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Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called Stochastic Schrodinger Equations, which are nonlinear stochastic differential equations driven by Poisson and Wiener processes. This paper is devoted to the study of the invariant measures of quantum trajectories. Particularly, we prove that the invariant measure is unique under an ergodicity condition on the mean time evolution, and a purification condition on the generator of the evolution. We further show that quantum trajectories converge in law exponentially fast towards this invariant measure. We illustrate our results with examples where we can derive explicit expressions for the invariant measure.
The macroscopic behavior of dissipative stochastic partial differential equations usually can be described by a finite dimensional system. This article proves that a macroscopic reduced model may be constructed for stochastic reaction-diffusion equat
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