Markov chains approximation of jump–diffusion stochastic master equations
Clément Pellegrini (2010)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
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...