Related papers: Path Integral and Asian Options
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of the notion of $p$-th variation along a sequence of time…
In this paper the Feynman path integral technique is applied to two-dimensional spaces of non-constant curvature: these spaces are called Darboux spaces $\DI$--$\DIV$. We start each consideration in terms of the metric and then analyze the…
The model of a classical particle with the weak linear AAD potential is subjected to path integral quantization. The light cone constraints and peculiar properies of its internal variables permit to use in calculations commutative dynamics…
The path integral for the propagator is expanded into a perturbation series, which can be exactly summed in the case of $\delta$-function perturbations giving a closed expression for the (energy-dependent) Green function. Making the…
In this article we study the existence of pathwise Stieltjes integrals of the form $\int f(X_t)\, dY_t$ for nonrandom, possibly discontinuous, evaluation functions $f$ and H\"older continuous random processes $X$ and $Y$. We discuss a…
We present a new method for numerically computing generic multi-loop Feynman integrals. The method relies on an iterative application of Feynman's trick for combining two propagators. Each application of Feynman's trick introduces a…
A wide class of boundary problems in quantum mechanics is discussed by using path integrals. This includes motion in half-spaces, radial boxes, rings, and moving boundaries. As a preparation the formalism for the incorporation of…
The purpose of this note is to describe, in terms of a power series, the distribution function of the exponential functional, taken at some independent exponential time, of a spectrally negative L\'evy process \xi with unbounded variation.…
Path integrals for particles in curved spaces can be used to compute trace anomalies in quantum field theories, and more generally to study properties of quantum fields coupled to gravity in first quantization. While their construction in…
Given an arbitrary Lagrangian function on \RR^d and a choice of classical path, one can try to define Feynman's path integral supported near the classical path as a formal power series parameterized by "Feynman diagrams," although these…
Feynman's path integral approach is to sum over all possible spatio-temporal paths to reproduce the quantum wave function and the corresponding time evolution, which has enormous potential to reveal quantum processes in classical view.…
Feynman's path integral in adelic quantum mechanics is considered. The propagator K(x'',t'';x',t') for one-dimensional adelic systems with quadratic Lagrangians is analytically evaluated. Obtained exact general formula has the form which is…
We analyze the relaxation dynamics of Feynman-Kac path integral kernel functions in terms of branching diffusion processes with killing. This sheds new light on the admissible path-wise description of the relaxation to equilibrium for…
The Feynman Path Integral is extended in order to capture all solutions of a quantum field theory. This is done via a choice of appropriate integration cycles, parametrized by M in SL(2,C), i.e., the space of allowed integration cycles is…
Many introductory courses in quantum mechanics include Feynman's time-slicing definition of the path integral, with a complete derivation of the propagator in the simplest of cases. However, attempts to generalize this, for instance to…
We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the…
A fully regulated definition of Feynman's path integral is presented here. The proposed re-formulation of the path integral coincides with the familiar formulation whenever the path integral is well-defined. In particular, it is consistent…
Quantum cellular automata have been recently considered as a fundamental approach to quantum field theory, resorting to a precise automaton, linear in the field, for the Dirac equation in one dimension. In such linear case a quantum…
We propose a modification of the Faddeev-Popov procedure to construct a path integral representation for the transition amplitude and the partition function for gauge theories whose orbit space has a non-Euclidean geometry. Our approach is…
The Feynman path integral does not allow a "one real path" interpretation, because amplitudes contribute to probabilities in a non-separable manner. The opposite extreme, "all paths happen", is not a useful or informative account. In this…