Classical and quantum conditional statistical dynamics

Quantum and classical stochastic evolution equations are derived for the statistical state of a system subject to continuous observation of a position variable. In the classical case this results in a stochastic Fokker - Planck equation for the conditional state of the system conditioned on observation records. In the quantum case a stochastic master equation results, or a stochastic Schrödinger equation if the system starts in a pure state. In both cases the resulting equations are nonlinear. A simple modification of the model results in a linear stochastic Schrödinger equation which can also be interpreted as a conditional evolution equation for observations which give no information about the measured system but indicate the size of the random perturbations induced by the environment coupling.