相关论文: Nonnegative Feynman-Kac Kernels in Schr\"{o}dinger…

This article is concerned with the design and analysis of discrete time Feynman-Kac particle integration models with geometric interacting jump processes. We analyze two general types of model, corresponding to whether the reference process…

Stochastic unravelings allow to efficiently simulate open system dynamics, yet their application has traditionally been restricted to master equations that preserve both Hermiticity and trace. In this work, we introduce a general framework…

Weak Feller property of controlled and control-free Markov chains lead to many desirable properties. In control-free setups this leads to the existence of invariant probability measures for compact spaces and applicability of numerical…

Analytic solutions to the time-dependent Schr\"odinger equation for cutoff wave initial conditions are used to investigate the time evolution of the transmitted probability density for tunneling. For a broad range of values of the potential…

We apply the Marchenko method of quantum inverse scattering to study nucleon scattering problems. Assuming a $\beta/r^2$ type repulsive core and comparing our results to the Reid93 phenomenological potential we estimate the constant…

We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we…

We consider a finite-state, continuous-time Markov process, represented in the "linear framework" by a directed graph with labelled edges which specifies the infinitesimal generator of the process. If the graph is strongly connected, the…

We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative…

We formulate a short-time expansion for one-dimensional Fokker-Planck equations with spatially dependent diffusion coefficients, derived from stochastic processes with Gaussian white noise, for general values of the discretization parameter…

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local singular convolution kernel. Each of those singular equations…

Non-linear Hawkes processes with memory kernels given by the sum of Erlang kernels are considered. It is shown that their stability properties can be studied in terms of an associated class of piecewise deterministic Markov processes,…

We discuss a probabilistic approximation framework for the three-dimensional attractive point interaction on a finite time horizon. By iterating the Doob transforms of the explicit heat kernel associated with the singular Schr\"odinger…

Discretizations of the Feynman-Kac path integral representation of the quantum mechanical density matrix are investigated. Each infinite-dimensional path integral is approximated by a Riemann integral over a finite-dimensional function…

The existence of global nonnegative martingale solutions to a stochastic cross-diffusion system for an arbitrary but finite number of interacting population species is shown. The random influence of the environment is modeled by a…

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

We demonstrate the non-spreading behavior of Airy wave packets utilizing the Feynman path integral formulation of a linear potential, the Airy functions' zeros correspondence to heavy-meson mass spectroscopy, and their implications to the…

We extend the unified kernel framework for transport equations and Koopman eigenfunctions, developed in previous work by the authors for deterministic systems, to stochastic differential equations (SDEs). In the deterministic setting, three…

Markov kernels play a decisive role in probability and mathematical statistics theories, and are an extension of the concepts of sigma-field and statistic. Concepts such as independence, sufficiency, completeness, ancillarity or conditional…

We consider the inverse problems of for the fractional Schr\"odinger equation by using monotonicity formulas. We provide if-and-only-if monotonicity relations between positive bounded potentials and their associated nonlocal…