Related papers: Functional integral approach for multiplicative st…
The core of this article is a general theorem with a large number of specializations. Given a manifold $N$ and a finite number of one-parameter groups of point transformations on $N$ with generators $Y, X_{(1)}, \cdots, X_{(d)} $, we…
By merging the Feynman-Vernon's approach with the out-of-equilibrium Keldysh-Schwinger formalism, we construct the reduced generating functional through which all the time-dependent correlation functions of an open fermionic system can be…
We study integration over functions on superspaces. These functions are invariant under a transformation which maps the whole superspace onto the part of the superspace which only comprises purely commuting variables. We get a compact…
We provide the full theory of thermodynamic formalism for a very general collection of entire functions in class $\mathcal B$. This class overlaps with the collection of all entire functions for which thermodynamic formalism has been so far…
The steady-state electronic transport across periodically driven systems can be efficiently addressed using Landauer-B\"{u}ttiker formalism. The time-dependent nonequilibrium Green's function theory then may be adapted for developing direct…
This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…
We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic…
This thesis is dedicated to the study of stochastic processes; non-deterministic physical phenomena that can be well described by classical physics. The stochastic processes we are interested in are akin to Brownian Motion and can be…
Representations for the generating functionals of static correlators of $z$-components of spins in the XY and $XX$ Heisenberg spin chains are obtained in the form of sums of the fermionic functional integrals. The peculiarity of the…
Fractional Brownian motion (fBm) is an experimentally-relevant, non-Markovian Gaussian stochastic process with long-ranged correlations between the increments, parametrised by the so-called Hurst exponent $H$; depending on its value the…
We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…
When a probe particle immersed in a fluid with nonlinear interactions is subject to strong driving, the cumulants of the stochastic force acting on the probe are nonlinear functionals of the driving protocol. We present a Volterra series…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
This article presents a construction of the concept of stochastic integration in Riemannian manifolds from a purely functional-analytic point of view. We show that there are infinitely many such integrals, and that any two of them are…
Time evolution equations for dynamical systems can often be derived from generating functionals. Examples are Newton's equations of motion in classical dynamics which can be generated within the Lagrange or the Hamiltonian formalism. We…
We study quantum mechanics in the stochastic formulation, using the functional integral approach. The noise term enters the classical action as a local contribution of anticommuting fields. The partition function is not invariant under…
In this article, we present a general methodology for stochastic control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main…
In the article, integration of temporal functions in (possibly non-UMD) Banach spaces with respect to (possibly non-Gaussian) fractional processes from a finite sum of Wiener chaoses is treated. The family of fractional processes that is…
A stochastic method is described for estimating Green's functions (GF's), appropriate to linear advection-diffusion-reaction transport problems, evolving in arbitrary geometries. By allowing straightforward construction of approximate,…
We develop a generating-function formulation for the symbolic reduction of multi-loop Feynman integrals. In this framework, integration-by-parts identities are rewritten as differential equations for sector-wise generating functions, so the…