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Quantum mechanics is well known to accelerate statistical sampling processes over classical techniques. In quantitative finance, statistical samplings arise broadly in many use cases. Here we focus on a particular one of such use cases,…

In a reasonably self-contained and explicit presentation we illustrate the efficiency of the Feynman-Kac formula for the rigorous derivation of three inequalities of interest in non-relativistic quantum mechanics.

Quantum Physics · Physics 2017-08-23 Hajo Leschke , Rainer Ruder

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport…

Computational Physics · Physics 2021-08-25 Minglei Yang , Guannan Zhang , Diego del-Castillo-Negrete , Miroslav Stoyanov

Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle…

Computational Finance · Quantitative Finance 2012-10-30 P. Del Moral , G. W. Peters , Ch. Vergé

We introduce a new computer algebra system optimized for use in lattice perturbation theory as well as continuum perturbation theory and a new framework to perform automated perturbative calculations on top of said computer algebra system.…

High Energy Physics - Lattice · Physics 2012-11-19 Christoph Lehner

A natural counterpart to the Lie-Trotter product formula for norm-continuous one-parameter semigroups is proved, for the class of quasicontractive quantum stochastic operator cocycles whose expectation semigroup is norm continuous. Compared…

Functional Analysis · Mathematics 2018-01-18 J. Martin Lindsay

It is shown that the vacuum state of weakly interacting quantum field theories can be described, in the Heisenberg picture, as a linear combination of randomly distributed incoherent paths that obey classical equations of motion with…

High Energy Physics - Theory · Physics 2009-11-07 Ram Brustein , David H. Oaknin

The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…

High Energy Physics - Theory · Physics 2007-06-13 P. O. Kazinski

Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…

Probability · Mathematics 2016-03-18 Stefano Bonaccorsi , Craig Calcaterra , Sonia Mazzucchi

In this article we study examples of systematic biases that can occur in quantum Monte Carlo methods due to the accumulation of non-linear expectation values, and approaches by which these errors can be corrected. We begin with a study of…

Strongly Correlated Electrons · Physics 2018-08-15 Nick S. Blunt , Ali Alavi , George H. Booth

Different relativistic quantum mechanics approaches have recently been used to calculate properties of various systems, form factors in particular. It is known that predictions, which most often rely on a single-particle current…

Nuclear Theory · Physics 2008-11-26 Bertrand Desplanques , Yu Bing Dong

A definition is given, in the framework of stochastic quantization, for the dynamics of a system composed of classical and quantum degrees of freedom mutually interacting. It is found that the theory breaks reflection positivity, and hence…

High Energy Physics - Theory · Physics 2008-02-03 L. L. Salcedo

Theory of expectation values is presented as an alternative to S-matrix theory for quantum fields. This change of emphasis is conditioned by a transition from the accelerator physics to astrophysics and cosmology. The issues discussed are…

High Energy Physics - Theory · Physics 2009-12-15 G. A. Vilkovisky

The main goal of these notes is to give an introduction to the mathematics of quantum noise and some of its applications in non-equilibrium statistical mechanics. We start with some reminders from the theory of classical stochastic…

Mathematical Physics · Physics 2024-07-08 Soon Hoe Lim

Stochastic quantization is applied to derivation of the equations for the Wilson loops and generating functionals of the Wilson loops in the large-N limit. These equations are treated both in the coordinate and momentum representations. In…

High Energy Physics - Theory · Physics 2009-10-30 D. V. Antonov

A recent characterisation of Fock-adapted contraction operator stochastic cocycles on a Hilbert space, in terms of their associated semigroups, yields a general principle for the construction of such cocycles by approximation of their…

Functional Analysis · Mathematics 2007-05-23 J. Martin Lindsay , Stephen J. Wills

A subjective survey of stochastic models of quantum mechanics is given along with a discussion of some key radiative processes, the clues they offer, and the difficulties they pose for this program. An electromagnetic basis for deriving…

Quantum Physics · Physics 2015-06-26 Mark P. Davidson

We apply the open systems concept and the influence functional formalism introduced in Paper I to establish a stochastic theory of relativistic moving spinless particles in a quantum scalar field. The stochastic regime resting between the…

Quantum Physics · Physics 2014-11-18 Philip R. Johnson , B. L. Hu

Numerical simulation of turbulent fluid dynamics needs to either parameterize turbulence-which introduces large uncertainties-or explicitly resolve the smallest scales-which is prohibitively expensive. Here we provide evidence through…

Bayesian quantum estimation provides a robust framework for quantum technologies, especially in scenarios with limited data and minimal prior information. Yet, its application to continuous-variable Gaussian systems has remained limited and…

Quantum Physics · Physics 2026-05-19 Edward Gandar , Jesús Rubio