Related papers: Gibbs measures with double stochastic integrals on…
We extend the formalism of the thermodynamic two-time Green's functions to nonextensive quantum statistical mechanics. Working in the optimal Lagrangian multipliers representation, the $q$-spectral properties and the methods for a direct…
We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected to the presence of a gravitational acceleration term…
We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…
The nonequilibrium thermodynamics feature of a Brownian motor operating between two different heat baths is explored as a function of time $t$. Using the Gibbs entropy and Schnakenberg microscopic stochastic approach, we find exact closed…
Let $B=(B_1(t),\ldots,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $\alpha<1/4$. Defining properly iterated integrals of $B$ is a difficult task because of the low H\"older regularity index of its paths. Yet…
We study the probability distribution of the value of geometric Brownian motion at the stochastic observation time. It is known that the exponentially distributed observation time yields the distribution called the double Pareto…
We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
By employing the full counting statistics formalism, we characterize the first moment of energy that is exchanged during a generally non-Markovian evolution in non-driven continuous variables systems. In particular, we focus on the…
An interpretation of quantum mechanics is proposed which augments the stochastic pilot-wave model, introduced by Nelson [E. Nelson, Phys. Rev., 150, 1079 (1966)], with a dual guidance condition. Namely, in addition to the stochastic…
We investigate measures of non-Markovianity in open quantum systems governed by Gaussian free fermionic dynamics. Standard indicators of non-Markovian behavior, such as the BLP and LFS measures, are revisited in this context. We show that…
Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…
We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…
Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…
We consider irreversible translation-invariant interacting particle systems on the $d$-dimensional cubic lattice with finite local state space, which admit at least one Gibbs measure as a time-stationary measure. Under some mild degeneracy…
Non-equilibrium steady states are subject to intense investigations but still poorly understood. For instance, the derivation of Fourier law in Hamiltonian systems is a problem that still poses several obstacles. In order to investigate…