Markov chains approximation of jump-diffusion stochastic master equations

DOI10.1214/09-AIHP330zbMath1211.60020MaRDI QIDQ629778

Clément Pellegrini

Publication date: 10 March 2011

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/239389

zbMATH Keywords

quantum trajectorystochastic master equationsstochastic convergencejump-diffusion stochastic differential equationMarkov generatorsMartingale problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic processes (60G99) Quantum measurement theory, state operations, state preparations (81P15) Limit theorems in probability theory (60F99)

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