Related papers: Supersymmetry in Stochastic Processes with Higher-…
We consider classical and quantum mechanics related to an additional noncommutativity, symmetric in position and momentum coordinates. We show that such mechanical system can be transformed to the corresponding one which allows employment…
We consider the simplest nontrivial supersymmetric quantum mechanical system involving higher derivatives. We unravel the existence of additional bosonic and fermionic integrals of motion forming a nontrivial algebra. This allows one to…
We to define a Path Integral in Lorentzian time by restricting the relevant domain of integration on $C([0,1],M)$ over a Riemannian configuration manifold $(M,g)$ and considering the dynamics of a particle evolving between to fixed…
The master equation and, more generally, Markov processes are routinely used as models for stochastic processes. They are often justified on the basis of randomization and coarse-graining assumptions. Here instead, we derive n-th order…
The energy spectra of two different quantum systems are paired through supersymmetric algorithms. One of the systems is Hermitian and the other is characterized by a complex-valued potential, both of them with only real eigenvalues in their…
We establish a direct connection between the Feynman-Vernon path integral formalism for open quantum systems and the Wiener path integral used in classical stochastic dynamics. By considering a generalized influence functional in the strong…
We study the relation between the partition function of a non--relativistic particle, that describes the equilibrium fluctuations implicitly, and the partition function of the same system, deduced from the Langevin equation, that describes…
Many complex systems operating far from the equilibrium exhibit stochastic dynamics that can be described by a Langevin equation. Inferring Langevin equations from data can reveal how transient dynamics of such systems give rise to their…
In this work, we introduce a theory of stochastic integration with respect to symmetric $\alpha$-stable cylindrical L\'evy processes. Since $\alpha$-stable cylindrical L\'evy processes do not enjoy a semi-martingale decomposition, our…
The Feynman Path Integral is extended in order to capture all solutions of a quantum field theory. This is done via a choice of appropriate integration cycles, parametrized by M in SL(2,C), i.e., the space of allowed integration cycles is…
We discuss the Gamma Levy process, including path properties, the inverse process, integrability, and its spin-offs obtained by compounding, exponentiation, and other operations; further extendable to arbitrary sigma-finite continuous Borel…
The concept of a L\'evy subordinator is generalized to a family of non-decreasing stochastic processes, which are parameterized in terms of two Bernstein functions. Whereas the independent increments property is only maintained in the…
Here it is shown that the unitary dynamics of a quantum object may be obtained as the conditional expectation of a counting process of object-clock interactions. Such a stochastic process arises from the quantization of the clock, and this…
We review the superspace technique to determine supersymmetric spacetimes in the framework of off-shell formulations for supergravity in diverse dimensions using the case of 3D N=2 supergravity theories as an illustrative example. This…
We develop the connection between large deviation theory and more applied approaches to stochastic hybrid systems by highlighting a common underlying Hamiltonian structure. A stochastic hybrid system involves the coupling between a…
In this paper we consider the distribution of the location of the path supremum in a fixed interval for self-similar processes with stationary increments. To this end, a point process is constructed and its relation to the distribution of…
We study the design and implementation of numerical methods to solve the generalized Langevin equation (GLE) focusing on canonical sampling properties of numerical integrators. For this purpose, we cast the GLE in an extended phase space…
This paper presents a tractable model of non-linear dynamics of market returns using a Langevin approach. Due to non-linearity of an interaction potential, the model admits regimes of both small and large return fluctuations. Langevin…
This paper presents a direct method to obtain the deterministic and stochastic contribution of the sum of two independent sets of stochastic processes, one of which is composed by Ornstein-Uhlenbeck processes and the other being a general…
The Lamperti transform offers a powerful bridge between self-similar processes and stationary dynamics, making it especially useful for analyzing anomalous diffusion models that lack stationary increments. In this paper we examine the…