A note on the long time asymptotics of the Brownian motion with application to the theory of quantum measurement

DOI10.1023/A:1017946519693MaRDI QIDQ1376531zbMATH OpenOpenAlexFDO

Authors Vassili Kolokoltsov

Publication date 9 August 1998

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1017946519693

zbMATH Keywords

Brownian motionquantum filteringstochastic equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65) Quantum scattering theory (81U99)

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Cited in

(5)

• Long-time Average of Field Measured by a Two-Dimensional Brownian Wanderer
• Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
• On the Asymptotic Behaviour of Some Stochastic Differential Equations for Quantum States
• Local asymptotic classes for the successive primitives of Brownian motion
• Long-time average of field values measured by a Brownian wanderer

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