Mild solutions of quantum stochastic differential equations.
Fagnola, Franco, Wills, Stephen J. (2000)
Electronic Communications in Probability [electronic only]
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Fagnola, Franco, Wills, Stephen J. (2000)
Electronic Communications in Probability [electronic only]
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Nicolas Privault (1998)
Banach Center Publications
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The aim of this paper is the study of a non-commutative decomposition of the conservation process in quantum stochastic calculus. The probabilistic interpretation of this decomposition uses time changes, in contrast to the spatial shifts used in the interpretation of the creation and annihilation operators on Fock space.
Mario Wschebor (2006)
Annales de la faculté des sciences de Toulouse Mathématiques
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This is a review paper about some problems of statistical inference for one-parameter stochastic processes, mainly based upon the observation of a convolution of the path with a non-random kernel. Most of the results are known and presented without proofs. The tools are first and second order approximation theorems of the occupation measure of the path, by means of functionals defined on the smoothed paths. Various classes of stochastic processes are considered starting with the Wiener...
J. Martin Lindsay, Adam G. Skalski (2005)
Annales de l'I.H.P. Probabilités et statistiques
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J. M. Angulo Ibáñez, R. Gutiérrez Jáimez (1988)
Annales scientifiques de l'Université de Clermont-Ferrand 2. Série Probabilités et applications
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Martin T. Barlow, Peter Imkeller (1992)
Séminaire de probabilités de Strasbourg
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Jun Masamune, Toshihiro Uemura (2011)
Annales de l'I.H.P. Probabilités et statistiques
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Motivated by the recent development in the theory of jump processes, we investigate its conservation property. We will show that a jump process is conservative under certain conditions for the volume-growth of the underlying space and the jump rate of the process. We will also present examples of jump processes which satisfy these conditions.