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Mild Solutions of Quantum Stochastic Differential Equations


 
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1. Title Title of document Mild Solutions of Quantum Stochastic Differential Equations
 
2. Creator Author's name, affiliation, country Franco Fagnola; Università di Genova
 
2. Creator Author's name, affiliation, country Stephen J. Wills; University of Nottingham
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Quantum stochastic, stochastic differential equation, mild solution
 
3. Subject Subject classification 81S25
 
4. Description Abstract We introduce the concept of a mild solution for the right Hudson-Parthasarathy quantum stochastic differential equation, prove existence and uniqueness results, and show the correspondence between our definition and similar ideas in the theory of classical stochastic differential equations. The conditions that a process must satisfy in order for it to be a mild solution are shown to be strictly weaker than those for it to be a strong solution by exhibiting a class of coefficient matrices for which a mild unitary solution can be found, but for which no strong solution exists.
 
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7. Date (YYYY-MM-DD) 2000-11-30
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ecp.ejpecp.org/article/view/1029
 
10. Identifier Digital Object Identifier 10.1214/ECP.v5-1029
 
11. Source Journal/conference title; vol., no. (year) Electronic Communications in Probability; Vol 5
 
12. Language English=en en
 
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