Related papers: It\^o versus Stratonovich in a stochastic cosmolog…
We develop a simple model to study classical fields on the background of a fluctuating spacetime volume. It is applied to formulate the stochastic Einstein equations with a perfect-fluid source. We investigate the particular case of a…
In this paper we use the It\^o's formula and comparison theorems to study the blow-up in finite time of stochastic differential equations driven by a Brownian motion. In particular, we obtain an extension of Osgood criterion, which can be…
Many physical processes depend on the time it takes a diffusing particle to find a target. Though this classical quantity is now well-understood in various scenarios, little is known if the diffusivity depends on the location of the…
We perturb with an additive Gaussian white noise the Hamiltonian system associated to a cubic anharmonic oscillator. The stochastic system is assumed to start from initial conditions that guarantee the existence of a periodic solution for…
Stochastic perturbations of transport type are a common and widely accepted way of representing turbulent effects in fluid dynamics models. In many known examples, it even leads to improved solution theory, a phenomenon known as…
A new approach for arbitrary dimension to the Friedmann cosmological models is presented. Taking suitable changes of the parameters of the spacetime the harmonic motion equations appear, where the curvature determines the angular frequency.…
We point out that, due to the nonlinearity of the Einstein equations, a homogeneous approximation in cosmology leads to the appearance of an additional term in the Friedmann equation. This new term is associated with the spatial…
Recently, a novel framework to handle stochastic processes has emerged from a series of studies in biology, showing situations beyond 'It\^o versus Stratonovich'. Its internal consistency can be demonstrated via the zero mass limit of a…
The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…
In this paper, we consider stochastic Schroedinger equations with two-dimensional white noise. Such equations are used to describe the evolution of an open quantum system undergoing a process of continuous measurement. Representations are…
In view of late-time cosmic acceleration, a dark energy cosmological model is revisited wherein Einstein's cosmological constant is considered as a candidate of dark energy. Exact solution of Einstein field equations (EFEs) is derived in a…
We introduce a stochastic analysis of Grassmann random variables suitable for the stochastic quantization of Euclidean fermionic quantum field theories. Analysis on Grassmann algebras is developed here from the point of view of quantum…
We use the theory of regularity structures to develop an It\^o formula for $u$, the solution of the one dimensional stochastic heat equation driven by space-time white noise with periodic boundary conditions. In particular for any smooth…
We derive an It\^o's-type formula for the one dimensional stochastic heat equation driven by a space-time white noise. The proof is based on elementary properties of the $\mathcal{S}$-transform and on the explicit representation of the…
In this paper, we investigate a stochastic Hardy-Littlewood-Sobolev inequality. Due to the stochastic nature of the inequality, the relation between the exponents of intgrability is modified. This modification can be understood as a…
We develop a stochastic formulation of cosmology in the early universe, after considering the scatter in the redshift-apparent magnitude diagram in the early epochs as an observational evidence for the non-deterministic evolution of early…
We present an exact analytical solution of the Einstein equations with cosmological constant in a spatially flat Robertson-Walker metric. This is interpreted as an isotropic Lemaitre-type version of the cosmological Friedmann model.…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
In this paper, the hyperbolic Anderson equation generated by a time-dependent Gaussian noise is under investigation in two fronts: The solvability and large-$t$ asymptotics. The investigation leads to a necessary and sufficient condition…
We consider the Langevin equation with multiplicative noise term which depends on time and space. The corresponding Fokker-Planck equation in Stratonovich approach is investigated. Its formal solution is obtained for an arbitrary…