相关论文: Stochastic differential equations for trace-class …
In this paper, we introduce a new simple approach to developing and establishing the convergence of splitting methods for a large class of stochastic differential equations (SDEs), including additive, diagonal and scalar noise types. The…
We consider a class of infinite-dimensional singular stochastic control problems. These can be thought of as spatial monotone follower problems and find applications in spatial models of production and climate transition. Let…
Discontinuities and delayed terms are encountered in the governing equations of a large class of problems ranging from physics and engineering to medicine and economics. These systems cannot be properly modelled and simulated with standard…
We formulate a new class of stochastic partial differential equations (SPDEs), named high-order vector backward SPDEs (B-SPDEs) with jumps, which allow the high-order integral-partial differential operators into both drift and diffusion…
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 present a novel kernel-based method for learning multivariate stochastic differential equations (SDEs). The method follows a two-step procedure: we first estimate the drift term function, then the (matrix-valued) diffusion function given…
Control of the stochastic dynamics of a quantum system is indispensable in fields such as quantum information processing and metrology. However, there is no general ready-made approach to the design of efficient control strategies. Here, we…
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven by $\alpha$-stable processes with $\alpha \in(1,2)$. In…
Trace formulae provide one of the most elegant descriptions of the classical-quantum correspondence. One side of a formula is given by a trace of a quantum object, typically derived from a quantum Hamiltonian, and the other side is…
In this article we study (possibly degenerate) stochastic differential equations (SDE) with irregular (or discontiuous) coefficients, and prove that under certain conditions on the coefficients, there exists a unique almost everywhere…
A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…
Stochastic differential equations (SDEs) are popular tools to analyse time series data in many areas, such as mathematical finance, physics, and biology. They provide a mechanistic description of the phenomeon of interest, and their…
Spectral measures arise in numerous applications such as quantum mechanics, signal processing, resonances, and fluid stability. Similarly, spectral decompositions (pure point, absolutely continuous and singular continuous) often…
We study stochastic differential equations (SDEs) whose drift and diffusion coefficients are path-dependent and controlled. We construct a value process on the canonical path space, considered simultaneously under a family of singular…
An important class of spatio-temporal models is constructed by leveraging the hierarchical structure of dynamical (or, state-space) models. This paper proposes a new statistical dynamical model for spatio-temporal processes motivated by…
A detailed analysis of the quantum diffusive Stochastic Master Equation (SME) for qubit/cavity systems with dispersive coupling is provided. This analysis incorporates classical input signals and output signals (measurement outcomes through…
Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…
This paper summarizes a research program that has been underway for a decade. The objective is to find a fast and accurate scheme for solving quantum problems which does not involve a Monte Carlo algorithm. We use an alternative strategy…
This paper develops a fractional stochastic partial differential equation (SPDE) to model the evolution of a random tangent vector field on the unit sphere. The SPDE is governed by a fractional diffusion operator to model the L\'{e}vy-type…
Some inequalities for quantum f-divergence of trace class operators in Hilbert spaces are obtained. It is shown that for normalised convex functions it is nonnegative. Some upper bounds for quantum f-divergence in terms of variational and…