Related papers: Analytic Continuation of Stochastic Mechanics
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift, as a solution of a linear stochastic differential equation driven by a fractional Brownian motion. For such process we specify mean and…
A quaternionic version of Quantum Mechanics is constructed using the Schwinger's formulation based on measurements and a Variational Principle. Commutation relations and evolution equations are provided, and the results are compared with…
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…
Wallstrom's criticism of existing formulations of stochastic mechanics is that they fail to derive the empirical predictions of orthodox quantum mechanics because they require an ad hoc quantization condition on the postulated velocity…
The monograph is devoted to the study of stochastic area functionals of Brownian motions and of the associated heat kernels on Lie groups and Riemannian manifolds. It is essentially self-contained and as such can serve as a textbook on the…
"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…
We get fractional symmetric Fokker - Planck and Einstein - Smoluchowski kinetic equations, which describe evolution of the systems influenced by stochastic forces distributed with stable probability laws. These equations generalize known…
This article presents various weak laws of large numbers for the so-called realised covariation of a bivariate stationary stochastic process which is not a semimartingale. More precisely, we consider two cases: Bivariate moving average…
It has long been recognized that the dynamics of linear quantum systems is classical in the Wigner representation. Yet many conceptually important linear problems are typically analyzed using such generally applicable techniques as…
We introduce the local martingale problem associated to semilinear stochastic evolution equations driven by a cylindrical Wiener process and establish a one-to-one correspondence between solutions of the martingale problem and…
This paper presents a stochastic approach to theorems concerning the behavior of iterations of the Bernstein operator $B_n$ taking a continuous function $f \in C[0,1]$ to a degree-$n$ polynomial when the number of iterations $k$ tends to…
The stochastic Schr\"odinger equation, of classical or quantum type, allows to describe open quantum systems under measurement in continuous time. In this paper we review the link between these two descriptions and we study the properties…
A new and very general technique for simulating solid-fluid suspensions is described; its most important feature is that the computational cost scales linearly with the number of particles. The method combines Newtonian dynamics of the…
A quantum state can be written in phase space, but the resulting object is not generally the probability density of a positive stochastic process on ordinary phase space. We spell this out for Wigner dynamics. If a positive phase-space…
The challenge to fruitfully merge state-of-the-art techniques from mathematical finance and numerical analysis has inspired researchers to develop fast deterministic option pricing methods. As a result, highly efficient algorithms to…
Quantum trajectories are Markov processes that describe the time-evolution of a quantum system undergoing continuous indirect measurement. Mathematically, they are defined as solutions of the so-called "Stochastic Schr\"odinger Equations",…
Quantum mechanics contains some strange unphysical concepts. Among these are complex numbers, Hilbert spaces with their unitary and self-adjoint operators, states represented by complex vectors, superpositions of states, collapse of wave…
We consider two bivariate models with two-way interactions in context of risk and queueing theory. The two entities interact with each other by providing assistance but otherwise evolve independently. We focus on certain random quantities…
We consider the pricing problem related to payoffs that can have discontinuities of polynomial growth. The asset price dynamic is modeled within the Black and Scholes framework characterized by a stochastic volatility term driven by a…