Related papers: Stochastic Schrodinger equations as limit of discr…

The Schroedinger equation with the nonlinear term is derived by the natural generalization of the hydrodynamical model of quantum mechanics. The nonlinear term appears to be logically necessary because it enables explanation of the…

The reduced dynamics of a quantum system interacting with a linear heat bath finds an exact representation in terms of a stochastic Schr{\"o}dinger equation. All memory effects of the reservoir are transformed into noise correlations and…

Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…

Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…

Starting with the Wigner distribution formulation for beam wave propagation in H\"{o}lder continuous non-Gaussian random refractive index fields we show that the wave beam regime naturally leads to the white-noise scaling limit and…

We investigate the existence of a robust, i.e., continuous, representation of the conditional distribution in a stochastic filtering model for multidimensional correlated jump-diffusions. Even in the absence of jumps, it is known that in…

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

We consider the diffusive limit of a typical pure-jump Markovian control problem as the intensity of the driving Poisson process tends to infinity. We show that the convergence speed is provided by the H\"older constant of the Hessian of…

In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

The ensemble-averaged dynamics of open quantum systems are typically irreversible. We show that this irreversibility need not hold at the level of individually monitored quantum trajectories. Our main results are analytical stochastic…

Quantum counterparts of Schrodinger's classical bridge problem have been around for the better part of half a century. During that time, several quantum approaches to this multifaceted classical problem have been introduced. In the present…

A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

Do diffusive non-Markovian stochastic Schr\"odinger equations (SSEs) for open quantum systems have a physical interpretation? In a recent paper [Phys. Rev. A 66, 012108 (2002)] we investigated this question using the orthodox interpretation…

We consider the out-of-equilibrium dynamics of an interacting integrable system in the presence of an external dephasing noise. In the limit of large spatial correlation of the noise, we develop an exact description of the dynamics of the…

We present a perturbation theory for non-Markovian quantum state diffusion (QSD), the theory of diffusive quantum trajectories for open systems in a bosonic environment [Physical Review {\bf A 58}, 1699, (1998)]. We establish a systematic…

In the diffusive hydrodynamic limit for a symmetric interacting particle system (such as the exclusion process, the zero range process, the stochastic Ginzburg-Landau model, the energy exchange model), a possibly non-linear diffusion…

In {\em{Holm}, Proc. Roy. Soc. A 471 (2015)} stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics…

Consider generalized adapted stochastic integrals with respect to independently scattered random measures with second moments. We use a decoupling technique, known as the "principle of conditioning", to study their stable convergence…

We study the large-scale behaviour of a class of driven diffusive systems modelled by a Stochastic Partial Differential Equation, the Stochastic Burgers Equation (SBE) with general nonlinearity, at the critical dimension and in infinite…