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We discuss the random motion of charged test particles driven by quantum electromagnetic fluctuations at finite temperature in both the unbounded flat space and flat spacetime with a reflecting boundary and calculate the mean squared…
The celebrated Einstein relation between the diffusion coefficient $D$ and the drift velocity $v$ is violated in non-equilibrium circumstances. We analyze how this violation emerges for the simplest example of a Brownian motion on a…
We derive the generalized Markovian description for the non-equilibrium Brownian motion of a heated particle in a simple solvent with a temperature-dependent viscosity. Our analytical results for the generalized fluctuation-dissipation and…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We identify the effective theory describing inflationary super-Hubble scales and show it to be a special case of effective field theories appropriate to open systems. Open systems allow information to be exchanged between the degrees of…
This paper deals with the well posedness of an integrodifferential equation that describes a vortex filament associated to a 3D turbulent fluid flow. This equation is driven by a fractional Brownian motion of Hurst parameter H>1/2. We prove…
We introduce a class of stochastic weakly coupled map lattices, as models for studying heat conduction in solids. Each particle on the lattice evolves according to an internal dynamics that depends on its energy, and exchanges energy with…
Condensation of fluctuations is an interesting phenomenon conceptually distinct from condensation on average. One stricking feature is that, contrary to what happens on average, condensation of fluctuations may occurr even in the absence of…
Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…
Recent results on the stationary state Fluctuation Theorems for work and heat fluctuations of Langevin systems are presented. The relevance of finite time corrections in understanding experimental and simulation results is explained in the…
A stochastic dynamics has a natural decomposition into a drift capturing mean rate of change and a martingale increment capturing randomness. They are two statistically uncorrelated, but not necessarily independent mechanisms contributing…
We consider n non-intersecting Brownian motion paths with p prescribed starting positions at time t=0 and q prescribed ending positions at time t=1. The positions of the paths at any intermediate time are a determinantal point process,…
We compute the growth fluctuations in equilibrium of a wide class of deposition models. These models also serve as general frame to several nearest-neighbor particle jump processes, e.g. the simple exclusion or the zero range process, where…
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative noise component $\sigma$. When…
We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…
We study the energy current and its fluctuations in quantum gapless 1d systems far from equilibrium modeled by conformal field theory, where two separated halves are prepared at distinct temperatures and glued together at a point contact.…
We investigate the stationary nonequilibrium states of a quasi one-dimensional system of heavy particles whose interaction is mediated by purely elastic collisions with light particles, in contact at the boundary with two heat baths with…
This article is concerned with stochastic differential equations driven by a $d$ dimensional fractional Brownian motion with Hurst parameter $H>1/4$, understood in the rough paths sense. Whenever the coefficients of the equation satisfy a…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
The Einstein relation, relating the steady state fluctuation properties to the linear response to a perturbation, is considered for steady states of stochastic models with a finite state space. We show how an Einstein relation always holds…