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Quantum random walk revisited

Kalyan B. Sinha (2006)

Banach Center Publications

In the framework of the symmetric Fock space over L²(ℝ₊), the details of the approximation of the four fundamental quantum stochastic increments by the four appropriate spin-matrices are studied. Then this result is used to prove the strong convergence of a quantum random walk as a map from an initial algebra 𝓐 into 𝓐 ⊗ ℬ (Fock(L²(ℝ₊))) to a *-homomorphic quantum stochastic flow.

Quasi-diffusion solution of a stochastic differential equation

Agnieszka Plucińska, Wojciech Szymański (2007)

Applicationes Mathematicae

We consider the stochastic differential equation X t = X + 0 t ( A s + B s X s ) d s + 0 t C s d Y s , where A t , B t , C t are nonrandom continuous functions of t, X₀ is an initial random variable, Y = ( Y t , t 0 ) is a Gaussian process and X₀, Y are independent. We give the form of the solution ( X t ) to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that ( X t ) is a quasi-diffusion proces.

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