相关论文: A Feynman-Kac Formula for Anticommuting Brownian M…

We use a local scale invariance of a classical Hamiltonian and describe how to construct six different formulations of quantum mechanics in spaces with two time-like dimensions. All these six formulations have the same classical limit…

We present a theoretical method to generate a highly accurate {\em time-independent} Hamiltonian governing the finite-time behavior of a time-periodic system. The method exploits infinitesimal unitary transformation steps, from which…

We consider a linear Boltzmann equation that arises in a model for quantum friction. It describes a particle that is slowed down by the emission of bosons. We study the stochastic process generated by this Boltzmann equation and we show…

Consistent dynamics which couples classical and quantum degrees of freedom exists. This dynamics is linear in the hybrid state, completely positive and trace preserving. Starting from completely positive classical-quantum master equations,…

Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is…

We consider quantum Hamiltonian systems composed of mutually interacting "dynamical subsystem" with one or several degrees of freedom and "thermostat" with arbitrary many degrees of freedom, under assumptions that the interaction ensures…

Einstein-Smoluchowski diffusion, damped harmonic oscillations, and spatial decoherence are special cases of an elegant class of Markovian quantum Brownian motion models that is invariant under linear symplectic transformations. Here we…

We discuss a method to transform the covariant Fokker action into an implicit two-degree-of-freedom Hamiltonian for the electromagnetic two-body problem with arbitrary masses. This dynamical system appeared 100 years ago and it was…

We present a Cameron--Martin type quasi-invariance theorem for subordinate Brownian motion. As applications, we establish an integration by parts formula and construct a gradient operator on the path space of subordinate Brownian motion,…

We show that Riemann surfaces, and separated variables immediately provide classical Poisson commuting Hamiltonians. We show that Baxter's equations for separated variables immediately provide quantum commuting Hamiltonians. The…

This work develops further a probabilist approach to the asymptotic behavior of growth-fragmentation semigroups via the Feynman-Kac formula, which was introduced in a joint article with A.R. Watson [4]. Here, it is first shown that the…

We consider Gibbs measures relative to Brownian motion of Feynman-Kac type, with single site potential V. We show that for a large class of V, including the Coulomb potential, there exist infinitely many infinite volume Gibbs measures.

The Brownian motion of a light quantum particle in a heavy classical gas is theoretically described and a new expression for the friction coefficient is obtained for arbitrary temperature. At zero temperature it equals to the de Broglie…

Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…

We introduce a symmetric Poisson bracket that allows us to describe anticommuting fields on a classical level in the same way as commuting fields, without the use of Grassmann variables. By means of a simple example, we show how the Dirac…

Consider a large system of $N$ Brownian motions in $\mathbb{R}^d$ with some non-degenerate initial measure on some fixed time interval $[0,\beta]$ with symmetrised initial-terminal condition. That is, for any $i$, the terminal location of…

We present a new approach to noncommutative stochastic calculus that is, like the classical theory, based primarily on the martingale property. Using this approach, we introduce a general theory of stochastic integration and quadratic…

Contributions of the present paper consist of two parts. In the first one, we contribute to the theory of stochastic calculus for signed measures. For instance, we provide some results permitting to characterize martingales and Brownian…

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…

We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…