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Mild solutions of quantum stochastic differential equations

  • Franco Fagnola
  • , Stephen J. Wills

Research output: Contribution to journalArticlepeer-review

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 corre- spondence between our definition and similar ideas in the theory of classical stochastic differ- ential 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.

Original languageEnglish
Pages (from-to)158-171
Number of pages14
JournalElectronic Communications in Probability
Volume5
DOIs
Publication statusPublished - 1 Jan 2000
Externally publishedYes

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