Related papers: Stochastic dynamics and the Polchinski equation: a…
We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new proof of a result by Otto and Villani [43] showing that the…
We perform the canonical and path integral quantizations of a lower-order derivatives model describing Podolsky's generalized electrodynamics. The physical content of the model shows an auxiliary massive vector field coupled to the usual…
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random…
We theoretically explore the Bochkov-Kuzovlev-Jarzynski-Crooks work theorems in a finite system subject to external control, which is coupled to a heat reservoir. We first elaborate the mechanical energy-balance between the system and the…
We first give a comprehensive review of the renormalization group method for global and asymptotic analysis, putting an emphasis on the relevance to the classical theory of envelopes and on the importance of the existence of invariant…
We address the reachability problem for continuous-time stochastic dynamic systems. Our objective is to present a unified framework that characterizes the reachable set of a dynamic system in the presence of both stochastic disturbances and…
From the Wilsonian point of view, renormalisable theories are understood as submanifolds in theory space emanating from a particular fixed point under renormalisation group evolution. We show how this picture precisely applies to their…
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…
Stochastic modelling necessitates an interpretation of noise. In this paper, we describe the loss of deterministically stable behaviour in a fundamental fluid mechanics problem, conditional to whether noise is introduced in the sense of…
A process-theoretic approach to electrodynamics based on persistent Kac-type stochastic processes is developed. Finite-velocity stochastic propagation is taken as primary, while relativistic wave equations arise as emergent descriptions…
Symmetry properties of stochastic dynamical systems described by stochastic differential equation of Stratonovich type and related conserved quantities are discussed, extending previous results by Misawa. New conserved quantities are given…
We present a survey on the results on a particular coagulation-fragmentation model given by the Becker-D\"oring equations. For both the deterministic and stochastic versions, we include well-posedness, long-time behavior, convergence rate…
Let $G$ be a Lie Group with a left invariant connection such that its connection function is skew-symmetric. Our main goal is to show a version of Pluzhnikov's Theorem for this kind of connection. To this end, we use the stochastic…
A general method to describe stochastic dynamics of Markov processes is suggested. The method aims to solve three related problems. The determination of an optimal coordinate for the description of stochastic dynamics. The reconstruction of…
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…
We extend the Ito -to- Stratonovich analysis or quantum stochastic differential equations, introduced by Gardiner and Collett for emission (creation), absorption (annihilation) processes, to include scattering (conservation) processes.…
The quantitative analysis of stochastic homogenization problems has been a very active field in the last fifteen years. Whereas the first results were motivated by applied questions (namely, the numerical approximation of homogenized…
We introduce a framework for studying pathwise time regularity and numerical approximation of $L^0$-valued stochastic evolution equations. At the core of our framework are two Burkholder--Davis--Gundy type inequalities accommodating It\^o…
We give an alternative proof to Wu's logarithmic Sobolev inequality for the Poisson measure on the nonnegative integers using a stochastic variational formula for entropy. We show that this approach leads to improvement of Wu's inequality…
Resetting a stochastic process is an important problem describing the evolution of physical, biological and other systems which are continually returned to their certain fixed point. We consider the motion of a subdiffusive particle with a…