Related papers: What really matters in Hilbert-space stochastic pr…
We consider Hamilton Jacobi Bellman equations in an inifinite dimensional Hilbert space, with quadratic (respectively superquadratic) hamiltonian and with continuous (respectively lipschitz continuous) final conditions. This allows to study…
This paper is concerned with a backward stochastic linear-quadratic (LQ, for short) optimal control problem with deterministic coefficients. The weighting matrices are allowed to be indefinite, and cross-product terms in the control and…
The holographic principle and the thermodynamics of de Sitter space suggest that the total number of fundamental degrees of freedom associated with any finite-volume region of space may be finite. The naive picture of a short distance…
In quantum many-body systems with kinetically constrained dynamics, the Hilbert space can split into exponentially many disconnected subsectors, a phenomenon known as Hilbert-space fragmentation. We study the interplay of such fragmentation…
Frames for Hilbert spaces are interesting for mathematicians but also important for applications e.g. in signal analysis and in physics. Both in mathematics and physics it is natural to consider a full scale of spaces, and not only a single…
We consider a free quantum particle in one dimension whose mass profile exhibits jump discontinuities. The corresponding Hamiltonian is a self-adjoint realisation of the kinetic-energy operator, with the specific realisation determined by…
Analyzing the covariance structure of data is a fundamental task of statistics. While this task is simple for low-dimensional observations, it becomes challenging for more intricate objects, such as multivariate functions. Here, the…
In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…
Open quantum systems evolving according to discrete-time dynamics are capable, unlike continuous-time counterparts, to converge to a stable equilibrium in finite time with zero error. We consider dissipative quantum circuits consisting of…
A new quantum-stochastic differential calculus is derived for representing continuous quantum measurement of the position operator. Closed nonlinear quantum-stochastic differential equation is given for the quantum state of the observed…
We introduce a flexible and tractable infinite-dimensional stochastic volatility model. More specifically, we consider a Hilbert space valued Ornstein-Uhlenbeck-type process, whose instantaneous covariance is given by a pure-jump stochastic…
We investigate the intrinsic parity of black holes. It appears that discrete symmetries require the black hole Hilbert space to be larger than suggested by the usual quantum numbers M (mass), Q (charge) and J (angular momentum). Recent…
We study the distribution of quantum steerability for continuous variables between two causally disconnected open charts in de Sitter space. It is shown that quantum steerability suffers from "sudden death" in de Sitter space, which is…
Bidirectional devices are devices for which the roles of the input and output ports can be exchanged. Mathematically, these devices are described by bistochastic quantum channels, namely completely positive linear maps that are both…
We consider continuous space-time decay-surge population models which are semi- stochastic processes for which deterministically declining populations, bound to fade away, are rein- vigorated at random times by bursts or surges of random…
In this work we study the unitary time-evolutions of quantum systems defined on infinite-dimensional separable time-dependent Hilbert spaces. Two possible cases are considered: a quantum system defined on a stochastic interval and another…
We consider continuous structures which are obtained from finite dimensional Hilbert spaces over $\mathbb{C}$ by adding some unitary operators. Quantum automata and circuits are naturally interpretable in such structures. We consider…
This project investigates the approximate controllability of a class of stochastic integrodifferential equations in Hilbert space with non-local beginning conditions. In a departure from the conventional concerns expressed in the…
In this paper we analyze the approximation of stable linear time-invariant systems, like the Hilbert transform, by sampling series for bandlimited functions in the Paley-Wiener space $\mathcal{PW}_{\pi}^{1}$. It is known that there exist…
The superiority of stochastic symplectic methods over non-symplectic counterparts has been verified by plenty of numerical experiments, especially in capturing the asymptotic behaviour of the underlying solution process. How can one…