Currently displaying 1 – 1 of 1

Showing per page

Order by Relevance | Title | Year of publication

Markov chains approximation of jump–diffusion stochastic master equations

Clément Pellegrini — 2010

Annales de l'I.H.P. Probabilités et statistiques

are solutions of stochastic differential equations obtained when describing the random phenomena associated to quantum continuous measurement of open quantum system. These equations, also called or , are usually of two different types: diffusive and of Poisson-type. In this article, we consider more advanced models in which jump–diffusion equations appear. These equations are obtained as a continuous time limit of martingale problems associated to classical Markov chains which...

Page 1

Download Results (CSV)