相关论文: Nonclassical stochastic flows and continuous produ…
Isotropic Brownian flows (IBFs) are a fairly natural class of stochastic flows which has been studied extensively by various authors. Their rich structure allows for explicit calculations in several situations and makes them a natural…
In this short article we present new results that bring about hitherto unknown relations between certain Bernstein diffusions wandering in bounded convex domains of Euclidean space on the one hand, and processes which typically occur in…
Systems with interacting degrees of freedom play a prominent role in stochastic thermodynamics. Our aim is to use the concept of detached path probabilities and detached entropy production for bipartite Markov processes and elaborate on a…
We study the spaces of Poisson, compound Poisson and Gamma noises as special cases of a general approach to non-Gaussian white noise calculus, see \cite{KSS96}. We use a known unitary isomorphism between Poisson and compound Poisson spaces…
This chapter presents specific aspects of Gaussian process modeling in the presence of complex noise. Starting from the standard homoscedastic model, various generalizations from the literature are presented: input varying noise variance,…
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,…
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…
We show that a flow (timelike congruence) in any type $B_{1}$ warped product spacetime is uniquely and algorithmically determined by the condition of zero flux. (Though restricted, these spaces include many cases of interest.) The flow is…
Statistical physics provides a useful perspective for the analysis of many complex systems; it allows us to relate microscopic fluctuations to macroscopic observations. Developmental biology, but also cell biology more generally, are…
It is shown how the macroscopic non-equilibrium dynamics of a class of systems whose microscopic stochastic dynamics involves disordered and frustrated but range-free interactions can be well described by closed deterministic flow…
A tutorial review is given of some developments and applications of stochastic processes from the point of view of the practicioner physicist. The index is the following: 1.- Introduction 2.- Stochastic Processes 3.- Transient Stochastic…
We argue that the complex numbers are an irreducible object of quantum probability. This can be seen in the measurements of geometric phases that have no classical probabilistic analogue. Having complex phases as primitive ingredient…
We analyze the relative price change of assets starting from basic supply/demand considerations subject to arbitrary motivations. The resulting stochastic differential equation has coefficients that are functions of supply and demand. We…
In this paper for the first time, we construct quantum analogs starting from classical stochastic processes, by replacing random which path decisions with superpositions of all paths. This procedure typically leads to non-unitary quantum…
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…
The classical statistics of turbulence are shown to be not specific to turbulence and can be derived from a solution for recurring unsteady state viscous flow. Care must be exercised in using them to make deductions about turbulence…
In this paper, we consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ with multiplicative noise. We first show that the solutions to the stochastic equations of second…
A non-Boolean extension of the classical probability model is proposed. The non-Boolean probabilities reproduce typical quantum phenomena. The proposed model is more general and more abstract, but easier to interpret, than the quantum…
In this manuscript we analyse the long-term probability density function of non-stationary dynamical processes which are enclosed inward the Feller class of processes with time varying exponents for multiplicative noise. The update in the…
The effect of a stochastic displacement field on a statistically independent point process is analyzed. Stochastic displacement fields can be divided into two large classes: spatially correlated and uncorrelated. For both cases exact…