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arxiv: 1804.09501 · v1 · pith:B3YYXOR5new · submitted 2018-04-25 · 🧮 math-ph · math.MP· math.PR

Stochastic spikes and Poisson Approximation of one-dimensional stochastic differential equations with applications to continuously measured Quantum Systems

classification 🧮 math-ph math.MPmath.PR
keywords stochasticbb17citecontinuouslydifferentialequationsone-dimensionalpoisson
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Motivated by the recent contribution \cite{BB17} we study the scaling limit behavior of a class of one-dimensional stochastic differential equations which has a unique attracting point subject to a small additional repulsive perturbation. Problems of this type appear in the analysis of continuously monitored quantum systems. We extend the results of \cite{BB17} and prove a general result concerning the convergence to a homogeneous Poisson process using only classical probabilistic tools.

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