Temat: Itô calculus - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Finitely additive functions in measure theory and applications
Autorzy:: Alpay, Daniel
Jorgensen, Palle
Powiązania:: https://bibliotekanauki.pl/articles/29519748.pdf
Data publikacji:: 2024
Wydawca:: Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
Tematy:: Hilbert space
reproducing kernel
probability space
Gaussian field
transforms
covariance
Itô integration
Itô calculus
generalized Brownian motion
Opis:: In this paper, we consider, and make precise, a certain extension of the Radon–Nikodym derivative operator, to functions which are additive, but not necessarily sigma-additive, on a subset of a given sigma-algebra. We give applications to probability theory; in particular, to the study of μ-Brownian motion, to stochastic calculus via generalized Itô-integrals, and their adjoints (in the form of generalized stochastic derivatives), to systems of transition probability operators indexed by families of measures μ, and to adjoints of composition operators.
Źródło:: Opuscula Mathematica; 2024, 44, 3; 323-339
1232-9274
2300-6919
Pojawia się w:: Opuscula Mathematica
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: Quantum Filtering Equation for System Driven by Field in a Mixture of Vacuum and Coherent State
Autorzy:: Dąbrowska, A.
Powiązania:: https://bibliotekanauki.pl/articles/1032426.pdf
Data publikacji:: 2017-07
Wydawca:: Polska Akademia Nauk. Instytut Fizyki PAN
Tematy:: quantum measurements
quantum filtration
quantum stochastic calculus of Itô type
Opis:: We consider the problem of optimal estimation of a state of a quantum system interacting with the Bose field being in a mixture of the vacuum and coherent state. The system and electromagnetic field are described by making use of quantum stochastic unitary evolution. We derive stochastic master equation using Gardiner and Collet's input-output theory and the concept of cascade systems. To find the stochastic evolution of the system conditioned on the result of the quadrature measurement of the output field, we extend the compound system by an ancilla driven by the vacuum and generating the desired non-classical state of light.
Źródło:: Acta Physica Polonica A; 2017, 132, 1; 112-114
0587-4246
1898-794X
Pojawia się w:: Acta Physica Polonica A
Dostawca treści:: Biblioteka Nauki

Artykuł

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