We derive differential equations for the modified Feynman propagator and for
the density operator describing time-dependent measurements or histories
continuous in time. We obtain an exact series solution and discuss its
applications. Suppose the system is initially in a state with density operator
ρ(0) and the projection operator E(t)=U(t)EU†(t) is measured
continuously from t=0 to T, where E is a projector obeying Eρ(0)E=ρ(0) and U(t) a unitary operator obeying U(0)=1 and some smoothness
conditions in t. Then the probability of always finding E(t)=1 from t=0 to T is unity. Generically E(T)=E and the watched system is sure to
change its state, which is the anti-Zeno paradox noted by us recently. Our
results valid for projectors of arbitrary rank generalize those obtained by
Anandan and Aharonov for projectors of unit rank.Comment: 16 pages, latex; new material and references adde