Stochastic Analysis and Applications

Existence and stability results for strong solutions of lipschitzian quantum stochastic differential equations

E. O. Ayoola

Published May 22, 2002• 2 citations

Abstract

We employ the Boson Fock space stochastic calculus of Hudson and Parthasarathy to establish the existence, uniqueness and stability of strong solutions of Lipschitzian quantum stochastic differential equations in a locally convex space by a method of successive approximations. It is further shown that our results generalize analogous results concerning classical stochastic differential equation to the present noncommutative quantum setting involving unbounded linear operators on a Hilbert space.

DOI: 10.1081/sap-120003434

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