Related papers: Functional integral approach for multiplicative st…
It is shown that the phase space of a dynamical system subject to second class constraints can be extended by ghost variables in such a way that some formal analogies of the $\Omega$-charge and the unitarizing Hamiltonian can be…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
The signature of a path, as a fundamental object in Rough path theory, serves as a generating function for non-commutative monomials on path space. It transforms the path into a grouplike element in the tensor algebra space, summarising the…
We propose a novel stochastic method to exactly generate Brownian paths conditioned to start at an initial point and end at a given final point during a fixed time $t_{f}$. These paths are weighted with a probability given by the overdamped…
We consider a Markov process $X$ associated to a nonnecessarily symmetric Dirichlet form $\mathcal{E}$. We define a stochastic integral with respect to a class of additive functionals of zero quadratic variation and then we obtain an…
The so-called Hadamard fractional Brownian motion, as defined in Beghin et al. (2025) by means of Hadamard fractional operators, is a Gaussian process which shares some properties with standard Brownian motion (such as the one-dimensional…
We introduce a symbolic method for the evaluation of definite integrals containing combinations of various functions, including exponentials, logarithm and products of Bessel functions of different types. The method we develop is naturally…
Functional integrals are central to modern theories ranging from quantum mechanics and statistical thermodynamics to biology, chemistry, and finance. In this work we present a new method for calculating functional integrals based on a…
In a previous Letter (J. Phys. A v.47 (2014) 212003) we have presented numerical evidence that a Hamiltonian expressed in terms of the generators of the periodic Temperley-Lieb algebra has, in the finite-size scaling limit, a spectrum given…
In this paper we consider the nonparametric functional estimation of the drift of Gaussian processes using Paley-Wiener and Karhunen-Lo\`eve expansions. We construct efficient estimators for the drift of such processes, and prove their…
An integration by parts formula is the foundation for stochastic analysis on path spaces over a (finite dimensional) Riemannian manifold or over $R^n$, from which we may deduce the operator $d$ is closable and define the Laplacian operator…
Graphical functions have emerged as a powerful framework for evaluating multi-loop Feynman integrals in perturbative quantum field theory. Defined as massless three-point position-space integrals, they reveal rich analytic structures and…
We define a discretized Langevin equation in Stratonovich-{\it type} calculus. We show that a generating functional with a field-dependent kernel can be written in mid-point prescription only when we calculate in the calculus. Moreover we…
A method to perform bosonization of a fermionic theory in (1+1) dimensions in a path integral framework is developed. The method relies exclusively on the path integral property of allowing variable shifts, and does not depend on the…
We present the derivation of an alternative representation of the real-time in-in formalism under a spatially homogeneous and time independent electric field. Because the system exhibits instability associated with pair production of…
We implement in systems of fermions the formalism of pseudoclassical paths that we recently developed for systems of bosons and show that quantum states of fermionic fields can be described, in the Heisenberg picture, as linear combinations…
The study of multidimensional stochastic processes involves complex computations in intricate functional spaces. In particular, the diffusion processes, which include the practically important Gauss-Markov processes, are ordinarily defined…
The paper is devoted to the existence of integral functionals $\int_0^\infty f(X(t))\,{\mathrm{d}t}$ for several classes of processes in $\mathbb{R}$ with $d\ge 3$. Some examples such as Brownian motion, fractional Brownian motion, compound…
We propose a definition of branching-type stationary stochastic processes on rooted trees and related definitions of hyper-positivity for functions on the unit circle and functions on the set of non-negative integers. We then obtain (1) a…
We introduce a novel, systematic method for the complete symbolic reduction of multi-loop Feynman integrals, leveraging the power of generating functions. The differential equations governing these generating functions naturally yield…