Related papers: A Pseudo-Differential Operator Construction of Mar…
Neural ordinary differential equations offer an effective framework for modeling dynamical systems by learning a continuous-time vector field. However, they rely on the Markovian assumption - that future states depend only on the current…
In this paper we address the relation between the star exponentials emerging within the Deformation Quantization formalism and Feynman's path integrals associated with propagators in quantum dynamics. In order to obtain such a relation, we…
Given a classical symbol $M$ of order zero, and associated semiclassical operators ${\rm op}_\varepsilon(M),$ we prove that the flow of ${\rm op}_\varepsilon(M)$ is well approximated, in time $O(|\ln \varepsilon|),$ by a pseudo-differential…
A discrete-time Markov chain can be transformed into a new Markov chain by looking at its states along iterations of an almost surely finite stopping time. By the optional stopping theorem, any bounded harmonic function with respect to the…
This study is an attempt at generalizing the class of partially hypoelliptic differential operators to a class of pseudodifferential operators, Symbol ideals are formed on the set of lineality and we discuss suitable topologies that allow…
As a new technique it is shown how general pseudo-differential operators can be estimated at arbitrary points in Euclidean space when acting on functions $u$ with compact spectra. The estimate is a factorisation inequality, in which one…
We study the Cauchy problem for $p$-adic nonlinear evolutionary pseudo-differential equations for complex-valued functions of a real positive time variable and p-adic spatial variables. Among the equations under consideration there is the…
The sign cancellation between scattering amplitudes makes fermions different from bosons. We systematically investigate Feynman diagrams' fermionic sign structure in a representative many-fermion system---a uniform Fermi gas with Yukawa…
A mathematical framework for Continuous Time Finance based on operator algebraic methods offers a new direct and entirely constructive perspective on the field and leads to new numerical analysis techniques. This is partly a review paper as…
We propose and study a certain discrete time counterpart of the classical Feynman--Kac semigroup with a confining potential in countable infinite spaces. For a class of long range Markov chains which satisfy the direct step property we…
For an arbitrary Riemannian manifold $X$ and Hermitian vector bundles $E$ and $F$ over $X$ we define the notion of the normal symbol of a pseudodifferential operator $P$ from $E$ to $F$. The normal symbol of $P$ is a certain smooth function…
In this paper, we consider the composition of two independent processes : one process corresponds to position and the other one to time. Such processes will be called iterated processes. We first propose an algorithm based on the Euler…
We discuss Hilbert space-valued stochastic differential equations associated with the heat semi-groups of the standard model of non-relativistic quantum electrodynamics and of corresponding fiber Hamiltonians for translation invariant…
In this paper, we provide a new algorithm for the finite dimensional approximation of the linear transfer Koopman and Perron-Frobenius operator from time series data. We argue that existing approach for the finite dimensional approximation…
Semi-Markov processes are Markovian processes in which the firing time of the transitions is modelled by probabilistic distributions over positive reals interpreted as the probability of firing a transition at a certain moment in time. In…
In the development of stochastic integration and the theory of semimartingales, Markov processes have been a constant source of inspiration. Despite this historical interweaving, it turned out that semimartingales should be considered the…
In this article, we study pseudo-differential equations involving semi-quasielliptic symbols over p-adics. We determine the function spaces where such equations have solutions. We introduce the space of infinitely pseudo-differentiable…
The not necessarily unitary evolution operator of a finite dimensional quantum system is studied with the help of a projection operators technique. Applying this approach to the Schr\"odinger equation allows the derivation of an alternative…
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.…
Consider an h-pseudodifferential operator P, whose symbol extends holomorphically to a tubular neighborhood of the real phase space and converges sufficiently fast to 1, so that the determinant of P is well-defined. We show that the modulus…