Saved in:
Bibliographic Details
Main Authors: Jing, Guangdong, Wang, Penghui, Wang, Shan
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.15695
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866911817947676672
author Jing, Guangdong
Wang, Penghui
Wang, Shan
author_facet Jing, Guangdong
Wang, Penghui
Wang, Shan
contents The main purpose of this paper is to obtain the existence and uniqueness of $L^p$-solution to quantum stochastic differential equation driven by Fermion fields with nonlocal conditions in the case of non-Lipschitz coefficients for $p>2$. The key to our technique is to make use of the Burkholder-Gundy inequality given by Pisier and Xu and Minkowski-type inequality to iterate instead of the fixed point theorem commonly used for nonlocal problems. Moreover, we also obtain the self-adjointness of the $L^p$-solution which is important in the study of optimal control problems.
format Preprint
id arxiv_https___arxiv_org_abs_2403_15695
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle $L^p$-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients
Jing, Guangdong
Wang, Penghui
Wang, Shan
Probability
46L51, 47J25, 60H10, 81S25
The main purpose of this paper is to obtain the existence and uniqueness of $L^p$-solution to quantum stochastic differential equation driven by Fermion fields with nonlocal conditions in the case of non-Lipschitz coefficients for $p>2$. The key to our technique is to make use of the Burkholder-Gundy inequality given by Pisier and Xu and Minkowski-type inequality to iterate instead of the fixed point theorem commonly used for nonlocal problems. Moreover, we also obtain the self-adjointness of the $L^p$-solution which is important in the study of optimal control problems.
title $L^p$-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients
topic Probability
46L51, 47J25, 60H10, 81S25
url https://arxiv.org/abs/2403.15695