Diffusion processes with singular drift fields

A class of stochastic differential equations with highly singular drift fields is considered. Using a purely probabilistic approach, we can show the unattainability of the nodal set. Moreover, a global existence and uniqueness theorem for diffusion processes with singular drift fields is established. The finite action condition of Carlen and Zheng can be modified. We relate our results to the diffusions which describe the time evolution of quantum systems in stochastic mechanics.     

Unitary evolutions and horizontal lifts in quantum stochastic calculus

Unitarity is proved for a class of solutions of quantum stochastic differential equations with unbounded coefficients. The resulting processes are then used to construct algebraic quantum diffusions. Applications include an existence proof for a class of diffusions on the non-commutative two-torus and a geometric interpretation for diffusions driven by the classical Poisson process.     

Statistical properties of perturbative nonlinear random diffusion from stochastic integral representations

Nonlinear diffusions on bounded intervals perturbed by gaussian white noise are considered. Terms in the expansion of the solution satisfy a recursive sequence of linear stochastic partial differential equations with the same kernel. Their solutions may be found as stochastic integrals. Thus expressions are obtained for the mean to order ϵ² and for the covariance and spectral density to order ϵ³.     

A Stochastic Mechanics Based on Bohm‧s Theory and its Connection with Quantum Mechanics

We construct a stochastic mechanics by replacing Bohm‧s first-order ordinary differential equation of motion with a stochastic differential equation where the stochastic process is defined by the set of Bohmian momentum time histories from an ensemble of particles. We show that, if the stochastic process is a purely random process with n-th order joint probability density in the form of products of delta functions, then the stochastic mechanics is equivalent to quantum mechanics in the sense that the former yields the same position probability density as the latter. However, for a particular non-purely random process, we show that the stochastic mechanics is not equivalent to quantum mechanics. Whether the equivalence between the stochastic mechanics and quantum mechanics holds for all purely random processes but breaks down for all non-purely random processes remains an open question.     

Quantum Mechanics and Stochastic Mechanics for Compatible Observables at Different Times

Bohm mechanics and Nelson stochastic mechanics are confronted with quantum mechanics in the presence of noninteracting subsystems. In both cases, it is shown that correlations at different times of compatible position observables on stationary states agree with quantum mechanics only in the case of product wave functions. By appropriate Bell-like inequalities it is shown that no classical theory, in particular no stochastic process, can reproduce the quantum mechanical correlations of position variables of noninteracting systems at different times.     

Does quantum mechanics accept a stochastic support?

Arguments are given in favor of a stochastic theory of quantum mechanics, clearly distinguishable from Brownian motion theory. A brief exposition of the phenomenological theory of stochastic quantum mechanics is presented, followed by a list of its main results and perspectives. A possible answer to the question about the origin of stochasticity is given in stochastic electrodynamics by assigning a real character to the vacuum radiation field. This theory is shown to reproduce important quantum mechanical results, some of which are presented explicitly to illustrate its potentialities. Finally the main problems and some perspectives of research within stochastic electrodynamics are discussed.     

Two-time correlation functions: stochastic and conventional quantum mechanics

An investigation of two-time correlation functions is reported within the framework of (i) stochastic quantum mechanics and (ii) conventional Heisenberg-Schr?dinger quantum mechanics. The spectral functions associated with the two-time electric dipole moment correlation functions are worked out in detail for the case of the hydrogen atom. While the single time averages are identical for stochastic and conventional quantum mechanics, differences arise in the two approaches for multiple time correlation functions.     

Electrodynamique stochastique et mécanique quantique

Numerous quantum-like results are obtained in stochastic electrodynamics. However, the latter has not the interpretation difficulties of quantum mechanics. K, a constant of stochastic electrodynamics is not a fundamental constant as is ?, the corresponding constant in quantum mechanics.     

Quantum mechanics as a stochastic process with aU(1) degree of freedom

A stochastic theory equivalent to the nonrelativistic quantum mechanics is constructed. A geometric manifestation of U(1) local gauge invariance is proposed. The stochastic theory is not of the type of Nelson's stochastic mechanics.Work supported in part by the US-Israel Binational Science Foundation (BSF).     

Filtering for partially observed diffusion and its applications

This paper provides an analytic method of filtering for partially observed diffusions, which can be also used for parameter estimation with the quasi-maximum likelihood method. The filtering is shown to have consistency in a weak sense. In addition, using the stochastic volatility models, a comparative simulation study is carried out to see how well the proposed method numerically works. The performance of the proposed method is basically better than that of the extended Kalman filtering.     

