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This paper presents a novel approach to stochastic volatility (SV) modeling by utilizing nonparametric techniques that enhance our ability to capture the volatility of financial time series data, with a particular emphasis on the…
We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium…
We study the dynamics of a macroscopic superconducting qubit coupled to two independent non-stationary reservoirs by using time-dependent perturbation theory. We show that an equilibrium environment surpasses the coherent evolution of the…
Recent advances in quantum technologies and related experiments have created a need for highly accurate, versatile, and computationally efficient simulation techniques for the dynamics of open quantum systems. Long-lived correlation effects…
Manipulating the dynamics of open quantum systems is a crucial requirement for large-scale quantum computers. Finding ways to overcome or extend decoherence times is a challenging task. Already at the level of a single two-level atom, its…
We introduce a method of characterization of non-Markovianity using coherence of a system interacting with the environment. We show that under the allowed incoherent operations, monotonicity of a valid coherence measure is affected due to…
Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…
We investigate dynamics of Gaussian states of continuous variable systems under Gaussianity preserving channels. We introduce a hierarchy of such evolutions encompassing Markovian, weakly and strongly non-Markovian processes, and provide…
The information encoded into an open quantum system that evolves under a Markovian dynamics is always monotonically non-increasing. Nonetheless, for a given quantifier of the information contained in the system, it is in general not clear…
We study the large deviations of the time-integrated current for a self-propelled particle moving within a confined environment. The dynamics is modeled as a semi-Markovian process, where the transitions between a \textit{normal running…
Positive $C_0$-semigroups that occur in concrete applications are, more often than not, irreducible. Therefore a deep and extensive theory of irreducibility has been developed that includes characterizations, perturbation analysis, and…
Non-Markovian effects are important in modeling the behavior of open quantum systems arising in solid-state physics, quantum optics as well as in study of biological and chemical systems. The non-Markovian environment is often approximated…
The collective properties of small material systems considered as semidynamical systems revealing the Markov-type irreversible evolution, are investigated. It is shown that these material systems admit their treatment as thermodynamic…
The non-Markovia dynamics of quantum evolution plays an important role in open quantum sytem. However, how to quantify non-Markovian behavior and what can be obtained from non- Markovianity are still open questions, especially in complex…
This paper investigates contraction properties of switched dynamical systems for the case that all modes are non-contracting, thereby extending existing results that require at least one mode to be contracting. Leveraging the property that…
We investigate the smallest set of requirements for inducing non-Markovian dynamics in a collisional model of open quantum systems. This is done by introducing correlations in the state of the environment and analyzing the divisibility of…
Maps that are not completely positive (CP) are often useful to describe the dynamics of open systems. An apparent violation of complete positivity can occur because there are prior correlations of the principal system with the environment,…
We propose a setup of an open quantum system in which the environment can be tuned such that either Markovian or non-Markovian system dynamics can be achieved. The implementation uses ultracold Rydberg atoms, relying on their strong…
Populations interact non-linearly and are influenced by environmental fluctuations. In order to have realistic mathematical models, one needs to take into account that the environmental fluctuations are inherently stochastic. Often,…
Non-Markovian effects arising in open quantum systems evolution have been a subject of increasing interest over the past decade. One of the most appealing features of non-Markovianity (NM) is that it captures scenarios where loss of…