Related papers: Functional integral approach for multiplicative st…
We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…
It is shown that every Feynman integral can be interpreted as Green function of some linear differential operator with constant coefficients. This definition is equivalent to usual one but needs no regularization and application of…
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, motivated in particular by its applications in Internet traffic modeling, biomedicine and finance. The aim of this work is to define and…
We introduce an operator description for a stochastic sandpile model with a conserved particle density, and develop a path-integral representation for its evolution. The resulting (exact) expression for the effective action highlights…
We establish a new class of functional central limit theorems for partial sum of certain symmetric stationary infinitely divisible processes with regularly varying L\'{e}vy measures. The limit process is a new class of symmetric stable…
We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…
We construct rich vector spaces of continuous functions with prescribed curved or linear pathwise quadratic variations. We also construct a class of functions whose quadratic variation may depend in a local and nonlinear way on the function…
We formalize Feynman's construction of the quantum mechanical path integral. To do this, we shift the emphasis in differential geometry from the tangent bundle onto the pair groupoid. This allows us to use the van Est map and the piecewise…
We show that a pathwise stochastic integral with respect to fractional Brownian motion with an adapted integrand $g$ can have any prescribed distribution, moreover, we give both necessary and sufficient conditions when random variables can…
We present normal approximation results at the process level for local functionals defined on dynamic Poisson processes in $\mathbb{R}^d$. The dynamics we study here are those of a Markov birth-death process. We prove functional limit…
The main result of this paper is a functional limit theorem for the sine-process. In particular, we study the limit distribution, in the space of trajectories, for the number of particles in a growing interval. The sine-process has the…
We introduce state-space models where the functionals of the observational and the evolutionary equations are unknown, and treated as random functions evolving with time. Thus, our model is nonparametric and generalizes the traditional…
In this article we propose the calculation of the unconditional Wiener measure functional integral with a term of the fourth order in the exponent by an alternative method as in the conventional perturbative approach. In contrast to the…
The spin can be described in the star product formalism by extending the bosonic Moyal product in the fermionic sector. The fermionic star product is then the Clifford product of geometric algebra and it is possible to formulate the…
In this paper we study the asymptotic behaviour via Gamma-convergence of some integral functionals which model some multi-dimensional structures and depend explicitly on the linearized strain tensor. The functionals are defined in…
Regularized coherent-state functional integrals are derived for ensembles of identical bosons on a lattice, the regularization being a discretization of Euclidian time. Convergence of the time-continuum limit is shown for various…
Simple bosonic path integral representation for path ordered exponent is derived. This representation is used, at first, to obtain new variant of non-Abelian Stokes theorem. Then new pure bosonic worldline path integral representations for…
We construct planar semimartingales that include the Walsh Brownian motion as a special case, and derive Harrison-Shepp-type equations and a change-of-variable formula in the spirit of Freidlin-Sheu for these so-called "Walsh…
The aim of this paper is to present an elementary computable theory of probability, random variables and stochastic processes. The probability theory is baed on existing approaches using valuations and lower integrals. Various approaches to…
In this article we study existence of pathwise stochastic integrals with respect to a general class of $n$-dimensional Gaussian processes and a wide class of adapted integrands. More precisely, we study integrands which are functions that…