This course-based monograph introduces the reader to the theory of continuous measurements in quantum mechanics and provides some benchmark applications.

The approach chosen, quantum trajectory theory, is based on the stochastic Schrodinger and master equations, which determine the evolution of the a-posteriori state of a continuously observed quantum system and give the distribution of the measurement output. The present introduction is restricted to finite-dimensional quantum systems and diffusive outputs. Two appendices introduce the tools of probability theory and quantum...