Quadratic BSDEs with random terminal time and elliptic PDEs in infinite dimension.
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Confortola, Fulvia, Briand, Philippe (2008)
Electronic Journal of Probability [electronic only]
Stoyanov, Jordan, Botev, Dobrin (1996)
Journal of Applied Mathematics and Stochastic Analysis
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.
Maria Elvira Mancino (1994)
Rendiconti del Seminario Matematico della Università di Padova
Agnieszka Plucińska, Wojciech Szymański (2007)
Applicationes Mathematicae
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.
Skorokhod, Anatoli V. (2003)
Journal of Applied Mathematics and Stochastic Analysis
Lambert, Amaury (2007)
Electronic Journal of Probability [electronic only]
Halim Doss (1980)
Annales de l'I.H.P. Probabilités et statistiques
Ph. Bressolette, M. Fogli (1994)
Annales mathématiques Blaise Pascal
Jean Jacod, Philip Protter (1982)
Séminaire de probabilités de Strasbourg
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