary increment process by a quantum stochastic integral representation on symmetric Fock space. Under certain assumptions we have proved its unitary equivalence to a Hudson-Parthasarathy flow.

Functional Analysis · Mathematics 2011-11-10 Lingaraj Sahu , Michael Schürmann , Kalyan B. Sinha

We introduce a concept of a quantum wide sense stationary process taking values in a C*-algebra and expected in a sub-algebra. The power spectrum of such a process is defined, in analogy to classical theory, as a positive measure on…

Mathematical Physics · Physics 2007-08-07 John Gough

This is a continuation of the earlier work \cite{SSS} to characterize stationary unitary increment Gaussian processes. The earlier assumption of uniform continuity is replaced by weak continuity and with a technical assumption on the domain…

Functional Analysis · Mathematics 2008-04-14 Lingaraj Sahu , Kalyan B. Sinha

One problem of wide interest involves estimating expected crossing-times. Several tools have been developed to solve this problem beginning with the works of Wald and the theory of sequential analysis. An extension of his approach is…

Methodology · Statistics 2015-06-17 Mark Brown , Victor de la Pena , Tony Sit

This paper is concerned with variational methods for nonlinear open quantum systems with Markovian dynamics governed by Hudson-Parthasarathy quantum stochastic differential equations. The latter are driven by quantum Wiener processes of the…

Quantum Physics · Physics 2016-11-17 Igor G. Vladimirov

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…

Quantum Physics · Physics 2009-10-31 R. Gielerak , P. Lugiewicz

The Accardi-Boukas quantum Black-Scholes equation can be used as an alternative to the classical approach to finance, and has been found to have a number of useful benefits. The quantum Kolmogorov backward equations, and associated quantum…

Mathematical Finance · Quantitative Finance 2019-05-20 Will Hicks

We study the nonstationary solutions of Fokker-Planck equations associated to either stationary or nonstationary quantum states. In particular we discuss the stationary states of quantum systems with singular velocity fields. We introduce a…

Quantum Physics · Physics 2009-10-31 N. Cufaro Petroni , S. De Martino , S. De Siena , F. Illuminati

In this paper we discuss the question how to bound supremum of a stochastic process with the index set of a product type. There is a tempting idea to approach the question by the analysis of the process on each of the marginal index spaces…

Probability · Mathematics 2016-02-01 Witold Bednorz

An analysis using classical stochastic processes is used to construct a consistent system of quantum counterfactual reasoning. When applied to a counterfactual version of Hardy's paradox, it shows that the probabilistic character of quantum…

Quantum Physics · Physics 2009-10-31 Robert B. Griffiths

We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…

Quantum Physics · Physics 2009-11-11 V. P. Belavkin , O. Melsheimer

Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit"). A common practice, often called the "fixed point approximation"…

Dynamical Systems · Mathematics 2022-06-28 Jean-Yves Le Boudec
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