Related papers: The method of decoupling fields generalized to hig…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…
In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson point process, and when the solution is forced to stay in a…
We study the simplest terms that need to be included in active field theories to couple them to external potentials. To do so, we consider active Brownian particles and implement a systematic perturbative expansion in the particle…
In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to…
We study the large distance behavior of a steady distribution of two Brownian particles under external driving in a two-dimensional space. Employing a method of perturbative system reduction, we analyze a Fokker-Planck equation that…
Inspired by the works of \cite{baz2} and \cite{kian}, this study develops an abstract framework for analyzing differential equations with space-dependent fractional time derivatives and bounded operators. Within this framework, we establish…
The 2+1+1 decomposition of space-time is useful in monitoring the temporal evolution of gravitational perturbations/waves in space-times with a spatial direction singled-out by symmetries. Such an approach based on a perpendicular double…
We study the discrete-time approximation for solutions of quadratic forward back- ward stochastic differential equations (FBSDEs) driven by a Brownian motion and a jump process which could be dependent. Assuming that the generator has a…
A framework to systematically decouple high order elliptic equations into combination of Poisson-type and Stokes-type equations is developed. The key is to systematically construct the underling commutative diagrams involving the complexes…
We provide a higher dimensional extension of the gravitational decoupling method. This extended method allows to obtain new analytic and well behaved solutions that could be associated to higher dimensional stellar distributions.…
This paper investigates disentanglement as a result of evolution according to a class of master equations which include dissipation and interparticle interactions. Generalizing an earlier result of Di\'{o}si, the time taken for complete…
We study linear backward stochastic partial differential equations of parabolic type with special boundary condition that connect the terminal value of the solution with a functional over the entire past solution. Uniqueness, solvability…
We present a simple and systematic procedure to determine the effective dynamics of a Brownian particle coupled to a rapidly fluctuating correlated medium, modeled as a scalar Gaussian field, under spatial confinement. The method allows us,…
For degenerate stochastic differential equations driven by fractional Brownian motions with Hurst parameter $H>1/2$, the derivative formulas are established by using Malliavin calculus and coupling method, respectively. Furthermore, we find…
We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…
The equation describing the stochastic motion of a classical particle in 1+1-dimensional space-time is connected to the Dirac equation with external gauge fields. The effects of assigning different turning probabilities to the forward and…
In this review we deal with open (dissipative and stochastic) quantum systems within the Bohmian mechanics framework which has the advantage to provide a clear picture of quantum phenomena in terms of trajectories, originally in…
We review a perturbative approach to deal with Lagrangians with higher or infinite order time derivatives. It enables us to construct a consistent Poisson structure and Hamiltonian with only first time derivatives order by order in…
We study singularity confinement phenomena in examples of delay-differential Painlev\'e equations, which involve shifts and derivatives with respect to a single independent variable. We propose a geometric interpretation of our results in…