Related papers: Existence, uniqueness and approximation for stocha…
Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…
Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…
A stochastic representation for the solutions of the Poisson-Vlasov equation, with several charged species, is obtained. The representation involves both an exponential and a branching process and it provides an intuitive characterization…
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
A deterministic model with a large number of continuous and discrete degrees of freedom is described, and a statistical treatment is proposed. The model exactly obeys a Schrodinger equation, which has to be interpreted exactly according to…
We consider the equations of motion for an incompressible Non-Newtonian fluid in a bounded Lipschitz domain $G\subset\mathbb R^d$ during the time intervall $(0,T)$ together with a stochastic perturbation driven by a Brownian motion $W$. The…
We study a compound Poisson (random time-change) approximation for stochastic differential equations (SDEs) and stochastic Volterra equations whose coefficients may be merely measurable in time and may even exhibit integrable singularities.…
Theories of the measured homodyne current generated by a stochastic Schr\"odinger equation (SSE) can be tested in a simulation of the Einstein-Podolsky-Rosen (EPR) correlations for a two-mode squeezed state. We carry out such a simulation,…
We consider the stochastic ranking process with the jump times of the particles determined by Poisson random measures. We prove that the joint empirical distribution of scaled position and intensity measure converges almost surely in the…
The possibility that a classical space-time and quantum matter cohabit at the deepest level, i.e. the possibility of having a fundamental and not phenomenological semiclassical gravity, is often disregarded for lack of a good candidate…
The quantum jump approach, where pairs of state vectors follow Stochastic Schroedinger Equation (SSE) in order to treat the exact quantum dynamics of two interacting systems, is first described. In this work the non-uniqueness of such…
We investigate existence and uniqueness for the stochastic liquid crystal flow driven by colored noise on the two-dimensional torus. After giving a natural uniqueness criterion, we prove local solvability in $L^p$-based spaces, for every…
The stochastic Schr\"odinger equation, of classical or quantum type, allows to describe open quantum systems under measurement in continuous time. In this paper we review the link between these two descriptions and we study the properties…
It is shown that in the complex trajectory representation of quantum mechanics, the Born's Psi^{\star}\Psi probability density can be obtained from the imaginary part of the velocity field of particles on the real axis. Extending this…
Some recent experiments claim to show that any model in which a quantum state represents mere information about an underlying physical reality of the system must make predictions which contradict those of quantum theory. The present work…
The probabilistic description of the time evolution of a physical system can take two conceptually distinct forms: a trajectory of probabilities, which specifies how probabilities evolve over time, and a probability on trajectories, which…
We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$,…
It is argued that a realistic interpretation of quantum mechanics is possible and useful. Current interpretations, from Copenhagen to many worlds are critically revisited. The difficulties for intuitive models of quantum physics are pointed…
An exact uncertainty principle, formulated as the assumption that a classical ensemble is subject to random momentum fluctuations of a strength which is determined by and scales inversely with uncertainty in position, leads from the…
In this paper we study the effect of stochastic perturbations on a common type of moving boundary value PDE's which endorse Stefan boundary conditions, or Stefan problems, and show the existence and uniqueness of the solutions to a number…