Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
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.
We consider the stochastic differential equation , where , , are nonrandom continuous functions of t, X₀ is an initial random variable, is a Gaussian process and X₀, Y are independent. We give the form of the solution () to (0.1) and then basing on the results of Plucińska [Teor. Veroyatnost. i Primenen. 25 (1980)] we prove that () is a quasi-diffusion proces.