Related papers: Functional integral approach for multiplicative st…
We introduce a general approach to traces that we consider as linear continuous functionals on some function space where we focus on some special choices for that space. This leads to an integral calculus for the computation of the precise…
A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two--component nonlinear Schr{"o}dinger equation (NLSE). On the basis of the ansatz of…
Stochastic line integrals provide a useful tool for quantitatively characterizing irreversibility and detailed balance violation in noise-driven dynamical systems. A particular realization is the stochastic area, recently studied in coupled…
Time warping function provides a mathematical representation to measure phase variability in functional data. Recent studies have developed various approaches to estimate optimal warping between functions and provide non-Euclidean models.…
We introduce a variational theory for processes adapted to the multi-dimensional Brownian motion filtration that provides a differential structure allowing to describe infinitesimal evolution of Wiener functionals at very small scales. The…
We introduce a quasiclassical Green function approach describing the unitary yet irreversible dynamics of quantum systems effectively acting as their own environment. Combining a variety of concepts of quantum many-body theory, notably the…
We explore a Markov model used in the analysis of gene expression, involving the bursty production of pre-mRNA, its conversion to mature mRNA, and its consequent degradation. We demonstrate that the integration used to compute the solution…
Functional equations (FE) arise quite naturally in the analysis of stochastic systems of different kinds : queueing and telecommunication networks, random walks, enumeration of planar lattice walks, etc. Frequently, the object is to…
Partition functions of some two-dimensional statistical models can be represented by means of Grassmann integrals over loops living on two-dimensional torus. It is shown that those Grassmann integrals are topological invariants, which…
We construct $P(phi)_1$-processes indexed by the full time-line, separately derived from the functional integral representations of the relativistic and non-relativistic Nelson models in quantum field theory. These two cases differ…
We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…
Bioprocess mechanistic modeling is essential for advancing intelligent digital twin representation of biomanufacturing, yet challenges persist due to complex intracellular regulation, stochastic system behavior, and limited experimental…
We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…
We review some of the techniques used to study the dynamics of disordered systems subject to both quenched and fast (thermal) noise. Starting from the Martin-Siggia-Rose path integral formalism for a single variable stochastic dynamics, we…
We propose a new formalism for quantum field theory which is neither based on functional integrals, nor on Feynman graphs, but on marked trees. This formalism is constructive, i.e. it computes correlation functions through convergent rather…
Superstatistics and Tsallis statistics in statistical mechanics is given an interpretation in terms of Bayesian statistical analysis. Subsequently superstatistics is extended by replacing each component of the conditional and marginal…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
It has been known for some time that the Green's function of a planar domain can be defined in terms of the exit time of Brownian motion, and this definition has been extended to stopping times more general than exit times. In this paper,…
We provide a version of the stochastic Fubini's theorem which does not depend on the particular stochastic integrator chosen as far as the stochastic integration is built as a continuous linear operator from an $L^p$ space of Banach…
We introduce the method of stochastic lists to deal with a multi-variable positive function, defined by a self-consistent equation, typical for certain problems in physics and mathematics. In this approach, the function's properties are…