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We extend the Ito -to- Stratonovich analysis or quantum stochastic differential equations, introduced by Gardiner and Collett for emission (creation), absorption (annihilation) processes, to include scattering (conservation) processes.…

Mathematical Physics · Physics 2009-11-11 John Gough

We derive the Helmholtz theorem for stochastic Hamiltonian systems. Precisely, we give a theorem characterizing Stratonovich stochastic differential equations, admitting a Hamiltonian formulation. Moreover, in the affirmative case, we give…

Probability · Mathematics 2015-07-23 Frédéric Pierret

We develop an approach to the theory nonholonomic relativistic stochastic processes on curved spaces. The Ito and Stratonovich calculus are formulated for spaces with conventional horizontal (holonomic) and vertical (nonholonomic) splitting…

Mathematical Physics · Physics 2012-03-27 Sergiu I. Vacaru

We construct an explicit one-to-one correspondence between non-relativistic stochastic processes and solutions of the Schrodinger equation and between relativistic stochastic processes and solutions of the Klein-Gordon equation. The…

Quantum Physics · Physics 2023-06-21 Folkert Kuipers

A natural counterpart to the Lie-Trotter product formula for norm-continuous one-parameter semigroups is proved, for the class of quasicontractive quantum stochastic operator cocycles whose expectation semigroup is norm continuous. Compared…

Functional Analysis · Mathematics 2018-01-18 J. Martin Lindsay

For stochastic systems driven by continuous semimartingales an explicit formula for the logarithm of the Ito flow map is given. A similar formula is also obtained for solutions of linear matrix-valued SDEs driven by arbitrary…

Probability · Mathematics 2015-11-24 Kurusch Ebrahimi-Fard , Simon J. A. Malham , Frederic Patras , Anke Wiese

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

Statistical Mechanics · Physics 2015-06-05 R. Tsekov

Consider a manifold $M$ endowed locally with a pair of complementary distributions $\Delta^H \oplus \Delta^V=TM$ and let $\text{Diff}(\Delta^H, M)$ and $\text{Diff}(\Delta^V, M)$ be the corresponding Lie subgroups generated by vector fields…

Dynamical Systems · Mathematics 2015-11-05 Alison M. Melo , Leandro Morgado , Paulo R. Ruffino

Variational integrators are derived for structure-preserving simulation of stochastic forced Hamiltonian systems. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for…

Numerical Analysis · Mathematics 2020-02-07 Michael Kraus , Tomasz M. Tyranowski

We present a stochastic framework for emergent quantum gravity coupled to matter. The Hamiltonian constraint in diffeomorphism-invariant theories demands the identification of a clock relative to which dynamics may be defined, and other…

General Relativity and Quantum Cosmology · Physics 2018-12-05 Joshua Erlich

We derive the classical Hamilton-Jacobi equation from first principles as the natural description for smooth stochastic processes when one neglects stochastic velocity fluctuations. The Schr\"{o}dinger equation is shown to be the natural…

Quantum Physics · Physics 2020-11-19 Willem Westra

The stochastic dissipative Schrodinger equation is derived for an open quantum system consisting of a sub-system able to exchange energy with a thermal reservoir. The resultant evolution of the wave function also gives the evolution of the…

Statistical Mechanics · Physics 2014-06-03 Phil Attard

It is shown how the essentials of quantum theory, i.e., the Schroedinger equation and the Heisenberg uncertainty relations, can be derived from classical physics. Next to the empirically grounded quantisation of energy and momentum, the…

Quantum Physics · Physics 2009-11-10 Gerhard Groessing

If a higher derivative theory arises from a transformation of variables that involves time derivatives, a tailor-made Hamiltonian formulation is shown to exist. The details and advantages of this elegant Hamiltonian formulation, which…

Mathematical Physics · Physics 2019-06-05 Hans Christian Öttinger

The Ito and Stratonovich approaches are carried over to quantum stochastic systems. Here the white noise representation is shown to be the most appropriate as here the two approaches appear as Wick and Weyl orderings, respectively. This…

Mathematical Physics · Physics 2013-03-05 John Gough

We introduce stochastic and quantum finite-state transducers as computation-theoretic models of classical stochastic and quantum finitary processes. Formal process languages, representing the distribution over a process's behaviors, are…

Quantum Physics · Physics 2008-04-29 Karoline Wiesner , James P. Crutchfield

In this paper we are interested in unraveling the mathematical connections between the stochastic derivation of Schr\"odinger equation and ours. It will be shown that these connections are given by means of the time-energy dispersion…

Quantum Physics · Physics 2007-05-23 L. S. F. Olavo

We show that a substantial portion of stochastic calculus can be developed along similar lines to ordinary calculus, with derivative-based concepts driving the development. We define a notion of stopping derivative, which is a form of right…

Probability · Mathematics 2026-02-06 Alex Simpson

It is shown that under a certain condition on a semimartingale and a time-change, any stochastic integral driven by the time-changed semimartingale is a time-changed stochastic integral driven by the original semimartingale. As a direct…

Probability · Mathematics 2010-10-26 Kei Kobayashi

Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…

Systems and Control · Computer Science 2020-05-05 Masakazu Sano
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