2 papers
math.ST2026
Parameter Estimation for Diffusive Stochastic Master Equations in Continuously Observed Quantum Systems
Mitsuki Kobayashi, Shohei Nakajima
Continuous measurement of quantum systems gives rise to stochastic dynamics of the conditional quantum state, described by diffusive stochastic master equations. In this paper, we…
math.ST2025
Maximum likelihood estimation of mean functions for Gaussian processes under small noise asymptotics
Mitsuki Kobayashi, Yuto Nishiwaki, Yasutaka Shimizu +1
Maximum likelihood estimators for time-dependent mean functions within Gaussian processes are provided in the context of continuous observations. We find the widest possible class…