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Markov chains approximation of jump–diffusion stochastic master equations

Clément Pellegrini (2010)

Annales de l'I.H.P. Probabilités et statistiques

Quantum trajectories 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 Belavkin equations or Stochastic Master equations, 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...

Markov operators acting on Polish spaces

Tomasz Szarek (1997)

Annales Polonici Mathematici

We prove a new sufficient condition for the asymptotic stability of Markov operators acting on measures. This criterion is applied to iterated function systems.

Markov operators on the space of vector measures; coloured fractals

Karol Baron, Andrzej Lasota (1998)

Annales Polonici Mathematici

We consider the family 𝓜 of measures with values in a reflexive Banach space. In 𝓜 we introduce the notion of a Markov operator and using an extension of the Fortet-Mourier norm we show some criteria of the asymptotic stability. Asymptotically stable Markov operators can be used to construct coloured fractals.

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