The Annals of Applied Probability, Vol. 25, No. 4 (August 2015), pp. 2301-2338 (38 pages) We propose a new probabilistic numerical scheme for fully nonlinear equation of Hamilton–Jacobi–Bellman (HJB) ...

“When modeling the effects of noise on quantum circuits, one often makes the assumption that these effects can be accounted for by individual decoherence events following an otherwise noise-free gate.

We shall consider a discrete time version of Vasicek (1977) model with continuous state space. Unlike traditional approaches, we regard that continuous time and states models are approximation to the ...