2024/06/13 by Kolokoltsov, Vassili N. · 1 citation
#60H15 #60K35 #81P15 #81Q05 #81Q93 #FOS: Mathematics #Probability (math.PR)
paper · doi:10.48550/arxiv.2406.08962
Stochastic Master equations or quantum filtering equations for mixed states are well known objects in quantum physics. Building a mathematically rigorous theory of these equations in infinite-dimensional spaces is a long standing open problem. The first objective of this paper is to give a solution to this problem under the assumption of bounded operators providing coupling with environment (or a measurement devise). Furthermore, recently the author built the theory of the law of large number limit for continuously observed interacting quantum particle systems leading to quantum mean-field games. These limits are described by certain nontrivial extensions of quantum stochastic master equations that can be looked at as infinite-dimensional operator-valued McKean-Vlasov diffusions. The second objective of this paper is to provide a well-posedness result for these new class of McKean-Vlasov diffusions.