Related papers: Generalized Grassmann algebras and applications to…
Stochastic processes are a flexible and widely used family of models for statistical modeling. While stochastic processes offer attractive properties such as inclusion of uncertainty properties, their inference is typically intractable,…
Many traditional algorithms applied in gravitational-wave astronomy rely on the assumption of Gaussian noise, a condition not always met. To meet this need, this study extends a robust statistical framework, advancing previous work on…
We study the scattering for the energy-subcritical stochastic nonlinear Schr\"odinger equation (SNLS) with additive noise. In particular, we examine the long-time behavior of solutions associated with the noise…
Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin…
The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic…
We modify the Araki-Woods double Fock space construction in order to describe general squeezed Gaussian states and use this to represent squeezed quantum stochastic noise processes. Associated master equations are derived.
This paper is devoted to studying abstract stochastic semilinear evolution equations with additive noise in Hilbert spaces. First, we prove the existence of unique local mild solutions and show their regularity. Second, we show the regular…
A covariant nature of the Langevin equation in Ito calculus is clarified in applying stochastic quantization method to U(N) and SU(N) lattice gauge theories. The stochastic process is expressed in a manifestly general coordinate covariant…
We consider a method for the approximation of iterated stochastic integrals of arbitrary multiplicity $k$ $(k\in \mathbb{N})$ with respect to the infinite-dimensional $Q$-Wiener process using the mean-square approximation method of iterated…
We establish a simultaneous generalization of It\^o's theory of stochastic and Lyons' theory of rough differential equations. The interest in such a unification comes from a variety of applications, including pathwise stochastic filtering,…
We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by…
Consider the stochastic evolution equation in a separable Hilbert space with a nice multiplicative noise and a locally Dini continuous drift. We prove that for any initial data the equation has a unique (possibly explosive) mild solution.…
Whereas semiclassical gravity is based on the semiclassical Einstein equation with sources given by the expectation value of the stress-energy tensor of quantum fields, stochastic semiclassical gravity is based on the Einstein-Langevin…
This article presents a convenient approach to Fourier analysis for the investigation of functions and distributions defined in $\mathbb{T}^m \times \mathbb{R}^n$. Our approach involves the utilization of a mixed Fourier transform,…
We study the stochastic cubic complex Ginzburg-Landau equation with complex-valued space-time white noise on the three dimensional torus. This nonlinear equation is so singular that it can only be under- stood in a renormalized sense. In…
In the present paper, a stochastic Taylor expansion of some functional applied to the solution process of an It\^o or Stratonovich stochastic differential equation with a multi-dimensional driving Wiener process is given. Therefore, the…
We study the long time statistics of a two-dimensional Hamiltonian system in the presence of Gaussian white noise. While the original dynamics is known to exhibit finite time explosion, we demonstrate that under the impact of the stochastic…
The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…
We present two different arguments using stochastic analysis to construct super-renormalizable tensor field theories, namely the $\mathrm{T}^4_3$ and $\mathrm{T}^4_4$ models. The first approach is the construction of a Langevin dynamic…
A Gelfand triplet for the Hamiltonian H of the Friedrichs model on R with finite-dimensional multiplicity space K, is constructed such that exactly the resonances (poles of the inverse of the Livsic-matrix) are (generalized) eigenvalues of…