English
Related papers

Related papers: Existence, uniqueness and approximation for stocha…

200 papers

We investigate what can be concluded about a quantum system when sequential quantum measurements of its observable -- a prominent example of the so-called quantum stochastic process -- fulfill the Kolmogorov consistency condition and thus…

Quantum Physics · Physics 2024-07-02 Piotr Szańkowski , Łukasz Cywiński

We provide sufficient conditions on the coefficients of a stochastic functional differential equation with bounded memory driven by Brownian motion which guarantee existence and uniqueness of a maximal local and global strong solution for…

Probability · Mathematics 2009-11-20 Max-K. von Renesse , Michael Scheutzow

In this paper, we establish a result for existence and uniqueness of stochastic differential equations on Riemannian manifolds, for regular inhomogeneous tensor coefficients with stochastic drift, under geometrical hypothesis on the…

Probability · Mathematics 2025-05-07 Matthias Rakotomalala

In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL). The differential equation of this kind is motivated by the…

Probability · Mathematics 2015-04-14 Lihua Bai , Jin Ma

Stochastic partial differential equations driven by Poisson random measures (PRM) have been proposed as models for many different physical systems, where they are viewed as a refinement of a corresponding noiseless partial differential…

Probability · Mathematics 2012-09-25 Amarjit Budhiraja , Jiang Chen , Paul Dupuis

Quantum mechanics predicts correlation between spacelike separated events which is widely argued to violate the principle of Local Causality. By contrast, here we shall show that the Schr\"odinger equation with Born's statistical…

Quantum Physics · Physics 2014-04-07 Agung Budiyono

Motivated by studies of indirect measurements in quantum mechanics, we investigate stochastic differential equations with a fixed point subject to an additional infinitesimal repulsive perturbation. We conjecture, and prove for an important…

Mathematical Physics · Physics 2018-07-18 Michel Bauer , Denis Bernard

The paper studies a class of quantum stochastic differential equations, modeling an interaction of a system with its environment in the quantum noise approximation. The space representing quantum noise is the symmetric Fock space over…

Mathematical Physics · Physics 2022-04-05 Dustin Keys , Jan Wehr

The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…

Probability · Mathematics 2009-12-31 Alessandro De Gregorio

Stationary stochastic processes with independent increments, of which the Poisson process is a prominent example, are widely used to describe real world events. With the basic assumption that a counting process is stationary and has…

Probability · Mathematics 2018-11-20 Enzhi Li

We study strong existence and pathwise uniqueness for a class of infinite-dimensional singular stochastic differential equations (SDE), with state space as the cone $\{x \in \mathbb{R}^{\mathbb{N}}: -\infty < x_1 \leq x_2 \leq \cdots\}$,…

Probability · Mathematics 2025-01-15 Sayan Banerjee , Amarjit Budhiraja , Peter Rudzis

Recently, a self-contained trajectory-based formulation of non-relativistic quantum mechanics was developed [Ann. Phys. 315, 505 (2005); Chem. Phys. 370, 4 (2010); J. Chem. Phys. 136, 031102 (2012)], that makes no use of wavefunctions or…

Quantum Physics · Physics 2012-08-31 Bill Poirier

The Boltzmann-Nordheim equation is a modification of the Boltzmann equation, based on physical considerations, that describes the dynamics of the distribution of particles in a quantum gas composed of bosons or fermions. In this work we…

Mathematical Physics · Physics 2020-08-07 Marc Briant , Amit Einav

We provide existence and uniqueness of global (and local) mild solutions for a general class of semilinear stochastic partial differential equations driven by Wiener processes and Poisson random measures under local Lipschitz and linear…

Probability · Mathematics 2025-11-21 Stefan Tappe

We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of…

Probability · Mathematics 2007-05-23 Richard F. Bass , Krzysztof Burdzy

Quantum stochastic differential equations have been used to describe the dynamics of an atom interacting with the electromagnetic field via absorption/emission processes. Here, by using the full quantum stochastic Schroedinger equation…

Quantum Physics · Physics 2009-10-31 Alberto Barchielli , Giancarlo Lupieri

There are several theories or processes which may underlie quantum mechanics and make it deterministic. Some references are given in the main text. Any such theory, plus a number of reasonable assumptions, implies the existence of what I…

Quantum Physics · Physics 2023-04-10 L. S. Schulman

We present the stochastic Schroedinger equation for the dynamics of a quantum particle coupled to a high temperature environment and apply it the dynamics of a driven, damped, nonlinear quantum oscillator. Apart from an initial slip on the…

Quantum Physics · Physics 2009-10-31 Walter T. Strunz , Lajos Diosi , Nicolas Gisin , Ting Yu

We prove that Poisson measures are invariant under (random) intensity preserving transformations whose finite difference gradient satisfies a cyclic vanishing condition. The proof relies on moment identities of independent interest for…

Probability · Mathematics 2011-02-24 Nicolas Privault

The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…

Quantum Physics · Physics 2009-11-11 Alejandro Cabo-Bizet , Alejandro Cabo Montes de Oca