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We study the continuous-time evolution of the recombination equation of population genetics. This evolution is given by a differential equation that acts on a product probability space, and its solution can be described by a Markov chain on…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
It has long been posited that there is a connection between the dynamical equations describing evolutionary processes in biology and sequential Bayesian learning methods. This manuscript describes new research in which this precise…
The Quantum Schr\"odinger Bridge Problem (QSBP) describes the evolution of a stochastic process between two arbitrary probability distributions, where the dynamics are governed by the Schr\"odinger equation rather than by the traditional…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…
Understanding how stochastic and non-linear deterministic processes interact is a major challenge in population dynamics theory. After a short review, we introduce a stochastic individual-centered particle model to describe the evolution in…
We extend the unified kernel framework for transport equations and Koopman eigenfunctions, developed in previous work by the authors for deterministic systems, to stochastic differential equations (SDEs). In the deterministic setting, three…
It is shown how the phase-damping master equation, either in Markovian and nonMarkovian regimes, can be obtained as an averaged random unitary evolution. This, apart from offering a common mathematical setup for both regimes, enables us to…
We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model covers several popular stochastic volatility models, such as…
We show a new remarkable connection between the symmetric form of a quantum stochastic differential equation (QSDE) and the strong resolvent limit of Schr\"odinger equations in Fock space: the strong resolvent limit is unitary equivalent to…
In this letter we present an analytic evidence of the non-integrability of the discrete nonlinear Schroedinger equation, a well-known discrete evolution equation which has been obtained in various contexts of physics and biology. We use a…
Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…
By using an exact solution to the time-dependent Schr\"{o}dinger equation with a point source initial condition, we investigate both the time and spatial dependence of quantum waves in a step potential barrier. We find that for a source…
Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…
A derivation of stochastic Schrodinger equations is given using quantum filtering theory. We study an open system in contact with its environment, the electromagnetic field. Continuous observation of the field yields information on the…
The Schr{\"o}dinger problem is an entropy minimisation problem on the space of probability measures. Its optimal value is a cost between two probability measures. In this article we investigate some regularity properties of this cost:…
The configuration interaction approach provides a conceptually simple and powerful approach to solve the Schr\"odinger equation for realistic molecules and materials but is characterized by an unfavourable scaling, which strongly limits its…
This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…
The nonlinear Schr\"odinger equation based on slowly varying approximation is usually applied to describe the pulse propagation in nonlinear waveguides. However, for the case of the front induced transitions (FITs), the pump effect is well…
In this paper we show that the existence of a primarily discrete space-time may be a fruitful assumption from which we may develop a new approach of statistical thermodynamics in pre-relativistic conditions. The discreetness of space-time…