相关论文: Quantum Stratonovich Stochastic Calculus and the Q…

We derive the classical Hamilton-Jacobi equation from first principles as the natural description for smooth stochastic processes when one neglects stochastic velocity fluctuations. The Schr\"{o}dinger equation is shown to be the natural…

We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in many areas, such as those with ordinary differential equations…

There is an extensive literature on the dynamic law of large numbers for systems of quantum particles, that is, on the derivation of an equation describing the limiting individual behavior of particles inside a large ensemble of identical…

We consider a stochastic conservation law on the line with solution-dependent diffusivity, a super-linear, sub-quadratic Hamiltonian, and smooth, spatially-homogeneous kick-type random forcing. We show that this Markov process admits a…

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…

We study It\^o SDE systems driven by oscillating functions of a single It\^o diffusion process. In the limit when oscillations become fast, we show that the solution process converges in law to the process defined by an SDE system driven by…

Inspired by the idea of stochastic quantization proposed by Parisi and Wu, we construct the transition probability matrix which plays a central role in the renormalization group through a stochastic differential equation. By establishing…

We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations to Stratonovich stochastic differential equations with BV…

This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…

The approximative theorems of incomplete Riemann-Stieltjes sums of Ito stochastic integral, mean square integral and Stratonovich stochastic integral with respect to Brownian motion are investigated. Some sufficient conditions of incomplete…

The stochastic Gross-Pitaevskii equation represents a versatile approach for studying the dynamics of trapped degenerate ultracold Bose gases in the presence of large phase and density fluctuations. Following a brief review of the original…

Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…

Characterization of non-Markovian open quantum dynamics is both of theoretical and practical relevance. In a seminal work [Phys. Rev. Lett. 120, 040405 (2018)], a necessary and sufficient quantum Markov condition is proposed, with a clear…

Invariant manifolds facilitate the understanding of nonlinear stochastic dynamics. When an invariant manifold is represented approximately by a graph for example, the whole stochastic dynamical system may be reduced or restricted to this…

In this paper we prove a general approximation result for reflected stochastic differential equations in bounded domains satisfying conditions reorganized by Ren and Wu. Then we show that it includes Wong-Zakai approximation, mollifier…

Traditional thermodynamic trade-off relations usually apply to quantities that depend linearly on probability distributions. In contrast, many important information-theoretic measures, such as entropies, are nonlinear and therefore…

Chen, Fitzsimmons, Kuwae and Zhang (Ann. Probab. 36 (2008) 931-970) have established an Ito formula consisting in the development of F(u(X)) for a symmetric Markov process X, a function u in the Dirichlet space of X and any…

In this work, our prime focus is to study the one to one correspondence between the conduction phenomena in electrical wires with impurity and the scattering events responsible for particle production during stochastic inflation and…

A study on the notion of covariant derivatives in flat and curved space-time via It\^o-Wiener processes, when subjected to stochastic processes, is presented. Going into details, there is an analysis of the following topics: (i) Besov…

We prove a generalized fluctuation-dissipation theorem for a certain class of out-of-time-ordered correlators (OTOCs) with a modified statistical average, which we call bipartite OTOCs, for general quantum systems in thermal equilibrium.…