Related papers: The Quantum Stochastic Differential Equation Is Un…
We show a new remarkable connection between the symmetric form of a quantum stochastic differential equation (QSDE) and the strong resolvent limit of Schr\"odinger equations in Fock space: the strong resolvent limit is unitary equivalent to…
We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in an extra dimension. This amounts to the equivalence of the quantum measurement boundary-value problem in…
We prove that a single-jump quantum stochastic unitary evolution is equivalent to a Dirac boundary value problem on the half line in one extra dimension. It is shown that this exactly solvable model can be obtained from a Schroedinger…
We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…
The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…
Moving boundary problems allow to model systems with phase transition at an inner boundary. Driven by problems in economics and finance, in particular modeling of limit order books, we consider a stochastic and non-linear extension of the…
We discuss the so-called Schr{\"o}dinger problem of deducing the microscopic (basically stochastic) evolution that is consistent with given positive boundary probability densities for a process covering a finite fixed time interval. The…
We consider a class of models describing a quantum oscillator in interaction with an environment. We show that models of continuous spontaneous localization based on a stochastic Schr\"odinger equation can be derived as an approximation to…
We propose an extension of the Schr\"odinger equation for a quantum system interacting with environment. This equation describes dynamics of auxiliary wave-functions $\mathbf{m}$, from which the system density matrix can be reconstructed as…
In a companion paper we derived a unique time-reversal-invariant stochastic generalization of the Liouville equation and showed that it coincides with the evolution equation for the Husimi $Q$-function in a broad class of bosonic quantum…
The Quantum Schr\"odinger Bridge Problem (QSBP) describes the evolution of a stochastic process between two arbitrary probability distributions, where the dynamics are governed by the Schr\"odinger equation rather than by the traditional…
It is usually accepted that quantum dynamics described by Schrodinger equation that determines the evolution of states from one Cauchy surface to another is unitary. However, it has been known for some time that this expectation is not…
Space-time fractional evolution equations are a powerful tool to model diffusion displaying space-time heterogeneity. We prove existence, uniqueness and stochastic representation of classical solutions for an extension of Caputo evolution…
We consider the one-dimensional linear free space Schr\"odinger equation on a bounded interval subject to homogeneous linear boundary conditions. We prove that, in the case of pseudoperiodic boundary conditions, the solution of the…
We show how to use boundary conditions to drive the evolution on a Quantum Mechanical system. We will see how this problem can be expressed in terms of a time-dependent Schr\"{o}dinger equation. In particular we will need the theory of…
Motivated by applications in economics and finance, in particular to the modeling of limit order books, we study a class of stochastic second-order PDEs with non-linear Stefan-type boundary interaction. To solve the equation we transform…
We present the stochastic Schroedinger equation for the dynamics of a quantum particle coupled to a high temperature environment and apply it the dynamics of a driven, damped, nonlinear quantum oscillator. Apart from an initial slip on the…
We show that the Schr\"{o}dinger-Newton equation, which describes the nonlinear time evolution of self-gravitating quantum matter, can be made compatible with the no-signaling requirement by elevating it to a stochastic differential…
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…
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…