相关论文: Quantum Stratonovich Stochastic Calculus and the Q…
A generalized definition of quantum stochastic (QS) integrals and differentials is given in the free of adaptiveness and dimensionality form in terms of Malliavin derivative on a projective Fock space, and their uniform continuity with…
We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…
We have advocated in a previous paper (Godart M. arXiv: 1206.2917v2[quant-ph] ) a version of the stochastic theory of quantum mechanics. It is indirectly based on a method proposed by Nelson to associate a Markov process with any solution…
A framework for defining stochastic currents associated with diffusion processes on curved Riemannian manifolds is presented. This is achieved by introducing an overdamped Stratonovich-Langevin equation that remains fully covariant under…
Generalised Ito formulae are proved for time dependent functions of continuous real valued semi-martingales. The conditions involve left space and time first derivatives, with the left space derivative required to have locally bounded…
This article proposes a method for forming invariant stochastic differential systems, namely dynamic systems with trajectories belonging to a given smooth manifold. The It\^o or Stratonovich stochastic differential equations with the Wiener…
The strong convergence of Wong-Zakai approximations of the solution to the reflecting stochastic differential equations was studied in [2]. We continue the study and prove the strong convergence under weaker assumptions on the domain.
We present a theoretical approach to include dynamical aspects of molecular structural fluctuations, such as, for example, forming and breaking hydrogen bonds, isomerizations, and dynamical supramolecular structures, in nonequilibrium…
We study the long time behavior of the stochastic quantization equation. Extending recent results by Mourrat and Weber we first establish a strong non-linear dissipative bound that gives control of moments of solutions at all positive times…
Stochastic thermodynamics provides a framework for describing small systems like colloids or biomolecules driven out of equilibrium but still in contact with a heat bath. Both, a first-law like energy balance involving exchanged heat and…
The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…
A major goal of stochastic thermodynamics is to estimate the inevitable dissipation that accompanies particular observable phenomena in an otherwise not fully accessible system. Quantitative results are often formulated as lower bounds on…
We present a time-dependent extension of logarithmic perturbation theory for nonrelativistic quantum dynamics governed by the Schr\"odinger equation, in which the logarithm of the wave function is expanded in powers of a coupling constant.…
We prove that the stochastic Burgers equation, which is related to the Kardar-Parisi-Zhang/KPZ equation via weak derivative, is a "critical" scaling limit for density fluctuations for a family of non-integrable and non-stationary…
We present a novel backward It{\^o}-Ventzell formula and an extension of the Aleeksev-Gr\"obner interpolating formula to stochastic flows. We also present some natural spectral conditions that yield direct and simple proofs of time uniform…
We present new stochastic differential equations, that are more general and simpler than the existing Ito-based stochastic differential equations. As an example, we apply our approach to the investment (portfolio) model.
We extend a classical relation by Crooks to quantum systems and show that it unifies the Crooks transient fluctuation theorem and the Kawasaki non-linear response relation, which leads to the standard linear response theory. We also show…
The generalized Stokes theorem (connecting integrals of dimensions 3 and 4) is formulated in a curved space-time in terms of paths in Minkowski space (forming Path Group). A covariant integral form of the conservation law for the…
We define a fractional Ito stochastic integral with respect to a randomly scaled fractional Brownian motion via an $S$-transform approach. We investigate the properties of this stochastic integral, prove the Ito formula for functions of…
Based on a variational principle with a stochastic forcing, we indicate that the stochastic Schr\"odinger equation in Stratonovich sense is an infinite-dimensional stochastic Hamiltonian system, whose phase flow preserves symplecticity. We…