Related papers: Classical and stochastic L\"owner-Kufarev equation…
We survey the development of probability from 1900, starting with Bachelier's theory of speculation. Fisher information appears in the theory of estimation. We touch on Brownian motion, and the Wiener integral. The Ito calculus, and its…
Nelson's stochastic mechanics links quantum mechanics to an underlying Brownian motion with the identification $\hbar = m\sigma$. Ghose's interpolating equation introduces a continuous parameter $\lambda$ that suppresses the quantum…
We review in detail the Batalin-Vilkovisky formalism for Lagrangian field theories and its mathematical foundations with an emphasis on higher algebraic structures and classical field theories. In particular, we show how a field theory…
We propose a geometric approach to dynamical equations of physics, based on the idea of the Tulczyjew triple. We show the evolution of these concepts, starting with the roots lying in the variational calculus for statics, through Lagrangian…
This paper is devoted to the study of generalised time-fractional evolution equations involving Caputo type derivatives. Using analytical methods and probabilistic arguments we obtain well-posedness results and stochastic representations…
The L-fractional derivative is defined as a certain normalization of the well-known Caputo derivative, so alternative properties hold: smoothness and finite slope at the origin for the solution, velocity units for the vector field, and a…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…
The concept of time emerges as an ordering structure in a classical statistical ensemble. Probability distributions $p_\tau(t)$ at a given time $t$ obtain by integrating out the past and future. We discuss all-time probability distributions…
Gaussian processes and random fields have a long history, covering multiple approaches to representing spatial and spatio-temporal dependence structures, such as covariance functions, spectral representations, reproducing kernel Hilbert…
The Rusk-Skinner formalism was developed in order to give a geometrical unified formalism for describing mechanical systems. It incorporates all the characteristics of Lagrangian and Hamiltonian descriptions of these systems (including…
We examine the logical structure of the emergence of classical stochasticity for a quantum system governed by a Pauli-type master equation. It is well-known that while such equations describe the evolution of probabilities, they do not…
In this paper, we review some results over the last 10-15 years on elliptic and parabolic equations with discontinuous coefficients. We begin with an approach given by N. V. Krylov to parabolic equations in the whole space with VMO$_x$…
Stochastic differential equations and the associated partial differential equations are the cornerstone formalism in stochastic control problems. The universality of bilinear stochastic systems can be found in autonomous systems, non-linear…
Motivated by the probabilistic methods for nonlinear differential equations introduced by McKean (1975) for the Kolmogorov-Petrovski-Piskunov (KPP) equation, and by Le Jan and Sznitman (1997) for the incompressible Navier-Stokes equations,…
The purpose of the present paper is to discuss the time dependent Schr\"odinger equation on a metric graph with time-dependent edge lengths, and the proper way to pose the problem so that the corresponding time evolution is unitary. We show…
We outline a relationship between conformal field theories and spectral problems of ordinary differential equations, and discuss its generalisation to models related to classical Lie algebras.
We propose to formulate a theory for Classical Stochastic Gravity for certain applications in Astrophysics and Cosmology.This involves the Langevin approach in curved spacetime, which is introduced here, in the form of a classical…
A quantum field theory is described which is a supersymmetric classical model. -- Supersymmetry generators of the system are used to split its Liouville operator into two contributions, with positive and negative spectrum, respectively. The…
We show how a large family of master equations, describing quantum Brownian motion of a harmonic oscillator with translationally invariant damping, can be derived within a phenomenological approach, based on the assumption that an…
The quantization rules recently proposed by M. Navarro (and independently I.V. Kanatchikov) for a finite-dimensional formulation of quantum field theory are applied to the Klein-Gordon and the Dirac fields to obtain the quantum equations of…