Poisson and Diffusion Approximation of Stochastic Schrodinger equations with Control

"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open Quantum System. Many recent investigations deal with the control theory in such model. In this article, stochastic models are mathematically and physically justified as limit of concrete discrete procedures called "Quantum Repeated Measurements". In particular, this gives a rigorous justification of the Poisson and diffusion approximation in quantum measurement theory with control. Furthermore we investigate some examples using control in quantum mechanics.