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

被引：0
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作者：
Vassili N. Kolokoltsov
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来源：
Potential Analysis | 1997年 / 7卷
关键词：
Brownian motion; stochastic equation; quantum filtering.;
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摘要：
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.
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页码：759 / 764
页数：5
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