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We develop a fundamental framework for the quantum mechanics of stochastic systems (QMSS), showing that classical discrete stochastic processes emerge naturally as perturbations of the quantum harmonic oscillator (QHO). By constructing…
Interpreting the noise in a stochastic differential equation, in particular the It\^o versus Stratonovich dilemma, is a problem that has generated a lot of debate in the physical literature. In the last decades, a third interpretation of…
This paper is concerned with variational methods for nonlinear open quantum systems with Markovian dynamics governed by Hudson-Parthasarathy quantum stochastic differential equations. The latter are driven by quantum Wiener processes of the…
Stochastic perturbations of transport type are a common and widely accepted way of representing turbulent effects in fluid dynamics models. In many known examples, it even leads to improved solution theory, a phenomenon known as…
We study stochastic differential equations (SDEs) whose drift and diffusion coefficients are path-dependent and controlled. We construct a value process on the canonical path space, considered simultaneously under a family of singular…
We study the approximation of SPDEs on the whole real line near a change of stability via modulation or amplitude equations, which acts as a replacement for the lack of random invariant manifolds on extended domains. Due to the…
We study the convergence of a Zakharov system driven by a time white noise, colored in space, to a multiplicative stochastic nonlinear Schr{\"o}dinger equation, as the ion-sound speed tends to infinity. In the absence of noise, the…
A stochastic approach to the quantum dynamics randomly modulated in time by a discrete state non-Markovian noise, which possesses an arbitrary non-exponential distribution of the residence times, is developed. The formally exact expression…
This is the first of a two-part paper which determines necessary and sufficient conditions on the asymptotic behaviour of forcing functions so that the solutions of additively pertubed linear differential equations obey certain growth or…
We propose a stochastic representation for a simple class of transport PDEs based on Ito representations. We detail an algorithm using an estimator stemming for the representation that, unlike regularization by noise estimators, is…
We investigate the properties of the Wick square of Gaussian white noises through a new method to perform non linear operations on Hida distributions. This method lays in between the Wick product interpretation and the usual definition of…
This article introduces and analyzes a new explicit, easily implementable, and full discrete accelerated exponential Euler-type approximation scheme for additive space-time white noise driven stochastic partial differential equations…
Quantum systems of interest are typically coupled to several quantum channels (more generally environments). In this paper, we develop an exact stochastic Schr\"{o}dinger equation for an open quantum system coupled to a hybrid environment…
The identification of the governing equations of chaotic dynamical systems from data has recently emerged as a hot topic. While the seminal work by Brunton et al. reported proof-of-concepts for idealized observation setting for…
We investigate the dynamics of a quantum system coupled linearly to Gaussian white noise using functional methods. By performing the integration over the noisy field in the evolution operator, we get an equivalent non-Hermitian Hamiltonian,…
In this work we study a stochastic version of the Friedmann acceleration equation. This model has been proposed in the cosmology literature as a possible explanation of the uncertainty found in the experimental quantification of the Hubble…
The introduction of nonlinearities in the Schr\"odinger equation has been considered in the literature as an effective manner to describe the action of external environments or mean fields. Here, in particular, we explore the nonlinear…
This paper derives stochastic partial differential equations (SPDEs) for fluid dynamics from a stochastic variational principle (SVP). The Legendre transform of the Lagrangian formulation of these SPDEs yields their Lie-Poisson Hamiltonian…
We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…
The limiting stability of invariant probability measures of time homogeneous transition semigroups for autonomous stochastic systems has been extensively discussed in the literature. In this paper we initially initiate a program to study…