Geodesic
Quantum diffusion, measurement and filtering.~I
Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 742-757

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A brief presentation is given of the basic concepts in quantum probability theory in analogy to the classical ones, as well as the necessary information about noncommutative stochastic integration and its explicit representation in the Fock space. Algebraic differential relations that define quantum diffusion motion with nondemolition observation are derived. In the Markov case we obtain the stochastic equation of quantum diffusion filtering which is analogous to the Zakai equation of classical nonlinear filtering. A quantum linear stochastic model with continuous observation is given for which this equation is reduced to a linear stochastic quantum filtering equation of Kalman–Busi type and to the operator Riccati equation. We also consider an example of observing the coordinate of a free quantum particle, for which the solution of a stationary quantum filtering problem is obtained.
Keywords: a noncommutative stochastic calculus, continuous nondemolition measurement and quantum stochastic filtering.
Mots-clés : quantum diffusion processes 
@article{TVP_1993_38_4_a1,
     author = {V. P. Belavkin},
     title = {Quantum diffusion, measurement and {filtering.~I}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {742--757},
     publisher = {mathdoc},
     volume = {38},
     number = {4},
     year = {1993},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a1/}
}
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V. P. Belavkin. Quantum diffusion, measurement and filtering.~I. Teoriâ veroâtnostej i ee primeneniâ, Tome 38 (1993) no. 4, pp. 742-757. http://geodesic.mathdoc.fr/item/TVP_1993_38_4_a1/