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The quantum Liouville equation, which describes the phase space dynamics of a quantum system of fermions, is analyzed from statistical point of view as a particular example of the Kramers-Moyal expansion. Quantum mechanics is extended to…

量子物理 · 物理学 2017-10-25 R. Tsekov

This note is answering an old questioning about the F\'{e}nyes-Nelson stochastic mechanics. The Brownian nature of the quantum fluctuations, which are associated to this mechanics, is deduced from Feynman's interpretation of the Heisenberg…

量子物理 · 物理学 2007-05-23 Michel Fliess

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

统计力学 · 物理学 2016-04-06 G. Falasco , K. Kroy

"Quantum trajectories" are solutions of stochastic differential equations also called Belavkin or Stochastic Schr\"odinger Equations. They describe random phenomena in quantum measurement theory. Two types of such equations are usually…

概率论 · 数学 2008-12-18 Clement Pellegrini

Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…

量子物理 · 物理学 2012-11-13 R. Tsekov

Dynamical aspects of quantum Brownian motion in a low temperature environment are investigated. We give a systematic calculation of quantum entanglement among two Brownian oscillators without invoking Born-Markov approximation widely used…

量子物理 · 物理学 2009-11-13 K. Shiokawa

We construct a stochastic process, called the Liouville Brownian motion, which is the Brownian motion associated to the metric $e^{\gamma X(z)}\,dz^2$, $\gamma<\gamma_c=2$ and $X$ is a Gaussian Free Field. Such a process is conjectured to…

概率论 · 数学 2016-09-05 Christophe Garban , Rémi Rhodes , Vincent Vargas

We analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…

量子气体 · 物理学 2015-04-17 Pietro Massignan , Aniello Lampo , Jan Wehr , Maciej Lewenstein

In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…

概率论 · 数学 2018-05-15 Oussama Amine , David R. Baños , Frank Proske

Bohmian mechanics is the most naively obvious embedding imaginable of Schr\"odinger's equation into a completely coherent physical theory. It describes a world in which particles move in a highly non-Newtonian sort of way, one which may at…

量子物理 · 物理学 2008-11-26 K. Berndl , M. Daumer , D. Dürr , S. Goldstein , N. Zanghi

Quantum brownian motion is a fundamental model for a proper understanding of open quantum systems in different contexts such as chemistry, condensed matter physics, bio-physics and opto- mechamics. In this paper we propose a novel approach…

量子物理 · 物理学 2017-05-31 Matteo Carlesso , Angelo Bassi

Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…

统计力学 · 物理学 2024-07-02 Adrian Pacheco-Pozo , Diego Krapf

Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(s,t)= 2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right), \qquad s,t\in R. \] We study the existence of bfBm for a given pair…

概率论 · 数学 2019-07-04 Mikhail Lifshits , Ksenia Volkova

The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…

统计力学 · 物理学 2022-06-20 Marco Patriarca , Pasquale Sodano

The quantum Brownian motion paradigm provides a unified framework where one can see the interconnection of some basic quantum statistical processes like decoherence, dissipation, particle creation, noise and fluctuation. We treat the case…

广义相对论与量子宇宙学 · 物理学 2008-11-26 B. L. Hu , Andrew Matacz

In this paper, we study a class of stochastic differential equations with additive noise that contains a fractional Brownian motion (fBM) and a Poisson point process of class (QL). The differential equation of this kind is motivated by the…

概率论 · 数学 2015-04-14 Lihua Bai , Jin Ma

The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…

We express the probabilistic character associated to the wave function by treating it as a stochastic variable. This is accomplished by means of a stochastic equation for the wave function whose noise changes the phase of the wave function…

量子物理 · 物理学 2026-01-08 Mário J. de Oliveira

Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…

概率论 · 数学 2007-05-23 Boris Tsirelson

Fractional Brownian motion (fBm) is an important scale-invariant Gaussian non-Markovian process with stationary increments, which serves as a prototypical example of a system with long-range temporal correlations and anomalous diffusion.…

统计力学 · 物理学 2026-04-29 Baruch Meerson , Pavel V. Sasorov