Related papers: Basic properties of nonlinear stochastic Schr\"{o}…
In this paper, we focus on the mean-field backward stochastic differential equations (BSDEs) driven by a fractional Brownian motion with Hurst parameter H greater then 1/2. First, the existence and uniqueness of these equations are…
A model of correlated particles described by a generalized probability theory is suggested whose dynamics is subject to a non-linear version of Schr\"odinger equation. Such equations arise in many different contexts, most notably in the…
We derive a new time-dependent Schr\"odinger equation(TDSE) for quantum models with non-hermitian Hamiltonian. Within our theory, the TDSE is symmetric in the two Hilbert spaces spanned by the left and the right eigenstates, respectively.…
In this paper we deal with a nonlinear Schr\"{o}dinger equation with chaotic, random, and nonperiodic cubic nonlinearity. Our goal is to study the soliton evolution, with the strength of the nonlinearity perturbed in the space and time…
Linear dynamics restricted to invariant submanifolds generally gives rise to nonlinear dynamics. Submanifolds in the quantum framework may emerge for several reasons: one could be interested in specific properties possessed by a given…
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…
Ehrenfest, Born-Oppenheimer, Langevin and Smoluchowski dynamics are shown to be accurate approximations of time-independent Schr\"odinger observables for a molecular system avoiding caustics, in the limit of large ratio of nuclei and…
This paper introduces the Neural-Brownian Motion (NBM), a new class of stochastic processes for modeling dynamics under learned uncertainty. The NBM is defined axiomatically by replacing the classical martingale property with respect to…
In this paper, we consider a class of stochastic delay fractional evolution equations driven by fractional Brownian motion in a Hilbert space. Sufficient conditions for the existence and uniqueness of mild solutions are obtained. An…
We study the existence of a unique solution to semilinear fractional backward doubly stochastic differential equation driven by a Brownian motion and a fractional Brownian motion with Hurst parameter less than 1/2. Here the stochastic…
This paper is mainly concerned with a kind of fractional stochastic evolution equations driven by L\'evy noise in a bounded domain. We first state the well-posedness of the problem via iterative approximations and energy estimates. Then,…
Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
Starting from a many-body classical system governed by a trace-form entropy we derive, in the stochastic quantization picture, a family of non linear and non-Hermitian Schroedinger equations describing, in the mean filed approximation, a…
The article presents results on existence and uniqueness of mild solutions to a class of non linear neutral stochastic functional differential equations (NSFDEs) driven by Fractional Brownian motion in a Hilbert space with non-Lipschitzian…
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…
A physical experiment comprises along the time trajectory a start, a time evolution (duration), and an end, which is the measurement. In non relativistic quantum mechanics the start of the experiment is defined by the wave function at time…
We propose a piecewise deterministic Markovian jump process in Hilbert space such that the covariance matrix of this stochastic process solves the thermodynamic quantum master equation. The proposed stochastic process is particularly simple…
An extension of the stochastic quantization scheme is proposed by adding nonlinear terms to the field equations. Our modification is motivated by the recently established theory of active Brownian motion. We discuss a way of promoting this…
The central limit theorem has been found to apply to random vectors in complex Hilbert space. This amounts to sufficient reason to study the complex valued Gaussian, looking for relevance to quantum mechanics. Here we show that the…
A stochastic model for nondemolition continuous measurement in a quantum system is given. It is shown that the posterior dynamics, including a continuous collapse of the wave function, is described by a nonlinear stochastic wave equation.…