相关论文: Symmetric path integrals for stochastic equations …
The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the…
In this article, we examine a stochastic partial differential equation (SPDE) driven by a symmetric $\alpha$-stable (S$\alpha$S) L\'evy noise, that is multiplied by a linear function $\sigma(u)=u$ of the solution. The solution is…
The path integral approach offers not only an exact expression for the non- equilibrium dynamics of dissipative quantum systems, but is also a convenient starting point for perturbative treatments. An alternative way to explore the…
The Loschmidt echo is a measure of quantum irreversibility and is determined by the fidelity amplitude of an imperfect time-reversal protocol. Fidelity amplitude plays an important role both in the foundations of quantum mechanics and its…
In the pathwise stochastic calculus framework, the paper deals with the general study of equations driven by an additive Gaussian noise, with a drift function having an infinite limit at point zero. An ergodic theorem and the convergence of…
We use a path integral approach for solving the stochastic equations underlying the financial markets, and we show the equivalence between the path integral and the usual SDE and PDE methods. We analyze both the one-dimensional and the…
The path integral formulation in quantum mechanics corresponds to the first quantization since it is just to rewrite the quantum mechanical amplitude into many dimensional integrations over discretized coordinates $x_n$. However, the path…
We examine the relation between a stochastic version of the rough path integral with the symmetric-Stratonovich integral in the sense of regularization. Under mild regularity conditions in the sense of Malliavin calculus, we establish…
In this paper we consider an alternative formulation of a class of stochastic wave and master equations with scalar noise that are used in quantum optics for modelling open systems and continuously monitored systems. The reformulation is…
L\'{e}vy flights can be described using a Fokker-Planck equation which involves a fractional derivative operator in the position co-ordinate. Such an operator has its natural expression in the Fourier domain. Starting with this, we show…
Stochastic hybrid systems involve the coupling between discrete and continuous stochastic processes. They are finding increasing applications in cell biology, ranging from modeling promoter noise in gene networks to analyzing the effects of…
Statistics of classical Hamiltonian random walk of particle colliding with atoms of ideal gas is considered from viewpoint of earlier suggested exact pseudo-quantum path integral representation of the problem, and qualitative agreement is…
In quantum field theory the path integral is usually formulated in the wave picture, i.e., as a sum over field evolutions. This path integral is difficult to define rigorously because of analytic problems whose resolution may ultimately…
Starting from a forward--backward path integral of a point particle in a bath of harmonic oscillators, we derive the Fokker-Planck and Langevin equations with and without inertia. Special emphasis is placed upon the correct operator order…
The Feynman path integral has revolutionized modern approaches to quantum physics. Although the path integral formalism has proven very successful and spawned several approximation schemes, the direct evaluation of real-time path integrals…
We consider synchronization by noise for stochastic partial differential equations which support traveling pulse solutions, such as the FitzHugh-Nagumo equation. We show that any two pulse-like solutions which start from different positions…
Recently, a new path integral formulation of Loop Quantum Gravity (LQG) has been derived in arXiv:1910.03763 from the reduced phase space formulation of the canonical LQG. This paper focuses on the semiclassical analysis of this path…
The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works…
We extend the Langevin approach to a class of driving noises whose generating processes have independent increments with super-heavy-tailed distributions. The time-dependent generalized Fokker-Planck equation that corresponds to the…
We consider sample path properties of the solution to the stochastic heat equation, in $\mathbb{R}^d$ or bounded domains of $\mathbb{R}^d$, driven by a L\'evy space-time white noise. When viewed as a stochastic process in time with values…