Related papers: $G$-Gaussian random fields and stochastic quantiza…

The exact or Wilson renormalization group equations can be formulated as a functional Fokker-Planck equation in the infinite-dimensional configuration space of a field theory, suggesting a stochastic process in the space of couplings.…

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

A new class of stochastic field models is constructed using nested stochastic partial differential equations (SPDEs). The model class is computationally efficient, applicable to data on general smooth manifolds, and includes both the…

In this article, we extend a Milstein finite difference scheme introduced in [Giles & Reisinger(2011)] for a certain linear stochastic partial differential equation (SPDE), to semi- and fully implicit timestepping as introduced by…

We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…

In this paper we develop a new approach to nonlinear stochastic partial differential equations with Gaussian noise. Our aim is to provide an abstract framework which is applicable to a large class of SPDEs and includes many important cases…

The statistical linearization method known in nonlinear mechanics and random vibrations theory has been applied to stochastically quantized fields in finite temperature. It has been shown that even in its simplest form the method yields…

We derive sufficient conditions for the convex and monotonic g-stochastic ordering of diffusion processes under nonlinear g-expectations and g-evaluations. Our approach relies on comparison results for forward-backward stochastic…

We study mild solutions of a class of stochastic partial differential equations, involving operators with polynomially bounded coefficients. We consider semilinear equations under suitable hyperbolicity hypotheses on the linear part. We…

We consider a class of nonlinear partial-differential equations, including the spatially homogeneous Fokker-Planck-Landau equation for Maxwell (or pseudo-Maxwell) molecules. Continuing the work of Fontbona-Gu\'erin-M\'el\'eard, we propose a…

This paper investigates Gaussian Markov random field approximations to nonstationary Gaussian fields using graph representations of stochastic partial differential equations. We establish approximation error guarantees building on the…

This paper deals with the estimation problem of misspecified ergodic L\'evy driven stochastic differential equation models based on high-frequency samples. We utilize the widely applicable and tractable Gaussian quasi-likelihood approach…

We study a class of elliptic SPDEs with additive Gaussian noise on $\mathbb{R}^2 \times M$, with $M$ a $d$-dimensional manifold equipped with a positive Radon measure, and a real-valued non linearity given by the derivative of a smooth…

For the nonlinear Fokker--Planck equation $$\partial_tu = \Delta\beta(u)-\nabla \Phi \cdot \nabla \beta(u) - div_{\varrho}\big(D(x)b(u)u\big),\quad (t,x) \in (0,\infty)\times \mathbb{R}^d,$$ where $\varrho = \exp(-\Phi)$ is the density of a…

We use the stochastic quantization method to study systems with complex valued path integral weights. We assume a Langevin equation with a memory kernel and Einstein's relations with colored noise. The equilibrium solution of this…

In this paper, we study the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion (GSDEs) with integral-Lipschitz conditions on their coefficients.

Stochastic quantization can potentially be used to simulate theories with a complex action due to a nonzero chemical potential. We study complex Langevin dynamics in the relativistic Bose gas analytically, using a mean field approximation.…

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…

In this paper, we are concerned with the averaging problem for a class of forward-backward stochastic differential equations with reflection driven by G-Brownian motion (reflected G-FBSDEs), which corresponds to the singular perturbation…

The present paper is a continuation of our previous work on the stochastic quantization of the $\exp(\Phi)_2$-quantum field model on the two-dimensional torus. Making use of key properties of Gaussian multiplicative chaos and refining the…