Related papers: Existence, uniqueness and approximation for stocha…
Stochastic approximation algorithm is a useful technique which has been exploited successfully in probability theory and statistics for a long time. The step sizes used in stochastic approximation are generally taken to be deterministic and…
This work deals with the one-dimensional Stefan problem with a general time-dependent boundary condition at the fixed boundary. Stochastic solutions are obtained using discrete random walks, and the results are compared with analytic…
In classical physics the joint probability of a number of individually rare independent events is given by the Poisson distribution. It describes, for example, unidirectional transfer of population between the densely and sparsely populated…
The Nelson stochastic mechanics is derived as a consequence of the basic physical principles such as the principle of relativity of observations and the invariance of the action quantum. The unitary group of quantum mechanics is represented…
We show among other things how knowing Schauder or Sobolev-space estimates for the one-dimensional heat equation allows one to derive their multidimensional analogs for equations with coefficients depending only on time variable with the…
The existing literature on stochastic simulation of chemical reaction networks has a tendency to move as quickly as possible to the abstract formulation of the stochastic dynamics in terms of probabilities based on the concept of the…
Stochastic models for quantum state reduction give rise to statistical laws that are in many respects in agreement with those of standard quantum measurement theory. Here we construct a counterexample involving a Hamiltonian with degenerate…
Any time-dependent solution of Schr\"{o}dinger equation may be always correlated to a solution of Hamilton equations or to a statistical combination of their solutions; only the set of corresponding solutions is somewhat smaller (due to…
We study a stochastic Hamiltonian system of $N$ particles with many particles interacting through a potential whose range is large in comparison with the typical distance between neighbouring particles. It is shown that the empirical…
We prove the existence and uniqueness of the complexified Nonlinear Poisson-Boltzmann Equation (nPBE) in a bounded domain in $\mathbb{R}^3$. The nPBE is a model equation in nonlinear electrostatics. The standard convex optimization argument…
We propose that the Schrodinger equation results from applying the classical wave equation to describe the physical system in which subatomic particles play random motion, thereby leading to quantum mechanics. The physical reality described…
The existence and uniqueness are proved for the global positive solution to the system of stochastic differential equations describing a two-species mutualism model disturbed by the white noise, the centered and non-centered Poisson noises.…
In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial differential equations (SPDEs) with non-globally monotone…
We give a partial answer to the question whether the Schrodinger equation can be derived from the Newtonian mechanics of a particle in a potential subject to a random force. We show that the fluctuations around the classical motion of a one…
The motion of a particle is studied in a random space-time. It is assumed that the velocity is small enough for the non-relativistic approximation to be valid. The randomness of the metric induces a diffusion in coordinate space. Hence it…
A stochastic differential equation with coefficients defined in a scale of Hilbert spaces is considered. The existence, uniqueness and path-continuity of infinite-time solutions is proved by an extension of the Ovsyannikov method. This…
English version of the abstract. We study path-wise uniqueness property of a class of stochastic differential equations with local time and sojourn time in the boundary. ----- French version of the abstract. Nous \'etudions l'unicit\'e…
A stochastic version of the Noether Theorem is derived for systems under the action of external random forces. The concept of moment generating functional is employed to describe the symmetry of the stochastic forces. The theorem is applied…
The reinterpretation of quantum mechanical formalism in terms of a classical model with a continuous material "$\Psi$-field" acting upon a point-like particle which is subjected to large friction and random forces is proposed. This model…
We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…