Related papers: Conditional probabilities in multiplicative noise …
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
The continuous quantum measurement within the probability representation of quantum mechanics is discussed. The partial classical propagator of the symplectic tomogram associated to a particular measurement outcome is introduced, for which…
In a mathematical context in which one can multiply distributions the "`formal"' nonperturbative canonical Hamiltonian formalism in Quantum Field Theory makes sense mathematically, which can be understood a priori from the fact the so…
We consider the motion of a particle in a force field subjected to adiabatic, fluctuations of external origin. We do not put the restriction on the type of stochastic process that the noise is Gaussian. Based on a method developed earlier…
We prove the path-by-path well-posedness of stochastic porous media and fast diffusion equations driven by linear, multiplicative noise. As a consequence, we obtain the existence of a random dynamical system. This solves an open problem…
The transient behavior of an ecosystem with N random interacting species in the presence of a multiplicative noise is analyzed. The multiplicative noise mimics the interaction with the environment. We investigate different asymptotic…
We propose a phase-space path integral formulation of noncommutative quantum mechanics, and prove its equivalence to the operatorial formulation. As an illustration, the partition function of a noncommutative two-dimensional harmonic…
A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…
Existence and uniqueness of solutions to the stochastic heat equation with multiplicative spatial noise is studied. In the spirit of pathwise regularization by noise, we show that a perturbation by a sufficiently irregular continuous path…
We investigate variational methods for finding approximate solutions to the Fokker-Planck equation, especially in cases lacking detailed balance. These schemes fall into two classes: those in which a Hermitian operator is constructed from…
We present a perturbation approach to calculate the short-time propagator, or transition density, of the one-dimensional Fokker-Planck equation, to in principle arbitrary order in the time increment. Our approach preserves probability…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
The aim of the present paper is to provide necessary and sufficient conditions to maintain a stochastic coupled system, with porous media components and gradient-type noise in a prescribed set of constraints by using internal controls. This…
The purpose of the present paper consists in proposing and discussing a doubly probabilistic representation for a stochastic porous media equation in the whole space R^1 perturbed by a multiplicative coloured noise. For almost all random…
The dynamics of a weakly dissipative Hamiltonian system submitted to stochastic perturbations has been investigated by means of asymptotic methods. The probability of noise-induced separatrix crossing, which drastically changes the fate of…
We present a new path integral method to analyze stochastically perturbed ordinary differential equations with multiple time scales. The objective of this method is to derive from the original system a new stochastic differential equation…
One-dimensional problem for quantum harmonic oscillator with "regular+random" frequency subjected to the external "regular+random" force is considered. Averaged transition probabilities are found.
Quantum noise with exchange and tunneling is studied within time-dependent wave packets. A novel expression for the quantum noise of two identical particles injected simultaneously from opposite sides of a tunneling barrier is presented.…
We study the instabilities of a harmonic oscillator subject to additive and dichotomous multiplicative noise, focussing on the dependance of the instability threshold on the mass. For multiplicative noise in the damping, the instability…
We study parameter estimation problem for diagonalizable stochastic partial differential equations driven by a multiplicative fractional noise with any Hurst parameter $H\in(0,1)$. Two classes of estimators are investigated: traditional…