A Note on the Long Time Asymptotics of the Brownian Motion with Application to the Theory of Quantum Measurement

Abstract Estimates of growth of the standard d-dimensional Brownian motion W(t) and its integral V(t) = ∫t0 W (s) ds are obtained, as t → ∞, and an application is discussed to the long time asymptotics of the solutions of the nonlinear stochastic equation of the quantum filtering theory.

Gespeichert in:
Autor*in:

Kolokoltsov, Vassili N. [verfasserIn]

Format:

Artikel

Sprache:

Englisch

Erschienen:

1997

Anmerkung:

© Kluwer Academic Publishers 1997

Übergeordnetes Werk:

Enthalten in: Potential analysis - Kluwer Academic Publishers, 1992, 7(1997), 4 vom: Dez., Seite 759-764

Übergeordnetes Werk:

volume:7 ; year:1997 ; number:4 ; month:12 ; pages:759-764

Links:

Volltext

DOI / URN:

10.1023/A:1017946519693

Katalog-ID:

OLC2046675185

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