相关论文: On a relation between stochastic integration and g…
Path integrals are a central tool when it comes to describing quantum or thermal fluctuations of particles or fields. Their success dates back to Feynman who showed how to use them within the framework of quantum mechanics. Since then, path…
We consider a Hamiltonian system which has its origin in a generalization of exact renormalization group flow of matrix scalar field theory and describes a non-linear generalization of the shock-wave equation that is known to be integrable.…
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…
These lectures are intended for graduate students who want to acquire a working knowledge of path integral methods in a wide variety of fields in physics. In general the presentation is elementary and path integrals are developed in the…
We present the path integral representation of the generating function for classical exclusive particle systems. By introducing hard-core bosonic creation and annihilation operators and appropriate commutation relations, we construct the…
We consider the regularity of sample paths of Volterra-L\'{e}vy processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a L\'{e}vy process and $F$ is a…
The purpose of these notes is to distribute, mostly without proofs, fundamental definitions and results concerning the theory of semimartingales and stochastic integration. The material serves as a foundational guide for those interested in…
The theory of rough paths arose from a desire to establish continuity properties of ordinary differential equations involving terms of low regularity. While essentially an analytic theory, its main motivation and applications are in…
An universal form of kinetic equation for open systems is considered which naturally unifies classical and quantum cases and allows to extend concept of wave function to open quantum systems. Corresponding stochastic Schr\"{o}dinger…
We investigate the statistics of fluctuations in a classical stochastic network of nodes joined by connectors. The nodes carry generalized charge that may be randomly transferred from one node to another. Our goal is to find the time…
I develop a theory of classicality from quantum systems. This theory stems from the study of classical and quantum stationary stochastic processes. The stochastic processes are characterized by polyhedral (classical) and semidefinite…
We calculate a current and its fluctuation in a two-state stochastic system under a periodic perturbation. The system could be interpreted as a channel on a cell surface or a single Michaelis-Menten catalyzing enzyme. It has been shown that…
We give two novel proofs that the path integral and stochastic quantizations of generic scalar Euclidean quantum field theories are equivalent. Our proofs rely on Taylor interpolations indexed by forests, in the fashion of constructive…
In this paper, we first analyze the strong and weak convergence of projective integration methods for multiscale stochastic dynamical systems driven by $\alpha$-stable processes, which are used to estimate the effect that the fast…
In this paper, random and stochastic processes are defined on fractal curves. Fractal calculus is used to define cumulative distribution function, probability density function, moments, variance and correlation function of stochastic…
We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…
We introduce an operator description for a stochastic sandpile model with a conserved particle density, and develop a path-integral representation for its evolution. The resulting (exact) expression for the effective action highlights…
We consider a class of continuous time Markov chains on $\Z^d$. These chains are the discrete space analogue of Markov processes with jumps. Under some conditions, we show that harmonic functions associated with these Markov chains are…
Quantum mechanical phase space path integrals are re-examined with regard to the physical interpretation of the phase space variables involved. It is demonstrated that the traditional phase space path integral implies a meaning for the…
In this note we review a selection of contemporary research themes in holomorphic dynamics. The main topics that will be discussed are: geometric (laminar and woven) currents and their applications, bifurcation theory in one and several…