Related papers: Nonclassical stochastic flows and continuous produ…
This is a survey of results about permanental processes, real valued positive processes which are a generalization of squares of Gaussian processes. In a certain sense the symmetric positive definite function that determines a Gaussian…
We present a review on the state-of-the-art of the mathematical framework known as stochastic inflation, paying special attention to its derivation and giving references for the readers interested on results coming from the application of…
In this paper we display a family of Gaussian processes, with explicit formulas and transforms. This is presented with the use of duality tools in such a way that the corresponding path-space measures are mutually singular. We make use of a…
Stochastic processes are considered on free loop spaces, geometric loop and diffeomorphism groups of real and complex manifolds. They are used for investigations of Wiener differentiable quasi-invariant measures on such groups relative to…
Recently, progress has been made in the theory of turbulence, which provides a framework on how a deterministic process changes to a stochastic one owing to the change in thermodynamic states. It is well known that, in the framework of…
Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…
The interplay between bifurcations and random switching processes of vector fields is studied. More precisely, we provide a classification of piecewise deterministic Markov processes arising from stochastic switching dynamics near fold,…
Researchers from different areas have independently defined extensions of the usual weak convergence of laws of stochastic processes with the goal of adequately accounting for the flow of information. Natural approaches are convergence of…
Random processes with stationary increments and intrinsic random processes are two concepts commonly used to deal with non-stationary random processes. They are broader classes than stationary random processes and conceptually closely…
We propose a novel deep learning paradigm of differential flows that learn a stochastic differential equation transformations of inputs prior to a standard classification or regression function. The key property of differential Gaussian…
We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…
Multi-phase phenomena remain at the heart of many challenging fluid dynamics problems. Molecular fluxes at the interface determine the fate of neighboring phases, yet their closure far from the continuum needs to be modeled. Along the…
The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…
We prove many new results about interacting Fock spaces. We pose many open problems; for most of them we prove that their solutions have no choice but being nontrivial. We ask the kind reader to consult the extended abstract in the paper.
The aim of this article is to characterize unitary increment process by a quantum stochastic integral representation on symmetric Fock space. Under certain assumptions we have proved its unitary equivalence to a Hudson-Parthasarathy flow.
Stochastic solutions provide new rigorous results for nonlinear PDE's and, through its local non-grid nature, are a natural tool for parallel computation. There are two different approaches for the construction of stochastic solutions:…
We propose an alternative method to compute the entropy production of a classical underdamped nonequilibrium system in a continuous phase space. This approach has the advantage that it is not necessary to distinguish between even and…
This paper argues that every quantum system can be understood as a sufficiently general kind of stochastic process unfolding in an old-fashioned configuration space according to ordinary notions of probability. This argument is based on an…
Many time series are effectively generated by a combination of deterministic continuous flows along with discrete jumps sparked by stochastic events. However, we usually do not have the equation of motion describing the flows, or how they…
We present a review of recent work on the statistical mechanics of non equilibrium processes based on the analysis of large deviations properties of microscopic systems. Stochastic lattice gases are non trivial models of such phenomena and…