Related papers: Stochastic path integrals can be derived like quan…
We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…
Many cellular behaviors are regulated by gene regulation networks, kinetics of which is one of the main subjects in the study of systems biology. Because of the low number molecules in these reacting systems, stochastic effects are…
We derive a stochastic path integral representation of counting statistics in semi-classical systems. The formalism is introduced on the simple case of a single chaotic cavity with two quantum point contacts, and then further generalized to…
A new idea for the quantization of dynamic systems, as well as space time itself, using a stochastic metric is proposed. The quantum mechanics of a mass point is constructed on a space time manifold using a stochastic metric. A stochastic…
An approach for the description of stochastic systems is derived. Some of the variables in the system are studied forward in time, others backward in time. The approach is based on a perturbation expansion in the strength of the coupling…
We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the…
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…
We present a path integral formulation of 't Hooft's derivation of quantum from classical physics. Our approach is based on two concepts: Faddeev-Jackiw's treatment of constrained systems and Gozzi's path integral formulation of classical…
An analysis of classical mechanics in a complex extension of phase space shows that a particle in such a space can behave in a way redolant of quantum mechanics; additional degrees of freedom permit 'tunnelling' without recourse to…
The longstanding question of how stochastic behaviour arises from deterministic Hamiltonian dynamics is of great importance, and any truly holistic theory must be capable of describing this transition. In this review, we introduce the…
The paper studies stochastic integration with respect to Gaussian processes and fields. It is more convenient to work with a field than a process: by definition, a field is a collection of stochastic integrals for a class of deterministic…
This brief article gives an overview of quantum mechanics as a {\em quantum probability theory}. It begins with a review of the basic operator-algebraic elements that connect probability theory with quantum probability theory. Then quantum…
The stochastization of the Jacobi second equality of classical mechanics, by Gaussian white noises for the Lagrangian of a particle in an arbitrary field is considered. The quantum mechanical Hamilton operator similar to that in Euclidian…
We present the formalism of sequential and asynchronous processes defined in terms of random or quantum grammars and argue that these processes have relevance in genomics. To make the article accessible to the non-mathematicians, we keep…
We propose a general stochastic formalism for describing the evolution of chemical reactions involving a finite number of molecules. This approach is consistent with the statistical analysis based on the Chemical Master Equation, and…
The class of stochastic maps, that is, linear, trace-preserving, positive maps between the self-adjoint trace class operators of complex separable Hilbert spaces plays an important role in the representation of reversible dynamics and…
We construct an explicit one-to-one correspondence between non-relativistic stochastic processes and solutions of the Schrodinger equation and between relativistic stochastic processes and solutions of the Klein-Gordon equation. The…
A diagram approach to classical nonlinear stochastic field theory is introduced. This approach is intended to serve as a link between quantum and classical field theories, resulting in an independent constructive characterisation of the…
We explore the connections between the theories of stochastic analysis and discrete quantum mechanical systems. Naturally these connections include the Feynman-Kac formula, and the Cameron-Martin-Girsanov theorem. More precisely, the notion…