相关论文: Quantum stochatic integrals and Doob-Meyer decompo…

In this article we study a class of stochastic functional differential equations driven by L\'{e}vy processes (in particular, $\alpha$-stable processes), and obtain the existence and uniqueness of Markov solutions in small time intervals.…

Non-Markovian quantum processes exhibit different memory effects when measured in different ways; an unambiguous characterization of memory length requires accounting for the sequence of instruments applied to probe the system dynamics.…

We refine stochastic calculus for symmetric Markov processes without using time reverse operators. Under some conditions on the jump functions of locally square integrable martingale additive functionals, we extend Nakao's divergence-like…

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…

We compare two definitions of multistable L\'evy motions. Such processes are extensions of classical L\'evy motion where the stability index is allowed to vary in time. We show that the two multistable L\'evy motions have distinct…

We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…

In this note we prove that the local martingale part of a convex function f of a d-dimensional semimartingale X = M + A can be written in terms of an It^o stochastic integral \int H(X)dM, where H(x) is some particular measurable choice of…

In this article we study and classify optimal martingales in the dual formulation of optimal stopping problems. In this respect we distinguish between weakly optimal and surely optimal martingales. It is shown that the family of weakly…

In this article we present two mechanisms for deducing logarithmic quantitative unique continuation bounds for certain classes of integral operators. In our first method, expanding the corresponding integral kernels, we exploit the…

We give several sharp estimates for a class of combinations of second order Riesz transforms on Lie groups ${G}={G}_{x} \times {G}_{y}$ that are multiply connected, composed of a discrete abelian component ${G}_{x}$ and a connected…

We prove existence and uniqueness of strong solutions for a class of semilinear stochastic evolution equations driven by general Hilbert space-valued semimartingales, with drift equal to the sum of a linear maximal monotone operator in…

We unify Brownian motion and quantum mechanics in a single mathematical framework. In particular, we show that non-relativistic quantum mechanics of a single spinless particle on a flat space can be described by a Wiener process that is…

The development of emerging technologies in quantum optics demands accurate models that faithfully capture genuine quantum effects. Mature semiclassical approaches reach their limits when confronted with quantized electromagnetic fields,…

This article is devoted to study the class of backward stochastic differential equation with delayed generator. We suppose the terminal value and the generator to be $L^{p}$-integrable with $p>1$. We derive a new type of estimation related…

Currently, dynamics of a massive macroparticle is given by classical analytical mechanics (CM), while that of a massive micro one is given by quantum mechanics (QM). We propose a mechanics effective for both: We transform, under coordinate…

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

Probabilistic programming is related to a compositional approach to stochastic modeling by switching from discrete to continuous time dynamics. In continuous time, an operator-algebra semantics is available in which processes proceeding in…

We give efficient quantum algorithms to estimate the partition function of (i) the six vertex model on a two-dimensional (2D) square lattice, (ii) the Ising model with magnetic fields on a planar graph, (iii) the Potts model on a quasi 2D…

In the recent paper \cite{DESZ}, the notion of $\mathscr{Y}^{g,\xi}$-submartingale processes has been introduced. Within a jump-diffusion model, we prove here that a process $X$ which satisfies the simultaneous…

We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…