Related papers: Evaluation of the probability current in the stoch…
We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…
We derive the exact n-point current expectation values in the Landauer-Buttiker non-equilibrium steady state of a multi terminal system with star graph geometry and a point-like defect localised in the vertex. The current cumulants are…
We show an equivalence between the approach of Buttiker and the Fermi quantum stochastic calculus for mesoscopic systems. To illustrate the method we derive the current fluctuations in a two terminal mesoscopic circuit with two tunnel…
We have considered a one-dimensional coagulation-decoagulation system of classical particles on a finite lattice with reflecting boundaries. It is known that the system undergoes a phase transition from a high-density to a low-density…
The Riemann surface associated with counting the current between two states of an underlying Markov process is hyperelliptic. We explore the consequences of this property for the time-dependent probability of that current for Markov…
This paper is concerned with the Fokker-Planck (FP) description of classical stochastic systems with discrete time delay. The non-Markovian character of the corresponding Langevin dynamics naturally leads to a coupled infinite hierarchy of…
Schr\"odinger equation with given, {\it a priori} known current is formulated. A non-zero current density is maintained in the quantum system via a subsidiary condition imposed by vector, local Lagrange multiplier. Constrained minimization…
An overview is given of recent advances in nonequilibrium statistical mechanics about the statistics of random paths and current fluctuations. Although statistics is carried out in space for equilibrium statistical mechanics, statistics is…
We study gradient drift-diffusion processes on a probability simplex set with finite state Wasserstein metrics, namely finite state Wasserstein common noises. A fact is that the Kolmogorov transition equation of finite reversible Markov…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
We calculate a current and its fluctuation in a two-state stochastic system under a periodic perturbation. The system could be interpreted as a channel on a cell surface or a single Michaelis-Menten catalyzing enzyme. It has been shown that…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
The large time dynamics of a periodically driven Fokker-Planck process possessing several metastable states is investigated. At weak noise transitions between the metastable states are rare. Their dynamics then represent a discrete…
Given a probability-measure-valued process $(\mu_t)$, we aim to find, among all path-continuous stochastic processes whose one-dimensional time marginals coincide almost surely with $(\mu_t)$ (if there is any), a process that minimizes a…
We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…
This article present a continuous cascade model of volatility formulated as a stochastic differential equation. Two independent Brownian motions are introduced as random sources triggering the volatility cascade. One multiplicatively…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…