A stochastic differential equation with time-dependent and unbounded operator coefficients

Bhat, B. V. R. ; Sinha, K. B. (1993) A stochastic differential equation with time-dependent and unbounded operator coefficients Journal of Functional Analysis, 114 (1). pp. 12-31. ISSN 0022-1236

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/S00221...

Related URL: http://dx.doi.org/10.1006/jfan.1993.1061

Abstract

Unitary solutions of a class of stochastic equations (SDE) in Fock space with time-dependent unbounded operator coefficients are constructed as a limit of a random Trotter Kato product. Some special cases of quantum stochastic differential equations are studied as an application.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
ID Code:2539
Deposited On:08 Oct 2010 07:00
Last Modified:16 May 2016 13:31

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