it is known that a stochastic dierential equation (sde) induces two probabilisticobjects, namely a diusion process and a stochastic ow. while the diusion process isdetermined by the innitesimal mean and variance given by the coecients of the sde,this is not the case for the stochastic ow induced by the sde. in order to characterize thestochastic ow uniquely the innitesimal covariance give...

The general idea of a stochastic gauge representation is introduced and compared with more traditional phase-space expansions, like the Wigner expansion. Stochastic gauges can be used to obtain an infinite class of positive-definite stochastic time-evolution equations, equivalent to master equations, for many systems including quantum time evolution. The method is illustrated with a variety of ...

We derive the stochastic master equations which describe the evolution of open quantum systems in contact with a heat bath and undergoing indirect measurements. These equations are obtained as a limit of a quantum repeated measurement model where we consider a small system in contact with an infinite chain at positive temperature. At zero temperature it is well-known that one obtains stochastic...

Some new Lyapunov-type theorems for stochastic differential equations of neutral type are proved. It is shown that these theorems simplify an application of Kolmanovskii and Shaikhet's general method of Lyapunov functionals construction for stability investigation of different mathematical models.

A characterisation of the stochastic bounded generators of quantum irreversible Master equations is given. This suggests the general form of quantum stochastic evolution with respect to the Poisson (jumps), Wiener (diffusion) or general Quantum Noise. The corresponding irreversible Heisen-berg evolution in terms of stochastic completely positive (CP) maps is found and the general form of the st...

One proves here the backward uniqueness of solutions to stochastic semilinear parabolic equations and also for the tamed Navier–Stokes equations driven by linearly multiplicative Gaussian noises. Applications to approximate controllability of nonlinear stochastic parabolic equations with initial controllers are given. The method of proof relies on the logarithmic convexity property known to hol...

Quantum trajectories” are solutions of stochastic differential equations of nonusual type. Such equations are called “Belavkin” or “Stochastic Schrödinger Equations” and describe random phenomena in continuous measurement theory of Open Quantum System. Many recent investigations deal with the control theory in such model. In this article, stochastic models are mathematically and physically just...

This paper proposes a novel computationally efficient dynamic bi-orthogonality based approach for calibration of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on a decomposition of the solution into mean and a random field using a generic Karhunnen-Loeve expansion. The random field is represented as a convolution of separable...