Pathwise solution of a class of quantum filtering equations

Abstract

The purpose of this paper is to apply Clark's pathwise reformulation of the equations of nonlinear filtering to a class of filtering equations that arise in quantum physics. Specifically, we consider a class of stochastic master equations driven by white noise. We also derive dark's robust approximation and illustrate the ideas applying them to an imperfectly observed two-level atom continuously monitored by homodyne photodetection. Show more