Raffaella Carbone

Backward Stochastic Differential Equations driven by càdlàg martingales

Backward stochastic differential equations (BSDEs) arise in many financial problems. Although there exists a growing number of papers considering general financial markets, the theory of BSDEs has been developed just in the Brownian setting. We consider BSDEs driven by an

Generic Quantum Markov Semigroups: the Gaussian Gauge Invariant Case

{\bf R}^d

Homogeneous Open Quantum Random Walks on a Lattice

-valued cadlag martingale and we study the properties of the solutions in the case of a, possibly nonuniform, Lipschitz generator.

On the asymptotic behavior of generic quantum Markov semigroups

We study a class of generic quantum Markov semigroups on the algebra of all bounded operators on a Hilbert space

Spectral properties of the two-photon absorption and emission process

{\mathsf{h}}

Environment induced decoherence for Markovian evolutions

arising from the stochastic limit of a discrete system with generic Hamiltonian HS, acting on

Spectral Properties of Circulant Quantum Markov Semigroups

{\mathsf{h}}