Related papers: Forward-Time Equivalent of a "Retrocausal" Diffusi…
We study the problem of mean-field control when the state dynamics are given by general systems of forward-backward stochastic differential equations (FBSDEs) with heterogeneous mean-field interactions. Firstly, we introduce a novel…
Space-time is one of the most essential, yet most mysterious concepts in physics. In quantum mechanics it is common to understand time as a marker of instances of evolution and define states around all the space but at one time; while in…
Stochastic volatility models are the backbone of financial engineering. We study both continuous time diffusions as well as discrete time models. We propose two novel approaches to estimating stochastic volatility diffusions, one using…
By using path integrals, the stochastic process associated to the time evolution of the quantum probability density is formally rewritten in terms of a stochastic differential equation, given by Newton's equation of motion with an…
It is well known that (possibly non-unique) suitable field dynamics can be prescribed in spacetimes with timelike boundaries by means of appropriate boundary conditions. In Ref. [J. Math. Phys. {\bf 21}, 2802 (1980)], Wald derived a…
In this paper, we first investigate the well-posedness of a backward stochastic differential equation where the driver depends on the law of the solution conditioned to a common noise. Under standard assumptions, we show that existence and…
The dynamics of particles moving in a medium defined by its relativistically invariant stochastic properties is investigated. For this aim, the force exerted on the particles by the medium is defined by a stationary random variable as a…
Time-dependently driven stochastic systems form a vast and manifold class of non-equilibrium systems used to model important applications on small length scales such as bit erasure protocols or microscopic heat engines. One property that…
We show that the quantum stochastic unitary dynamics Langevin model for continuous in time measurements provides an exact formulation of the Heisenberg uncertainty error-disturbance principle. Moreover, as it was shown in the 80's, this…
It has often been suggested that retrocausality offers a solution to some of the puzzles of quantum mechanics: e.g., that it allows a Lorentz-invariant explanation of Bell correlations, and other manifestations of quantum nonlocality,…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
Motion forecasts of road users (i.e., agents) vary in complexity depending on the number of agents, scene constraints, and interactions. In particular, the output space of joint trajectory distributions grows exponentially with the number…
Here it is shown that the unitary dynamics of a quantum object may be obtained as the conditional expectation of a counting process of object-clock interactions. Such a stochastic process arises from the quantization of the clock, and this…
The time-dependent variational principle using generalized Gaussian trial functions yields a finite dimensional approximation to the full quantum dynamics and is used in many disciplines. It is shown how these 'semi-quantum' dynamics may be…
Constructing a discrete model like a cellular automaton is a powerful method for understanding various dynamical systems. However, the relationship between the discrete model and its continuous analogue is, in general, nontrivial. As a…
In this work we introduce a phase-space description based on the positive P representation for bosonic fields interacting with a system of quantum emitters. The formalism is applicable to collective light-matter interactions and open…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
We explore whether quantum field theory can be understood as the statistical mechanics of a time-reversal-invariant stochastic generalization of Hamiltonian dynamics. The motivation for this project, started with this paper, is to assign…