Related papers: The Ito Formula for Essentially Self-Adjoint Quant…
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 give general spectral and eigenvalue perturbation bounds for a selfadjoint operator perturbed in the sense of the pseudo-Friedrichs extension. We also give several generalisations of the aforementioned extension. The spectral bounds for…
This paper is concerned with the deterministic optimal control of Ito stochastic systems with random coefficients. The necessary and sufficient conditions for the unique solvability of the optimal control problem with random coefficients…
We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…
To our knowledge there are no complete results expressed in terms of eigenfunctions (even not strictly proved mathematically) related to the system of three or more charged quantum particles. For the system of the three such identical…
We are interested in the upper bound of the lifespan of solutions of semilinear wave equations from above. For the sub-critical case in high dimensions, it has been believed that the basic tools of its analysis are Kato's lemma on ordinary…
In this article, we establish a limiting distribution for eigenvalues of a class of auto-covariance matrices. The same distribution has been found in the literature for a regularized version of these auto-covariance matrices. The original…
This paper presents a Hayashi-Yoshida type estimator for the covariation matrix of continuous It\^o semimartingales observed with noise. The coordinates of the multivariate process are assumed to be observed at highly frequent…
The general idea of this paper is to start from a classical integrable (partial differential) equation which arises as a compatibility condition for a matrix linear differential problem. For definitiveness' sake, a generalised sinh-Gordon…
The article is devoted to optimization of the mean-square approximation procedures for iterated Ito stochastic integrals of multiplicities 1 to 5. The mentioned stochastic integrals are part of strong numerical methods with convergence…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
The principle of finding an integrating factor for a none exact differential equations is extended to a class of third order differential equations. If the third order equation is not exact, under certain conditions, an integrating factor…
We study the extension of classical games to the quantum domain, generated by the addition of one unitary strategy to two classical strategies of each player. The conditions that need to be met by unitary operations to ensure that the…
We show that for a particular model, the quantum mechanical bootstrap is capable of finding exact results. We consider a solvable system with Hamiltonian $H=SZ(1-Z)S$, where $Z$ and $S$ satisfy canonical commutation relations. While this…
For every rational homology 3-sphere with 2-torsion only we construct a unified invariant (which takes values in a certain cyclotomic completion of a polynomial ring), such that the evaluation of this invariant at any odd root of unity…
This paper is concerned with the characterizations of quasi self-adjoint extensions of a class of formally non-self-adjoint discrete Hamiltonian systems. Some properties of the solutions and the characterization of the minimal linear…
The objects under investigation are the stochastic integrals with respect to free Levy processes. We define such integrals for square-integrable integrands, as well as for a certain general class of bounded integrands. Using the product…
In this paper, we introduce formulations of the Trotter Kato theorem for approximation of bi continuous semigroups that provide a useful framework whenever convergence of numerical approximations to solutions of PDEs are studied with…
We work with small non-selfadjoint perturbations of a selfadjoint quantum Hamiltonian with two degrees of freedom, assuming that the principal symbol of the selfadjoint part is (classically) a nearly integrable system, together with a…
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…