Mild solutions of quantum stochastic differential equations

dc.contributor.authorFagnola, Francoen
dc.contributor.authorWills, Stephen J.en
dc.date.accessioned2023-07-18T15:12:46Z
dc.date.available2023-07-18T15:12:46Z
dc.date.issued2000-11en
dc.description.abstractWe introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the correspondence between our definition and similar ideas in the theory of classical stochastic differential equations. The conditions that a process must satisfy in order for it to be a mild solution are shown to be strictly weaker than those for it to be a strong solution by exhibiting a class of coefficient matrices for which a mild unitary solution can be found, but for which no strong solution exists.en
dc.description.statusPeer revieweden
dc.description.versionPublished Versionen
dc.format.mimetypeapplication/pdfen
dc.identifier.citationFagnola, F. and Wills, S. (2000) ‘Mild solutions of quantum stochastic differential equations’, Electronic Communications in Probability, 5, pp. 158-171. https://doi.org/10.1214/ECP.v5-1029.en
dc.identifier.doi10.1214/ecp.v5-1029en
dc.identifier.endpage171en
dc.identifier.issn1083-589Xen
dc.identifier.journaltitleElectronic Communications in Probabilityen
dc.identifier.startpage158en
dc.identifier.urihttps://hdl.handle.net/10468/14748
dc.identifier.volume5en
dc.language.isoenen
dc.publisherInstitute of Mathematical Statistics and Bernoulli Societyen
dc.relation.ispartofElectronic Communications in Probabilityen
dc.rights© 2000 the authors. Made available under a Creative Commons Attribution License (CCAL)en
dc.rights.urihttps://creativecommons.org/licenses/by/4.0/en
dc.subjectMild solutionen
dc.subjectQuantum stochasticen
dc.subjectStochastic differential equationen
dc.titleMild solutions of quantum stochastic differential equationsen
dc.typeArticle (peer-reviewed)en
oaire.citation.issuenoneen
oaire.citation.volume5en
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