Converging multistep schemes for weak solutions of quantum stochastic differential equations

DOI10.1080/07362990008809684zbMath0964.60070OpenAlexW2076589002MaRDI QIDQ4495499

Ezekiel O. Ayoola

Publication date: 8 July 2001

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362990008809684

zbMATH Keywords

numerical methodsquantum stochastic differential equationsmultistep schemes

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Quantum stochastic calculus (81S25) Stochastic integral equations (60H20) Probabilistic methods, stochastic differential equations (65Cxx)

Related Items (7)

Existence and stability results for strong solutions of lipschitzian quantum stochastic differential equations ⋮ On computational procedures for weak solutions of quantum stochastic differential equations ⋮ Exponential Formula for the Reachable Sets of Quantum Stochastic Differential Inclusions ⋮ A Newton-Cotes method for quantum stochastic differential equations ⋮ CONSTRUCTION OF APPROXIMATE ATTAINABILITY SETS FOR LIPSCHITZIAN QUANTUM STOCHASTIC DIFFERENTIAL INCLUSIONS ⋮ LIPSCHITZIAN QUANTUM STOCHASTIC DIFFERENTIAL EQUATIONS AND THE ASSOCIATED KURZWEIL EQUATIONS ⋮ Further results on the existence, uniqueness and stability of strong solutions of quantum stochastic differential equations

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• Asymptotically Efficient Runge-Kutta Methods for a Class of Itô and Stratonovich Equations
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• The Itô-Clifford Integral II-Stochastic Differential Equations
• Quantum stochastic differential equations on *-bialgebras
• Unitary Quantum Stochastic Evolutions

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