Related papers: Friction in Stochastic Inflation
We investigate when effective theories of a scalar field on (quasi-)de Sitter background break down through the stochastic formalism. We derive the Fokker-Planck equation leaving the second order time derivative of the scalar field.…
The formalism of stochastic inflation is a powerful tool for analyzing the backreaction of cosmological perturbations, and making precise predictions for inflationary observables. We demonstrate this with the simple $m^2\phi^2$ model of…
We point out that inflationary superhorizon fluctuations can be effectively described by a set of equations analogous to those governing a superfluid. This is achieved through a functional Schr\"odinger approach to the evolution of the…
The paper tests the validity of the critique of the fiscal theory of the price level. A stochastic general equilibrium model with continuous time is constructed. An active fiscal policy and a passive monetary policy have been set. Monetary…
Inflationary models that contain a transient ultra-slow-roll phase can exhibit strong non-perturbative dynamics, making the usual perturbative treatment of cosmological fluctuations incomplete. In such regimes, quantum diffusion and the…
Non-equilibrium phenomena occur not only in physical world, but also in finance. In this work, stochastic relaxational dynamics (together with path integrals) is applied to option pricing theory. A recently proposed model (by Ilinski et…
We simulate the distribution of very rare, large excursions in the primordial density field produced in models of inflation in the very early universe which include a strong enhancement of the power spectrum. The stochastic $\delta…
In this work we generalize a previously developed semiclassical approach to inflation, devoted to the analysis of the effective dynamics of coarse-grained fields, which are essential to the stochastic approach to inflation. We consider…
We present a new, recursive approach to stochastic inflation which is self-consistent and solves multiple problems which plagued a certain number of previous studies, in particular in realistic contexts where the background spacetime is…
Stochastic inflation rests on the separate-universe approximation, i.e. the ability to describe long-wavelength fluctuations in an inflating universe as homogeneous perturbations of its background dynamics. Although this approximation is…
We consider the effect of quantum diffusion on the dynamics of the inflaton during a period of ultra-slow-roll inflation. We extend the stochastic-$\delta\mathcal{N}$ formalism to the ultra-slow-roll regime and show how this system can be…
We compare the correlation functions of inflationary perturbations computed either with quantum or classical dynamics. Even if they are enforced to agree at a specific time during inflation, classical and quantum correlations will differ at…
We have investigated the necessary conditions that prevent phantom inflation from being eternal. Allowing additionally for a nonminimal coupling between the phantom field and gravity, we present the slow-climb requirements, perform an…
Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price fluctuations (or returns) that are slowly removed at longer…
An appealing feature of inflationary cosmology is the presence of a phase-space attractor, "slow roll", which washes out the dependence on initial field velocities. We investigate the robustness of this property under backreaction from…
Transitions between different inflationary slow-roll scenarios are known to provide short non-slow-roll periods with non-trivial consequences. We consider the effect of quantum diffusion on the inflationary dynamics in a transition process.…
Hybrid Inflation is a two-field model where inflation ends by a tachyonic instability, the duration of which is determined by stochastic effects and has important observational implications. Making use of the recursive approach to the…
Investigating the thermal inflationary model, we introduce stochastic effects, incorporating a cutoff parameter $\sigma$ which distinguishes between quantum and classical modes. Testing the model against Planck 2018 data, we observe a…
This is an old article which has never been posted for public use and which only appeard in a relatively hard-to-get Proceedings of the Sakharov Conference in Moscow (May, 1991). The subject of this article has received a lot of attention…
We present an empirical study of the subordination hypothesis for a stochastic time series of a stock price. The fluctuating rate of trading is identified with the stochastic variance of the stock price, as in the continuous-time random…