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We consider a general relativistic zero-pressure irrotational cosmological medium perturbed to the third order. We assume a flat Friedmann background but include the cosmological constant. We ignore the rotational perturbation which decays…

Using the Feynman-Kac formula, a work fluctuation theorem for a Brownian particle in a nonconfining potential, e.g., a potential well with finite depth, is derived. The theorem yields aninequality that puts a lower bound on the average work…

We extend the theory of stochastic thermodynamics in three directions: (i) instead of a continuously monitored system we consider measurements only at an arbitrary set of discrete times, (ii) we allow for imperfect measurements and…

Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…

We consider a class of autonomous Hamiltonian systems subject to small, time-periodic perturbations. When the perturbation parameter is set to zero, the energy of the system is preserved. This is no longer the case when the perturbation…

Nonequilibrium processes of small systems such as molecular machines are ubiquitous in biology, chemistry and physics, but are often challenging to comprehend. In the past two decades, several exact thermodynamic relations of nonequilibrium…

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

We propose a new look at the heat bath for two Brownian particles, in which the heat bath as a `system' is both perturbed and sensed by the Brownian particles. Non-local thermal fluctuation give rise to bath-mediated static forces between…

Despite its intrinsic non-equilibrium origin, thermoelectricity in nanoscale systems is usually described within a static scattering approach which disregards the dynamical interaction with the thermal baths that maintain energy flow. Using…

Using a minimal-coupling-scheme we investigate the quantum Brownian motion of a particle in an anisotropic-dissipative-medium under the influence of an arbitrary potential in both relativistic and non-relativistic regimes. A general quantum…

We extend a model of positive feedback and contagion in large mean-field systems, by introducing a common source of noise driven by Brownian motion. Although the driving dynamics are continuous, the positive feedback effect can lead to…

The paper is devoted to the problem of the determination of regular and thermal forces acting on microscopic and smaller objects in fluids. One of the methods how regular forces are determined is the measurement of the drift velocity of…

We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…

We introduce a minimal model consisting of a two-body system with stochastically broken reciprocity (i.e., random violation of Newton's third law) and then investigate its statistical behaviors, including fluctuations of velocity and…

Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…

We focus on fast-slow systems involving both fractional Brownian motion (fBm) and standard Brownian motion (Bm). The integral with respect to Bm is the standard Ito integral, and the integral with respect to fBm is the generalised…

We calculate the nonequilibrium mean-field 'temperature' of a Brownian system in contact with a heat bath. We consider two different cases: an equilibrium bath in the presence of strong external forces and a nonequilibrium bath. By proving…

A quantum linear Boltzmann equation is proposed, constructed in terms of the operator-valued dynamic structure factor of the macroscopic system the test particle is interacting with. Due to this operator structure it is a non-Abelian linear…

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…