A NOTE ON THE LONG-TIME ASYMPTOTICS OF THE BROWNIAN-MOTION WITH APPLICATION TO THE THEORY OF QUANTUM MEASUREMENT

Authors
KOLOKOLTSOV VN
Citation
Vn. Kolokoltsov, A NOTE ON THE LONG-TIME ASYMPTOTICS OF THE BROWNIAN-MOTION WITH APPLICATION TO THE THEORY OF QUANTUM MEASUREMENT, Potential analysis, 7(4), 1997, pp. 759-764
Citations number
8
Categorie Soggetti
Mathematics, Pure",Mathematics
Journal title
Potential analysis → ACNP
ISSN journal
09262601
Volume
7
Issue
4
Year of publication
1997
Pages
759 - 764
Database
ISI
SICI code
0926-2601(1997)7:4<759:ANOTLA>2.0.ZU;2-R
Abstract
Estimates of growth of the standard d-dimensional Brownian motion W(t) and its integral V(t) = integral(0)(t) W(s) ds are obtained as t --> infinity, and an application is discussed to the long time asymptotics of the solutions of the nonlinear stochastic equation of the quantum filtering theory.