Related papers: Beyond It\^o versus Stratonovich
This introduction surveys a renormalisation group perspective on log-Sobolev inequalities and related properties of stochastic dynamics. We also explain the relationship of this approach to related recent and less recent developments such…
The seek for a new universal formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general…
An improved method for driving a system into a desired distribution, for example, the Gibbs-Boltzmann distribution, is proposed, which makes use of an artificial relaxation process. The standard techniques for achieving the Gibbs-Boltzmann…
We introduce a new method, allowing to describe slowly time-dependent Langevin equations through the behaviour of individual paths. This approach yields considerably more information than the computation of the probability density. The main…
The basic purpose of this work was to suggest universal quantitative description of ergodic system intermediate bifurcation and obligatory conditions of this transition. Conditions for existence of phase state and first order phase…
A new Langevin equation with a field-dependent kernel is proposed to deal with bottomless systems within the framework of the stochastic quantization of Parisi and Wu. The corresponding Fokker-Planck equation is shown to be a diffusion-type…
We consider matrix-valued stochastic processes known as isotropic Brownian motions, and show that these can be solved exactly over complex fields. While these processes appear in a variety of questions in mathematical physics, our main…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
Understanding the behaviour of a quantum system coupled to its environment is of fundamental interest in the general field of quantum technologies. It also has important repercussions on foundational problems in physics, such as the process…
We present a model-based output-only method for identifying from time series the parameters governing the dynamics of stochastically forced oscillators. In this context, suitable models of the oscillator's damping and stiffness properties…
A covariant nature of the Langevin equation in Ito calculus is clarified in applying stochastic quantization method to U(N) and SU(N) lattice gauge theories. The stochastic process is expressed in a manifestly general coordinate covariant…
The stochastic--quantum correspondence reinterprets quantum dynamics as arising from an underlying stochastic process on a configuration space. We generalize the correspondence by lifting an arbitrary stochastic kernel $\Gamma$ in finite…
We present new point of view on the old problem, the Kramers problem. The passage from the Fokker-Planck equation to the Smoluchowski equation, including corrections to the Smoluchowski current, is treated through an asymptotic expansion of…
It is widely assumed that there exists a simple transformation from the It\^o interpretation to the one by Stratonovich and back for any stochastic differential equation of applied interest. While this transformation exists under suitable…
This work develops a rigorous mathematical formulation of proton transport by integrating both deterministic and stochastic perspectives. The deterministic framework is based on the Boltzmann-Fokker-Planck equation, formulated as an…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…
We present a general framework in which we can accurately describe the non-equilibrium dynamics of trapped atomic gases. This is achieved by deriving a single Fokker-Planck equation for the gas. In this way we are able to discuss not only…
Controlling the stochastic dynamics of biological populations is a challenge that arises across various biological contexts. However, these dynamics are inherently nonlinear and involve a discrete state space, i.e., the number of molecules,…
We consider the mean field Fokker-Planck equation subject to nonlinear no-flux boundary conditions, which necessarily arise when subjecting a system of Brownian particles interacting via a pair potential in a bounded domain. With the…
Coevolving and competing species or game-theoretic strategies exhibit rich and complex dynamics for which a general theoretical framework based on finite populations is still lacking. Recently, an explicit mean-field description in the form…