Related papers: Wilson-It\^o diffusions
We study It\^o SDE systems driven by oscillating functions of a single It\^o diffusion process. In the limit when oscillations become fast, we show that the solution process converges in law to the process defined by an SDE system driven by…
We discuss stochastic derivations, stochastic Hamiltonians and the flows that they generate, algebraic fluctuaion-dissipation theorems, etc., in a language common to both classical and quantum algebras. It is convenient to define distinct…
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
Within the Wilson RG of 'incomplete integration' as a function of the effective RG-time $t$, the non-linear differential RG-flow for the energy $E_t[\phi(.)]$ translates for the probability distribution $P_t[\phi(.)] \sim e^{- E_t[\phi(.)]}…
Polymer quantization is a non-standard approach to quantizing a classical system inspired by background independent approaches to quantum gravity such as loop quantum gravity. When applied to field theory it introduces a characteristic…
Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
A novel route to instabilities and turbulence in fluid and plasma flows is presented in kinetic Vlasov-Maxwell model. New kind of flow instabilities is shown to arise due to the availability of new kinetic energy sources which are absent in…
Multiscale spatial structure complicates temporal prediction because small-scale spatial fluctuations influence large-scale evolution, yet resolving all scales is often intractable. Standard diffusion models do not address this problem…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
The Carleman approach is well-known in the field of deterministic classical dynamics as a method to replace a finite number $d$ of non-linear differential equations by an infinite-dimensional linear system. Here this approach is applied to…
We investigate statistical properties of several classes of periodic billiard models which are diffusive. An introductory chapter gives motivation, and then a review of statistical properties of dynamical systems is given in chapter 2. In…
We calculate the diffusion coefficients of persistent random walks on cubic and hypercubic lattices, where the direction of a walker at a given step depends on the memory of one or two previous steps. These results are then applied to study…
We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…
We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…
We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
We derive It\^o-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending…