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In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

This paper gives several simple constructions of the pathwise Ito integral $\int_0^t\phi d\omega$ for an integrand $\phi$ and a price path $\omega$ as integrator, with $\phi$ and $\omega$ satisfying various topological and analytical…

Mathematical Finance · Quantitative Finance 2016-06-09 Vladimir Vovk

Near equilibrium, thermodynamic intuition suggests that fast, irreversible processes will dissipate more energy and entropy than slow, quasistatic processes connecting the same initial and final states. Here, we test the hypothesis that…

Statistical Mechanics · Physics 2022-12-07 Rebecca A. Bone , Daniel J. Sharpe , David J. Wales , Jason R. Green

Complexity and uncertainty associated with commodity resource valuation and extraction requires stochastic control methods suitable for high dimensional states. Recent progress in duality and trajectory-wise techniques has introduced a…

Optimization and Control · Mathematics 2016-07-14 Juri Hinz , Tanya Tarnopolskaya , Jeremy Yee

We review two recently developed efficient methods for calculating rate constants of processes dominated by rare events in high-dimensional complex systems. The first is transition interface sampling (TIS), based on the measurement of…

Statistical Mechanics · Physics 2009-11-10 Titus S. van Erp , Peter G. Bolhuis

We study optimal transport for stationary stochastic processes taking values in finite spaces. In order to reflect the stationarity of the underlying processes, we restrict attention to stationary couplings, also known as joinings. The…

Statistics Theory · Mathematics 2021-12-13 Kevin O'Connor , Kevin McGoff , Andrew B Nobel

This paper considers optimal control of dynamical systems which are represented by nonlinear stochastic differential equations. It is well-known that the optimal control policy for this problem can be obtained as a function of a value…

Robotics · Computer Science 2014-05-30 Oktay Arslan , Evangelos Theodorou , Panagiotis Tsiotras

We develop a stochastic calculus that makes it easy to capture a variety of predictable transformations of semimartingales such as changes of variables, stochastic integrals, and their compositions. The framework offers a unified treatment…

Probability · Mathematics 2022-01-13 Aleš Černý , Johannes Ruf

Many complex real world phenomena exhibit abrupt, intermittent or jumping behaviors, which are more suitable to be described by stochastic differential equations under non-Gaussian L\'evy noise. Among these complex phenomena, the most…

Numerical Analysis · Mathematics 2023-09-15 Wei Wei , Ting Gao , Jinqiao Duan , Xiaoli Chen

Accurate path integral Monte Carlo or molecular dynamics calculations of isotope effects have until recently been expensive because of the necessity to reduce three types of errors present in such calculations: statistical errors due to…

Chemical Physics · Physics 2017-05-10 Konstantin Karandashev , Jiri Vanicek

We have developed a numerically exact approach to compute real-time path integral expressions for quantum transport problems out of equilibrium. The scheme is based on a deterministic iterative summation of the path integral (ISPI) for the…

Mesoscale and Nanoscale Physics · Physics 2015-06-15 S. Weiss , R. Hützen , D. Becker , J. Eckel , R. Egger , M. Thorwart

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical…

Statistical Mechanics · Physics 2017-09-13 S. E. Marzen , J. P. Crutchfield

A discrete formulation of the real-time path integral as the expectation value of a functional of paths with respect to a complex probability on a sample space of discrete valued paths is explored. The formulation in terms of complex…

Quantum Physics · Physics 2024-06-06 Wayne Polyzou

We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are…

Statistical Mechanics · Physics 2015-06-24 Jörg Lehmann , Peter Reimann , Peter Hänggi

We study an ancient problem that in a static or dynamical system, sought an optimal path, which the context always means within an extremal condition. In fact, through those discussions about this theme, we established a universal essential…

Data Structures and Algorithms · Computer Science 2016-02-09 Yong Tan

This work is devoted to the investigation of the most probable transition time between metastable states for stochastic dynamical systems. Such a system is modeled by a stochastic differential equation with non-vanishing Brownian noise, and…

Mathematical Physics · Physics 2021-08-11 Yuanfei Huang , Ying Chao , Wei Wei , Jinqiao Duan

We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…

Statistical Mechanics · Physics 2015-06-17 T. L. Lin , R. Wang , W. P. Bi , A. El Kaabouchi , C. Pujos , F. Calvayrac , Q. A. Wang

Stochastic computational models in the form of pure jump processes occur frequently in the description of chemical reactive processes, of ion channel dynamics, and of the spread of infections in populations. For spatially extended models,…

Numerical Analysis · Mathematics 2018-02-23 Augustin Chevallier , Stefan Engblom

The availability of massive vehicle trajectory data enables the modeling of road-network constrained movement as travel-cost distributions rather than just single-valued costs, thereby capturing the inherent uncertainty of movement and…

Data Structures and Algorithms · Computer Science 2024-07-10 Chenjuan Guo , Ronghui Xu , Bin Yang , Ye Yuan , Tung Kieu , Yan Zhao , Christian S. Jensen

For any real-valued stochastic process X with c\`adl\`ag paths we define non-empty family of processes, which have finite total variation, have jumps of the same order as the process X and uniformly approximate its paths: This allows to…

Probability · Mathematics 2012-07-03 Rafał M. Łochowski
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