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Stochastic methods are ubiquitous to a variety of fields, ranging from Physics to Economy and Mathematics. In many cases, in the investigation of natural processes, stochasticity arises every time one considers the dynamics of a system in…

统计力学 · 物理学 2012-08-02 Robert Biele , Roberto D'Agosta

Two new approaches to the infinitesimal characterisation of quantum stochastic cocycles are reviewed. The first concerns mapping cocycles on an operator space and demonstrates the role of H\"older continuity; the second concerns contraction…

泛函分析 · 数学 2010-11-23 J. Martin Lindsay

In this paper, we study numerical approximations for optimal control of a class of stochastic partial differential equations with partial observations. The system state evolves in a Hilbert space, whereas observations are given in…

最优化与控制 · 数学 2025-04-02 Feng Bao , Yanzhao Cao , Hongjiang Qian

We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…

数学物理 · 物理学 2016-01-21 Batu Güneysu , Oliver Matte , Jacob Schach Møller

Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation.…

数学物理 · 物理学 2019-06-26 Martin Kolb , Matthias Liesenfeld

We determine filtering and master equations for a quantum system interacting with wave packet of light in a continuous-mode squeezed number state. We formulate the problem of conditional evolution of a quantum system making use of model of…

量子物理 · 物理学 2024-07-18 Anita Dąbrowska , Marcin Marciniak

These notes rigorously construct the stochastic integral of a Hilbert Space valued process driven by a Cylindrical Brownian Motion. We expand upon this stochastic calculus to present an introduction to stochastic differential equations in…

概率论 · 数学 2023-09-15 Daniel Goodair

Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…

量子物理 · 物理学 2009-11-13 Angelo Bassi , Detlef Duerr

Several stochastic processes with virtual particles in two dimensional space-time are presented whose mean field equations coincide with Schr\"odinger, Dirac, Klein-Gordon and the quantum mechanic equation for a photon. These processes…

量子物理 · 物理学 2015-11-03 Alberto C. de la Torre

The recent progress in the analytical solution of models invented to describe theoretically the interaction of matter with light on an atomic scale is reviewed. The methods employ the classical theory of linear differential equations in the…

量子物理 · 物理学 2015-10-13 Daniel Braak

We suggest an extension of the Hilbert Phase Space formalism, which appears to be naturally suited for application to the dissipative (open) quantum systems, such as those described by the non-stationary (time-dependent) Hamiltonians…

量子物理 · 物理学 2017-03-14 Tigran Aivazian

In this paper hyperbolic partial differential equations with random coefficients are discussed. Such random partial differential equations appear for instance in traffic flow problems as well as in many physical processes in random media.…

偏微分方程分析 · 数学 2017-06-19 Andrea Barth , Franz G. Fuchs

We discuss the introduction of boundary Hilbert spaces for a class of physical systems for which it is not possible to factor their state spaces as tensor products of Hilbert spaces naturally associated to their boundaries and bulks…

广义相对论与量子宇宙学 · 物理学 2017-04-03 J. Fernando G. Barbero , Benito A. Juárez-Aubry , Juan Margalef-Bentabol , Eduardo J. S. Villaseñor

We present a versatile framework to study strong existence and uniqueness for stochastic differential equations (SDEs) in Hilbert spaces with irregular drift. We consider an SDE in a separable Hilbert space $H$ \begin{equation*} dX_t= (A…

In this paper, we prove the unique existence and investigate the $L^{p}$-regularity of solutions to stochastic partial differential equations in Hilbert spaces associated with pseudo-differential operators, driven by Hilbert space-valued…

偏微分方程分析 · 数学 2025-04-29 Un Cig Ji , Jae Hun Kim

Stochastic evolution underpins several approaches to the dynamics of open quantum systems, such as random modulation of Hamiltonian parameters, the stochastic Schrodinger equation (SSE), and the stochastic Liouville equation (SLE). These…

量子物理 · 物理学 2026-01-22 Pietro De Checchi , Federico Gallina , Barbara Fresch , Giulio G. Giusteri

We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

概率论 · 数学 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

In this review we deal with open (dissipative and stochastic) quantum systems within the Bohmian mechanics framework which has the advantage to provide a clear picture of quantum phenomena in terms of trajectories, originally in…

量子物理 · 物理学 2022-08-10 S. V. Mousavi , S. Miret-Artes

In the present paper, a discrete differential calculus is introduced and used to describe dynamical systems over arbitrary graphs. The discretization of space and time allows the derivation of Heisenberg-like uncertainty inequalities and of…

统计力学 · 物理学 2009-11-10 Demian Battaglia , Mario Rasetti

Existence and uniqueness theorems for quantum stochastic differential equations with nontrivial initial conditions are proved for coefficients with completely bounded columns. Applications are given for the case of finite-dimensional…

算子代数 · 数学 2011-01-04 J. Martin Lindsay , Adam G. Skalski