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Quantum Open System Theory is nowadays a highly developed field which involves, on the mathematical side, many mathematical concepts such as operator theory, semigroups of operators on certain Banach spaces (algebras), classical and quantum stochastic differential equations. Inside Quantum Open System Theory there is the theory of quantum continual measurements: a quantum system is monitored with continuity in time. This is surely an open system because, apart from possible interactions with the external environment like a thermal bath, the system is interacting with the measuring apparatus. The typical field in which a theory of continual measurements is needed is quantum optics: when light emitted by some system is observed (by counting of photons - direct detection - or through some interference mechanism - heterodyne and homodyne detection) a continual measurement is performed.