Stochastic spikes and Poisson Approximation of one-dimensional stochastic differential equations with applications to continuously measured Quantum Systems
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🧮 math-ph
math.MPmath.PR
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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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