Related papers: Siegel Brownian motion
We first state a special type of It\^o formula involving stochastic integrals of both standard and fractional Brownian motions. Then we use Doss-Sussman transformation to establish the link between backward doubly stochastic differential…
Active Brownian motion commonly assumes spherical overdamped particles. However, self-propelled particles are often neither symmetric nor overdamped yet underlie random fluctuations from their surroundings. Active Brownian motion has…
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition…
We consider the Regge-Teitelboim model for a relativistic extended object embedded in a fixed background Minkowski spacetime, in which the dynamics is determined by an action proportional to the integral of the scalar curvature of the…
The local Hubble flow provides a valuable probe of the transition between cosmic expansion and nonlinear gravitational dynamics. On large scales, galaxies follow the linear Hubble law, but within group- and cluster-sized environments,…
I present a solution to the full Einstein-fluid equations representing a self-gravitating Bjorken flow. The motion and the geometry become inhomogeneous in the plane transversal to the flow and the energy density profile acquires, due to…
New notions of the complexity function C(epsilon;t,s) and entropy function S(epsilon;t,s) are introduced to describe systems with nonzero or zero Lyapunov exponents or systems that exhibit strong intermittent behavior with ``flights'',…
This paper presents a unified geometric framework for Brownian motion on manifolds, encompassing intrinsic Riemannian manifolds, embedded submanifolds, and Lie groups. The approach constructs the stochastic differential equation by…
We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative noise component $\sigma$. When…
We investigate the stochastic behavior of the single-trajectory spectral density $S(\omega,\mathcal{T})$ of several Gaussian stochastic processes, i.e., Brownian motion, the Ornstein-Uhlenbeck process, the Brownian gyrator model and…
Given a submersion $\phi: M \to N$, where $M$ is Riemannian, we construct a stochastic process $X$ on $M$ such that the image $Y:=\phi(X)$ is a (reversed, scaled) mean curvature flow of the fibers of the submersion. The model example is the…
I investigate the quantum dynamics of a spin-$1/2$ particle in a static, spherically symmetric Einstein-Gauss-Bonnet (EGB) black-hole spacetime within the Hamiltonian framework. Starting from the Dirac equation in curved spacetime,…
The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of Brownian motion $B_t^N$ on the general linear group $\mathrm{GL}(N;\mathbb{C})$. We prove that the Brown measure for $b_{t}$---which is an analog of the empirical…
We investigate the fractional Hardy-H\'enon equation with fractional Brownian noise $$ \partial_tu(t)+(-\Delta)^{\theta/2} u(t)=|x|^{-\gamma} |u(t)|^{p-1}u(t)+\mu \, \partial_t B^H(t), $$ where $\theta>0$, $p>1$, $\gamma\geq 0$, $\mu…
I impose the Newtonian criteria of inertial frames on the c.o.m. trajectories of massive objects undergoing spontaneous collapse of their wave function. The corresponding modification of the so far used stochastic Schr\"odinger equation…
This study leverages the basic insight that the gradient-flow equation associated with the relative Boltzmann entropy, in relation to a Gaussian reference measure within the Hellinger-Kantorovich (HK) geometry, preserves the class of…
A thermal interpretation of the stochastic formalism of a slow-rolling scalar field in de Sitter (dS) is given. We construct a correspondence between Hubble patches of dS and particles living in another space called an abstract space. By…
In some recent papers, the so called $(H,\rho)$-induced dynamics of a system $\mathcal{S}$ whose time evolution is deduced adopting an operatorial approach, borrowed in part from quantum mechanics, has been introduced. Here, $H$ is the…
We study the connection between a system of many independent Brownian particles on one hand and the deterministic diffusion equation on the other. For a fixed time step $h>0$, a large-deviations rate functional $J_h$ characterizes the…
In this paper, we study the existence and uniqueness of a class of stochastic differential equations driven by fractional Brownian motions with arbitrary Hurst parameter $H\in (0,1)$. In particular, the stochastic integrals appearing in the…