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200 papers

We apply the open systems concept and the influence functional formalism introduced in Paper I to establish a stochastic theory of relativistic moving spinless particles in a quantum scalar field. The stochastic regime resting between the…

Quantum Physics · Physics 2014-11-18 Philip R. Johnson , B. L. Hu

A stochastic hybrid system, also known as a switching diffusion, is a continuous-time Markov process with state space consisting of discrete and continuous parts. We consider parametric estimation of theQmatrix for the discrete state…

Probability · Mathematics 2020-10-14 Masaaki Fukasawa

In this work, we establish a direct connection between generative diffusion models (DMs) and stochastic quantization (SQ). The DM is realized by approximating the reversal of a stochastic process dictated by the Langevin equation,…

High Energy Physics - Lattice · Physics 2024-05-10 Lingxiao Wang , Gert Aarts , Kai Zhou

"Quantum trajectories" are solutions of stochastic differential equations of non-usual type. Such equations are called "Belavkin" or "Stochastic Schr\"odinger Equations" and describe random phenomena in continuous measurement theory of Open…

Probability · Mathematics 2015-05-13 Clement Pellegrini

In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…

Probability · Mathematics 2025-08-05 Grigorios A. Pavliotis , Andrea Zanoni

We demonstrate the relevance of complex Gaussian stochastic processes to the stochastic state vector description of non-Markovian open quantum systems. These processes express the general Feynman-Vernon path integral propagator for open…

Quantum Physics · Physics 2009-10-30 Walter T. Strunz

We propose a formalism to analyze discrete stochastic processes with finite-state-level N. By using an (N+1)-dimensional representation of su(2) Lie algebra, we re-express the master equation to a time-evolution equation for the state…

Statistical Mechanics · Physics 2015-10-27 Takashi Arai

We show that non-relativistic Quantum Mechanics can be faithfully represented in terms of a classical diffusion process endowed with a gauge symmetry of group Z_4. The representation is based on a quantization condition for the realized…

Probability · Mathematics 2007-11-23 Claudio Albanese

Identification of nonlinear dynamical systems is crucial across various fields, facilitating tasks such as control, prediction, optimization, and fault detection. Many applications require methods capable of handling complex systems while…

Machine Learning · Statistics 2024-11-05 Luc Brogat-Motte , Riccardo Bonalli , Alessandro Rudi

This book covers a wide range of problems involving the applications of stochastic processes, stochastic calculus, large deviation theory, group representation theory and quantum statistics to diverse fields in dynamical systems,…

Mathematical Physics · Physics 2021-08-13 Harish Parthasarathy

Here it is shown that the unitary dynamics of a quantum object may be obtained as the conditional expectation of a counting process of object-clock interactions. Such a stochastic process arises from the quantization of the clock, and this…

Mathematical Physics · Physics 2012-06-19 Matthew F. Brown

We present the systematic formalism to derive the path-integral formulation for the hard-core particle systems far from equilibrium. Writing the master equation for a stochastic process of the system in terms of the annihilation and…

Statistical Mechanics · Physics 2009-10-31 Su-Chan Park , Doochul Kim , Jeong-Man Park

We present a stochastic theory of charges moving in an electromagnetic field using nonequilibrium quantum field theory. We give a first principles' derivation of the Abraham-Lorentz-Dirac-Langevin equation which depicts the quantum…

Quantum Physics · Physics 2007-05-23 Philip R. Johnson , B. L. Hu

The ensemble-averaged dynamics of open quantum systems are typically irreversible. We show that this irreversibility need not hold at the level of individually monitored quantum trajectories. Our main results are analytical stochastic…

Quantum Physics · Physics 2025-12-23 Einar Gabbassov

We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…

Quantum Physics · Physics 2026-03-03 Antonio Camurati , Felipe Sobrero , Bruno Suassuna , Pedro V. Paraguassú

Starting from a generalization of the quantum trajectory theory (based on the stochastic Schr\"odinger equation - SSE), non-Markovian models of quantum dynamics are derived. In order to describe non-Markovian effects, the approach used in…

Quantum Physics · Physics 2012-12-27 A. Barchielli , C. Pellegrini , F. Petruccione

A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…

Quantum Physics · Physics 2022-03-18 A. Vourdas

Some intriging connections between the properties of nonlinear noise driven systems and the nonlinear dynamics of a particular set of Hamilton's equation are discussed. A large class of Fokker-Planck Equations, like the Schr\"odinger…

chao-dyn · Physics 2009-10-22 Mark M. Millonas

The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…

Dynamical Systems · Mathematics 2011-09-19 András Bátkai , Istvan Z. Kiss , Eszter Sikolya , Péter L. Simon

Path-wise observables--functionals of stochastic trajectories--are at the heart of time-average statistical mechanics and are central to thermodynamic inequalities such as uncertainty relations, speed limits, and correlation-bounds. They…

Statistical Mechanics · Physics 2026-04-21 Lars Torbjørn Stutzer , Cai Dieball , Aljaž Godec