Related papers: Feynman-Kac theorems for generalized diffusions
The method of Feynman-Kac perturbation of quantum stochastic processes has a long pedigree, with the theory usually developed within the framework of processes on von Neumann algebras. In this work, the theory of operator spaces is…
We develop the contour integral method for numerically solving the Feynman-Kac equation with two internal states [P. B. Xu and W. H. Deng, Math. Model. Nat. Phenom., 13 (2018), 10], describing the functional distribution of particle's…
The role of differential equations in the process of calculating Feynman integrals is reviewed. An example of a diagram is given for which the method of differential equations was introduced, the properties of the inverse-mass-expansion…
Diffusion coefficients are obtained from linear response functions and from the quantal fluctuation dissipation theorem. They are compared with the results of both the theory of hydrodynamic fluctuations by Landau and Lifschitz as well as…
Fractional calculus allows one to generalize the linear, one-dimensional, diffusion equation by replacing either the first time derivative or the second space derivative by a derivative of fractional order. The fundamental solutions of…
The method of canonical differential equations is an important tool in the calculation of Feynman integrals in quantum field theories. It has been realized that the canonical bases are closely related to $d$-dimensional $d\log$-form…
A relation between Fick-Jacobs and Schr\"{o}dinger equation is shown. When the diffusion coefficient is constant, exact solutions for Fick-Jacobs equation are obtained. Using a change of variable the general case is studied.
A brief presentation of the basic concepts in quantum probability theory is given in comparison to the classical one. The notion of quantum white noise, its explicit representation in Fock space, and necessary results of noncommutative…
A representation of the perturbation series of a general functional measure is given in terms of generalized Feynman graphs and -rules. The graphical calculus is applied to certain functional measures of L\'evy type. A graphical notion of…
In view of the usefulness and importance of the kinetic equation in certain physical problems, the authors derive the explicit solution of a fractional kinetic equation of general character, that unifies and extends earlier results.…
We prove the existence of a $B$-continuous viscosity solution for a class of infinite dimensional semilinear partial differential equations (PDEs) using probabilistic methods. Our approach also yields a stochastic representation formula for…
First, we consider generalized wave and scattering operators and derive modifications of commutation relations (between scattering operators and unperturbed operators) when the corresponding deviation factors behave as $\exp\{i t {\mathcal…
We are able to rederive in a very simple way the standard generalized Wick's theorem for overlaps of mean field wave functions by using the extension of the statistical Wick's theorem (Gaudin's theorem) in the appropriate limits.
Group classification of the generalized complex Ginzburg-Landau equations is presented. An approach to group classification of systems of reaction-diffusion equations with general diffusion matrix is developed.
For distinguishable particles it is well known that Brownian motion and a Feynman-Kac functional can be used to calculate the path integral (for imaginary times) for a general class of scalar potentials. In order to treat identical…
The fractional Feynman-Kac equations describe the distribution of functionals of non-Brownian motion, or anomalous diffusion, including two types called the forward and backward fractional Feynman-Kac equations, where the fractional…
In this paper we provide a generalization of a Feynmac-Kac formula under volatility uncertainty in presence of a linear term in the PDE due to discounting. We state our result under different hypothesis with respect to the derivation given…
In this paper we investigate BSDEs where the driver contains a distributional term (in the sense of generalised functions) and derive general Feynman-Kac formulae related to these BSDEs. We introduce an integral operator to give sense to…
Group classification of systems of two coupled nonlinear reaction-diffusion equation with a diagonal diffusion matrix is carried out. Symmetries of diffusion systems with singular diffusion matrix and additional first order derivative terms…
In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…