On jump-diffusion processes with regime switching: martingale approach

We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these processes by means of the relative entropy. The minimal entropy approach is also developed. It is shown that in contrast to the case of L\'evy processes, for this model an Esscher transformation does not produce the minimal relative entropy.Comment: 23 pages, 2 figure

Correlations within the Non-Equilibrium Green's Function Method

Non-equilibrium Green's Function (NGF) method is a powerful tool for studying the evolution of quantum many-body systems. Different types of correlations can be systematically incorporated within the formalism. The time evolution of the single-particle Green's functions is described in terms of the Kadanoff-Baym equations. The current work initially focuses on introducing the correlations within infinite nuclear matter in one dimension and then in a finite system in the NGF approach. Starting from the harmonic oscillator Hamiltonian, by switching on adiabatically the mean-field and correlations simultaneously, a correlated state with ground-state characteristics is arrived at within the NGF method. Furthermore the use of cooling to for improving the adiabatic switching is explored.Comment: Contribution to Proc. 5th Conference on Nuclei and Mesoscopic Physics, E Lansing, 6-10 March 2017; 9 pages, 8 figure

Quantum properties of the codirectional three-mode Kerr nonlinear coupler

We investigate the quantum properties for the codirectional three-mode Kerr nonlinear coupler. We investigate single-, two- and three-mode quadrature squeezing, Wigner function and purity. We prove that this device can provide richer nonclassical effects than those produced by the conventional coupler, i.e. the two-mode Kerr coupler. We show that it can provide squeezing and the quadrature squeezing exhibiting leaf-revival-collapse phenomenon in dependence on the values of the interaction parameters. In contrast to the conventional Kerr coupler two different forms of cat states can be simultaneously generated in the waveguides. We deduce conditions required for the complete disentanglement between the components of the system.Comment: 23 pages, 6 figure