相关论文: Stochastic differential equations for trace-class …
In order to study quantum measurement theory, sequential product defined for any two quantum effects is introduced. Physically motivated conditions ask the sequential product to be continuous with respect to the strong operator topology. In…
In this article we reconsider a version of quantum trajectory theory based on the stochastic Schr\"odinger equation with stochastic coefficients, which was mathematically introduced in the '90s, and we develop it in order to describe the…
The Koopman operator has become an essential tool for data-driven analysis, prediction and control of complex systems. The main reason is the enormous potential of identifying linear function space representations of nonlinear dynamics from…
This paper introduces time-continuous numerical schemes to simulate stochastic differential equations (SDEs) arising in mathematical finance, population dynamics, chemical kinetics, epidemiology, biophysics, and polymeric fluids. These…
The Latent Stochastic Differential Equation (SDE) is a powerful tool for time series and sequence modeling. However, training Latent SDEs typically relies on adjoint sensitivity methods, which depend on simulation and backpropagation…
In this paper, we introduce a class of stochastic partial differential equations (SPDEs) with fractional time-derivatives, and study the $L_2$-theory of the equations. This class of SPDEs can be used to describe random effects on transport…
We consider a semigroup of operators in the Banach space $C_b(H)$ of uniformly continuous and bounded functions on a separable Hilbert space $H$. In particular, we deal with semigroups that are related to solution of stochastic PDEs in $H$…
This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…
We develop a statistical model of microscopic stochastic deviation from classical mechanics based on a stochastic processes with a transition probability that is assumed to be given by an exponential distribution of infinitesimal stationary…
Stochastic differential equations (SDEs) are a staple of mathematical modelling of temporal dynamics. However, a fundamental limitation has been that such models have typically been relatively inflexible, which recent work introducing…
We present a general methodology for addressing the infinite hierarchy problem that arises in measurement-induced dynamics of replicated quantum systems. Our approach introduces trace-preserving replica cutoffs using tomographic-like…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence and uniqueness of finite time solutions is proved by an extension of the Ovsyannikov method. This result is applied to a…
This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…
The basic notions of quantum mechanics are formulated in terms of separable infinite dimensional Hilbert space $\mathcal{H}$. In terms of the Hilbert lattice $\mathcal{L}$ of closed linear subspaces of $\mathcal{H}$ the notions of state and…
In this work we study the long time behavior of nonlinear stochastic functional-differential equations in Hilbert spaces. In particular, we start with establishing the existence and uniqueness of mild solutions. We proceed with deriving a…
We consider a second order difference equation with operator-valued coefficients. More precisely, we study either compact or trace class perturbations of the discrete Laplacian in the Hilbert space of bi-infinite square-summable sequence…
Small quantum systems can now be continuously monitored experimentally which allows for the reconstruction of quantum trajectories. A peculiar feature of these trajectories is the emergence of jumps between the eigenstates of the observable…
In this paper we study in a Hilbert space a homogeneous linear second order difference equation with nonconstant and noncommuting operator coefficients. We build its exact resolutive formula consisting in the explicit non-iterative…
Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…
Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…