Related papers: Analytic Continuation of Stochastic Mechanics
We consider a stochastic process which is (a) described by a continuous-time Markov chain on only short time-scales and (b) constrained to conserve a number of hidden quantities on long time-scales. We assume that the transition matrix of…
Stochastic processes play a fundamental role in physics, mathematics, engineering and finance. One potential application of quantum computation is to better approximate properties of stochastic processes. For example, quantum algorithms for…
Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…
The paper is concerned with the existence and uniqueness of a strong solution to a two-dimensional backward stochastic Navier-Stokes equation with nonlinear forcing, driven by a Brownian motion. We use the spectral approximation and the…
The Koopman-von Neumann (KvN) formalism recasts classical mechanics in a Hilbert space framework using complex wavefunctions and linear operators, akin to quantum mechanics. Instead of evolving probability densities in phase space (as in…
We consider the stochastic quantization method for scalar fields defined in a curved manifold and also in a flat space-time with event horizon. The two-point function associated to a massive self-interacting scalar field is evaluated, up to…
We apply the recently developed theory of symmetry of stochastic differential equations to a stochastic version of the logistic equation, obtaining an explicit integration, i.e. an explicit formula for the process in terms of any single…
A stochastic theory is presented for a quantum vortex that is expected to occur in superfluids coated on two dimensional sphere $ {\rm S}^2 $. The starting point is the canonical equation of motion (the Kirchhoff equation) for a point…
The Loewner equation, in its stochastic incarnation introduced by Schramm, is an insightful method for the description of critical random curves and interfaces in two-dimensional statistical mechanics. Two features are crucial, namely…
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties with standard Brownian motion (such as the one-dimensional…
The present contribution is based on the assumption that the probabilistic character of quantum mechanics does not originate from uncertainties caused by the process of measurement or observation, but rather reflects the presence of…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
We describe a measurement device principle based on discrete iterations of Bayesian updating of system state probability distributions. Although purely classical by nature, these measurements are accompanied with a progressive collapse of…
In this paper we show that solutions of two-dimensional stochastic Navier-Stokes equations driven by Brownian motion can be approximated by stochastic Navier-Stokes equations forced by pure jump noise/random kicks.
It is argued that a realistic interpretation of quantum mechanics is possible and useful. Current interpretations, from Copenhagen to many worlds are critically revisited. The difficulties for intuitive models of quantum physics are pointed…
Since the very early days of quantum theory there have been numerous attempts to interpret quantum mechanics as a statistical theory. This is equivalent to describing quantum states and ensembles together with their dynamics entirely in…
Stochastic representation for interaction of quantum systems is formulated which allows to replace some of them by equivalent but purely commutative random sources. The formalism is applied to two-level systems interacting with Gaussian…
The reinterpretation of quantum mechanical formalism in terms of a classical model with a continuous material "$\Psi$-field" acting upon a point-like particle which is subjected to large friction and random forces is proposed. This model…
We give a pedagogical introduction of the stochastic variational method by considering the quantization of a non-inertial particle system. We show that the effects of fictitious forces are represented in the forms of vector fields which…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…