On the interpretation of Stratonovich calculus
نویسندگان
چکیده
منابع مشابه
On the interpretation of Stratonovich calculus
The Itô–Stratonovich dilemma is revisited from the perspective of the interpretation of Stratonovich calculus using shot noise. Over the long time scales of the displacement of an observable, the principal issue is how to deal with finite/ zero autocorrelation of the stochastic noise. The former (non-zero) noise autocorrelation structure preserves the normal chain rule using a mid-point selecti...
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We provide a detailed hands-on tutorial for the R Development Core Team [2014] add-on package Sim.DiffProc [Guidoum and Boukhetala, 2014], for symbolic and floating point computations in stochastic calculus and stochastic differential equations (SDEs). The package implement is introduced and it is explains how to use the snssde1d, snssde2d and snssde3d main functions in this package, for simula...
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قاعده مقتضی و مانع در متون فقهی کم و بیش مستند احکام قرار گرفته و مورد مناقشه فقهاء و اصولیین می باشد و مشهور معتقند مقتضی و مانع، قاعده نیست بلکه یکی از مسائل ذیل استصحاب است لذا نگارنده بر آن شد تا پیرامون این قاعده پژوهش جامعی انجام دهد. به عقیده ما مقتضی دارای حیثیت مستقلی است و هر گاه می گوییم مقتضی احراز شد یعنی با ماهیت مستقل خودش محرز گشته و قطعا اقتضاء خود را خواهد داشت مانند نکاح که ...
15 صفحه اولQuantum Stratonovich Stochastic Calculus and the Quantum Wong-Zakai Theorem
We introduce the Stratonovich version of quantum stochastic calculus including integrals with respect to emission (creation), absorption (annihilation) and scattering (conservation) processes. The calculus allows us to consider the limit of regular open dynamical systems as a quantum Wong-Zakai approximation theorem. We introduce distinct definitions of Itô Dyson and Stratonovich Dyson time-ord...
متن کاملQuantum Stratonovich Calculus and the Quantum Wong-Zakai Theorem
We extend the Itō-to-Stratonovich analysis or quantum stochastic differential equations, introduced by Gardiner and Collett for emission (creation), absorption (annihilation) processes, to include scattering (conservation) processes. Working within the framework of quantum stochastic calculus, we define Stratonovich calculus as an algebraic modification of the Itō one and give conditions for th...
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ژورنال
عنوان ژورنال: New Journal of Physics
سال: 2014
ISSN: 1367-2630
DOI: 10.1088/1367-2630/16/5/055017