The Annals of Probability, Vol. 41, No. 3, B (May 2013), pp. 1978-2012 (35 pages) Applying probabilistic techniques we study regularity properties of quantum master equations (QMEs) in the Lindblad ...
VISCOSITY SOLUTIONS TO PARABOLIC MASTER EQUATIONS AND MCKEAN–VLASOV SDES WITH CLOSED-LOOP CONTROLS
The master equation is a type of PDE whose state variable involves the distribution of certain underlying state process. It is a powerful tool for studying the limit behavior of large interacting ...
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