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2000 Mild Solutions of Quantum Stochastic Differential Equations
Franco Fagnola, Stephen Wills
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Electron. Commun. Probab. 5: 158-171 (2000). DOI: 10.1214/ECP.v5-1029

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.

Citation

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Franco Fagnola. Stephen Wills. "Mild Solutions of Quantum Stochastic Differential Equations." Electron. Commun. Probab. 5 158 - 171, 2000. https://doi.org/10.1214/ECP.v5-1029

Information

Accepted: 30 November 2000; Published: 2000
First available in Project Euclid: 2 March 2016

zbMATH: 0967.60064
MathSciNet: MR1800118
Digital Object Identifier: 10.1214/ECP.v5-1029

Subjects:
Primary: 81S25

Keywords: mild solution , Quantum stochastic , Stochastic differential equation

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