The transitions among classical mechanics,quantum mechanics,and stochastic quantum mechanics

Various formalisms for recasting quantum mechanics in the framework of classical mechanics on phase space are reviewed and compared. Recent results in stochastic quantum mechanics are shown to avoid the difficulties encountered by the earlier approach of Wigner, as well as to avoid the well-known incompatibilities of relativity and ordinary quantum theory. Specific mappings among the various formalisms are given.     

A new look at Bell's inequalities and Nelson's theorem

In 1985, Edward Nelson, who formulated the theory of stochastic mechanics, made an interesting remark about Bell's theorem. Nelson analysed the latter in the light of classical fields that behave randomly. He found that if a stochastic hidden variable theory fulfils certain conditions, the inequality of Bell can be violated. Moreover, Nelson was able to prove that this may happen without any instantaneous communication between the two spatially separated measurement stations. Since Nelson's article got almost overlooked by physicists, we try to review his comments on the theorem. We argue that a modification of stochastic mechanics published recently by Fritsche and Haugk can be extended to a theory which fulfils the requirements of Nelson's analysis. The article proceeds to derive the quantum mechanical formalism of spinning particles and the Pauli equation from this version of stochastic mechanics. Then, we investigate Bohm's version of the EPR experiment. Additionally, other setups, like entanglement swapping or time and position correlations, are shortly explained from the viewpoint of our local hidden‐variable model. Finally, we mention that this theory could perhaps be relativistically extended and useful for the formulation of quantum mechanics in curved space‐times.     

The underlying Brownian motion of nonrelativistic quantum mechanics

Nonrelativistic quantum mechanics can be derived from real Markov diffusion processes by extending the concept of probability measure to the complex domain. This appears as the only natural way of introducing formally classical probabilistic concepts into quantum mechanics. To every quantum state there is a corresponding complex Fokker-Planck equation. The particle drift is conditioned by an auxiliary equation which is obtained through stochastic energy conservation; the logarithmic transform of this equation is the Schrödinger equation. To every quantum mechanical operator there is a stochastic process; the replacement of operators by processes leads to all the well-known results of quantum mechanics, using stochastic calculus instead of formal quantum rules. Comparison is made with the classical stochastic approaches and the Feynman path integral formulation.     

Stochastic interpretations of nonrelativistic quantum theory

A critique of the causla and classical stochastic interpretations of nonrelativistic quantum mechanics is presented. The only way that the classical stochastic formulation can be made compatible with the theory of quantum measurement is to extend the probability measure density for fluctuating paths to the complex domain. In doing so, we obtain the generalized stochiastic formulation in which the methods of classical probability theory can be used to describe the quantum mechanical phenomenon of interfering alternatives. Illustrative examples from quantum theory are used to show the complete compatibility between the traditional and generalized stochastic interpretations of quantum mechanics. Work supported in part by a contribution from the CNR.     

On the derivation of the Schrödinger equation from stochastic mechanics

It is shown that the existing formulations of stochastic mechanics are not equivalent to the Schrödinger equation, as had previously been believed. It is argued that this is a reflection of fundamental inadequacies in the physical foundations of stochastic mechanics.Some relatively minor difficulties with the demonstration of equivalence are already known for the special case in which the nodal surface separates the manifold of the diffusion into disjoint components.^(1,11) The problems described in this paper are much more general and quite unrelated.     

Some stochastic aspects of quantization

From the advent of quantum mechanics, various types of stochastic-dynamical approach to quantum mechanics have been tried. We discuss how to utilize Nelson’s stochastic quantum mechanics to analyze the tunneling phenomena, how to derive relativistic field equations via the Poisson process and how to describe a quantum dynamics of open systems by the use of quantum state diffusion, or the stochastic Schrödinger equation.     

Three approaches to quantum mechanics

A recently introduced variational principle for quantum mechanics is compared with some aspects of stochastic mechanics and of the orthodox approach to quantum mechanics.     

Quantum Dynamics and Kinematics from a Statistical Model Selected by the Principle of Locality

Quantum mechanics predicts correlation between spacelike separated events which is widely argued to violate the principle of local causality. By contrast, here we shall show that the Schrödinger equation with Born’s statistical interpretation of wave function and uncertainty relation can be derived from a statistical model of microscopic stochastic deviation from classical mechanics which is selected uniquely, up to a free parameter, by the principle of Local Causality. Quantization is thus argued to be physical and Planck constant acquires an interpretation as the average stochastic deviation from classical mechanics in a microscopic time scale. Unlike canonical quantization, the resulting quantum system always has a definite configuration all the time as in classical mechanics, fluctuating randomly along a continuous trajectory. The average of the relevant physical quantities over the distribution of the configuration are shown to be equal numerically to the quantum mechanical average of the corresponding Hermitian operators over a quantum state.