Related papers: Path Integral over Reparametrizations: Levy Flight…
We study symmetric L\'evy flights in a semi-infinite domain $[0,\infty)$ with a reflecting and absorbing boundary at 0. To this end, we use the fractional differential equation that governs the L\'evy process. Incorporating the boundary…
We discuss how one calculates the coherent path integrals for locally interacting systems, where some inconsistencies with exact results have been reported previously. It is shown that the operator ordering subtlety that is hidden in the…
This paper investigates L\'evy walks with random velocities, extending classical models beyond constant speed assumptions. We derive scaling limits, demonstrating that diffusion depends on interplay between heavy-tailed duration and…
We investigate the (functional) convex order of for various continuous martingale processes, either with respect to their diffusions coefficients for L\'evy-driven SDEs or their integrands for stochastic integrals. Main results are bordered…
The paper presents a multidimensional model for nonlinear Markovian random walks that generalizes one we developed previously (Phys. Rev. E v.79, 011110, 2009) in order to describe the Levy type stochastic processes in terms of continuous…
We develop a coarse-graining procedure for two-dimensional models of fluctuating loops by mapping them to interface models. The result is an effective field theory for the scaling limit of loop models, which is found to be a Liouville…
Existing results for the estimation of the L\'evy measure are mostly limited to the onedimensional setting. We apply the spectral method to multidimensional L\'evy processes in order to construct a nonparametric estimator for the…
L\'evy walk process is one of the most effective models to describe superdiffusion, which underlies some important movement patterns and has been widely observed in the micro and macro dynamics. From the perspective of random walk theory,…
We consider the statistical analysis of trajectories on Riemannian manifolds that are observed under arbitrary temporal evolutions. Past methods rely on cross-sectional analysis, with the given temporal registration, and consequently may…
The path integral of four dimensional quantum gravity is restricted to conformally self-dual metrics. It reduces to integrals over the conformal factor and over the moduli space of conformally self--dual metrics and can be studied with the…
We consider a spin-s Heisenberg model coupled to two-dimensional quantum gravity. We quantize the model using the Feynman path integral, summing over all possible two-dimensional geometries and spin configurations. We regularize this path…
We consider high order approximations of the solution of the stochastic filtering problem, derive their pathwise representation in the spirit of the earlier work of Clark and Davis and prove their robustness property. In particular, we show…
We study one-dimensional stochastic integral equations with non-smooth dispersion coefficients, and with drift components that are not restricted to be absolutely continuous with respect to Lebesgue measure. In the spirit of Lamperti, Doss…
We study a two-dimensional diffusive motion of a tracer particle in restricted, crowded anisotropic geometries. The underlying medium is the same as in our previous work [J. Chem. Phys. 140, 044706 (2014)] in which standard, gaussian…
Random walk is a fundamental concept with applications ranging from quantum physics to econometrics. Remarkably, one specific model of random walks appears to be ubiquitous across many fields as a tool to analyze transport phenomena in…
We frame the issue of pedestrian dynamics modeling in terms of path-integrals, a formalism originally introduced in quantum mechanics to account for the behavior of quantum particles, later extended to quantum field theories and to…
A model of a relativistic particle moving in the Liouville field is investigated. Symmetry group of the system is $SL(2,R)/Z_2$. The corresponding dynamical integrals describe full set of classical trajectories. Dynamical integrals are used…
We study a random walk on a point process given by an ordered array of points $(\omega_k, \, k \in \mathbb{Z})$ on the real line. The distances $\omega_{k+1} - \omega_k$ are i.i.d. random variables in the domain of attraction of a…
Statistics of classical Hamiltonian random walk of particle colliding with atoms of ideal gas is considered from viewpoint of earlier suggested exact pseudo-quantum path integral representation of the problem, and qualitative agreement is…
We investigate the hitherto unexplored relation between the superparticle path integral and superfield theory. Requiring that the path integral has the global symmetries of the classical action and obeys the natural composition property of…